Series Slides
Series Slides
A partial sum is the sum of a part of a sequence. Partial sums are called
finite series. The sum of the first n terms is denoted by Sn.
Thus, for a sequence an n 1
S1 a1
S 2 a1 a2
S3 a1 a2 a3
n
S n a1 a2 a3 an ak
k 1
An infinite series is the sum of all terms in an infinite sequence, i.e. ak
k 1
SERIES
Index Shift
and let’s say that we need to start from 0. We need to define a new
index i (which would be used for the series starting from 0). Thus,
in2 i.e. n i 2
and
n5 i7
n2 2
n
i 2
i 0 2
or
n7
n0 2
n 2
n
Sn a l
2
FINITE SERIES
Geometric series: The sum of a GP
k 1
The nth term of a GP is given by: ak ar
Let Sn denote the sum of the first n terms of a GP. Then:
a1 a2 a3 an 1 an
Sn a ar ar 2 ar n 2 ar n 1 r
rSn ar ar 2 ar n 2 ar n 1 ar n
n a 1 r n
Sn ar k 1
k 1 1 r
This also means that the expansion of a term with the general form
given by a 1 x n 1 x is a ax ax 2 ax n 1
FINITE SERIES
The sum of n squares and the Binomial Expansion
n
For series of the form: k
k 0
2
0 1 22 32 ... n 2
n n n 1 2n 1
Sn k 2
k 0 6
The binomial expansion is the expansion of the function (1+x)n in powers
of x when n is a positive integer. For example:
1 x 1 2 x x 2
2
1 x 1 3x 3x 2 x3
3
1 x 1 4 x 6 x 2 4 x3 x 4
4
We can split this up into series which we are already familiar with
- Sum of squares
n n n 1 2n 1
Sn k 2 n7
k 0 6
- Arithmetic series
n
n
S n a k 1 d a l n 7, a 2, d 2, l 14
k 1 2
- Constant series
Sn nC n 7, C 4
FINITE SERIES
Using properties of series to find a sum
7
Let us find the value for the series 3k
k 1
2
2k 4
We can split this up into series which we are already familiar with
- Sum of squares
7 7 7 7 1 2.7 1
3k2
3 k 2
3
6
420
k 1 k 1
- Arithmetic series
7
7
2k
k 1 2
2 14 56
- Constant series
7
4 4 7 28
k 1
7
3k 2 2k 4 504
k 1
INFINITE SERIES
How to Find Series Value: Limit of Partial Sums
Consider an infinite series: S an a1 a2
n 1
S lim Sn
n
Let’s say that the formula for the partial sums of a series is given by:
2n 3
Sn
n 1 n 2
How do we determine if the series converges?
2n 3 2n 3 2n
S lim Sn lim lim 2 lim
n n n 1 n 2 n n 3n 2 n 3 2
1 2
n n
As n gets larger the denominator tends to 1 wile the numerator grows
larger and larger i.e.
n , 2n
S lim Sn
n
n
1
This is another way of saying that Sn k is close to 2 whenever n is
k 0 2
big enough. Let us look at the sequence of partial sums:
S0 1 S3 1 34 18 1 78
S1 1 12 S 4 1 78 161 1 16
15
S 2 1 12 14 1 34 2n 1 1
Sn 1 n 2 n
1 2 2
Thus, lim Sn lim 2 n 2
n n 2
Graphically,
INFINITE SERIES
Common Diverging series
Arithmetic series are divergent. Recall that their partial sum is given by:
n
Sn
2
2a n 1 d
The general formula for the partial sums of geometric series is given by:
n a 1 r n
Sn ar k 1
1 r
k 1
a 1 r n
The sum of an infinite geometric series is thus: S lim Sn
n 1 r
a
S
1 r
INFINITE SERIES - General Expressions
Infinite Geometric Series: An Application
Note that even if the sequence {an} itself converges to some non-zero
value, the corresponding infinite series still diverges.
Recall: Sequences that are bounded and are monotonic will always
converge (Monotone convergence theorem) since
lim an L
n
If L is not zero, series diverges.
INFINITE SERIES – Divergence Tests
Example
an 1
Suppose that an and L lim
n 1
n an
(1) If L 1 then a
n 1
n converges
(2) If L 1 then a
n 1
n diverges
First we compute L:
an 1 4n 1 n! 4
L lim lim . n lim 0
n a n n 1! 4 n n
n
Note:
1 1
For the series
n 1 n
and 2 the test is inconclusive.
n 1 n
The fact that an+1/an 1 does not mean that the series is convergent. We
have to look at the limit.
INFINITE SERIES – Convergence Tests
Ratio Test: Interval of Convergence
The ratio test can also be used to find the range of values for which a
given series converges.
an 1 xn2 4n n 4 x
lim lim n 1 .
4 n 1 x
n a 4 n 1
n
n 4
Power series are polynomials that go one forever and have the form:
a x c ao a1 x c a2 x c
n 2
n
n0
This means that functions of this form can be expanded. In fact, the idea
behind power series is to represent functions as a series. This allows us
to approximate functions and manipulate them.
INFINITE SERIES
Power Series: Radius and Interval of Convergence
Like the geometric series, the power series only converges under
certain conditions. To identify the radius or interval of convergence, the
ratio test can be used i.e.
an 1 x c an 1 x c
n 1
lim lim 1
an x c
n
n n an
an
x c lim R
n an 1
Radius of convergence: x c R
Interval of convergence: c R x c R
Find power series and the radius of convergence for the following
function:
1
h x
3 x2
a
The first step is to convert the function into the form of
1 r
1 1 1
h x 3
3
3 x2 1 x 3 1 x 3
2 2
n
1 x2 1 x2 x4
h x
n0 3 3 3 9 27
This series converges to h(x) if x lies within the radius / interval of
convergence which in this case is:
x2
1 x 3 or 3 x 3
3
INFINITE SERIES
Power Series: Representation Using Integration
(2) f x
(1)
Polynomial: p x f 0 f ' 0 x
Additional condition: p 2 0 f 2 0
f 2 0
Polynomial: p x f 0 f ' 0 x x2
2
The factor of ½ is required to ensure that all conditions are satisfied
INFINITE SERIES
Maclaurin Series: Concept Cont’d
f 2 0
Polynomial: p x f 0 f ' 0 x 2
x2
p 2 x f 2 0 p 2 0 f 2 0 (third condition)
We can go on with this process and each term that is added will further
improve the fit of p x to f x . The polynomial would have the following
form:
f 2 0 f 3 0 f 4 0 f n 0
p x f 0 f 1
0 x x2 x3 x4 xn
2! 3! 4! n!
f n 0
This is the Maclaurin series, a power series where an
n!
INFINITE SERIES
Maclaurin Series: Example – the Cosine function
Exponential function f x e x
x 2 x3 x 4
p x 1 x
2! 3! 4!
INFINITE SERIES
Maclaurin representation of more complex functions
Constant p x f c
f 2 c x c
2
Quadratic p x f c f 1 c x c
2!
p c f c, p 1 c f 1 c , p 2 c f 2 c
INFINITE SERIES
Taylor Series
f n c x c
n
f x
n0 n!
f 2 c f 3 c
f c f 1
c x c x c x c
2 3
2! 3!
where x 3
x6n
1
n
n0 2n ! 2
We expand the series to see what it looks like:
x6n x 6 x12 x18
1
n
1 (1)
n0
2 n ! 2! 4! 6!
This looks very similar to the Maclaurin series for cosine function (first
term is 1, factorials of even numbers):
x2 x4 x6
cos x 1 (2)
2! 4! 6!
In fact, if we substitute x by x3, we get equation (1). Thus, we can write:
x6n
1 cos x3
n
n0 2n ! 3
so that when x 3 , the series evaluates to cos 3
cos 0
2 2 2
INFINITE SERIES
Power Series and Taylor Series : EXAMPLES
1 x 2 n 1 1 x 2 n 1
n n
x3 x5
EXAMPLE 2: If f x x
2! 4! 2 n ! n0 2 n !
Find the series which represents f x
2
Since we know the expression for the nth term we can differentiate it as
follows:
2n 1 1
n
x2n
f 1
x
n0 2n !
We know that g t p t 2 3 t 4 4 t 4 3 t 4
2 3
Thus,
x x
h x g t dt 2 3 t 4 4 t 4 3 t 4 dt
2 3
4 4
x
3t 4 4 t 4 3t 4
2 3 4
2t
2 3 4 4
3 x 4 4 x 4 3 x 4
2 3 4
2 x 4
2 3 4
INFINITE SERIES
Power Series and Taylor Series : EXAMPLES
EXAMPLE 4: Let g 1 2, g 1 3, g 1 3, g 1 6 and g 1 9.
1 2 3 4
3 x 1 6 x 1 9 x 1
2 3 4
g x 2 3 x 1
2! 3! 4!
Thus,
3 x 1
3
g 1 x 3 3 x 1 3 x 1
2
3 9
At x 2, g 1 2 3 3 3
2 2
INFINITE SERIES
Fourier Series: Concept
2
sin x
1 2 sin x cos 4 x
0
0 180 360
-1 1
-2
0
0 180 360
2 cos 4x -1
1
0
0 180 360
-2
-1
-2
It is similar to a power series except that the function are of the form
A cos nx and A sin nx rather than an x c
n
INFINITE SERIES
Fourier Series: Concept
1 L
where ao L f x dx
2L
1 L n x
an f x cos dx n 1, 2,3,
L L
L
1 L n x
bn f x sin dx n 1, 2,3,
L L
L
INFINITE SERIES
Fourier Series: EXAMPLE (Square wave)
Finding ao
1 L
ao f x dx
2L L
1 0 1
ao f x dx f x dx
2 0
x
1 0
-1.5
-1 -0.5 0 0.5
1 1.5
0dx dx
2
-0.5
1 1
x 0
2 2
INFINITE SERIES
Fourier Series: EXAMPLE (Square wave)
Finding an
1 L n x
an f x cos dx
1.5
L L
L 1
-0.5
1 0
f x cos nx dx f x cos nx dx
0
1 0
0dx cos nx dx
0
1
sin nx 0
n
1
sin n
n
0
INFINITE SERIES
Fourier Series: EXAMPLE (Square wave)
Finding bn
1 L n x
bn f x sin dx
1.5
L L
L 1
-0.5
1 0
f x sin nx dx f x sin nx dx
0
1 0
0dx sin nx dx
0
1 1
cos nx 0 cos n 1
n n
1 2
ao an 0 bn 0 n 2, 4, bn n 1,3,5,
2 n
1 2 2 2
f x sin x sin 3x sin 5 x
2 3 5
1 2sin 2n 1 x
2 n0 2n 1
INFINITE SERIES
Fourier Series: EXAMPLE (Linear)
3 In this case, L
2
Finding ao
1
x
-10 -5 0
0 5 10
-1
1
-2
-3
ao
2 f x dx
-4
Noting that the area under the graph has equal negative and positive
components it follows that ao = 0
INFINITE SERIES
Fourier Series: EXAMPLE (Linear)
Finding an 4
1
3
an f x cos nx dx 2
1
x
1 -5
0
x cos nx dx
-10 0 5 10
-1
-2
-3
1
an nx sin nx cos nx
n 2
1
2 n sin n cos n n sin n cos n
n
1
2 n sin n cos n n sin n cos n
n
0
INFINITE SERIES
Fourier Series: EXAMPLE (Linear)
Finding bn 4
1 1
bn f x sin nx dx x sin nx dx
2
1
x
-10 -5 0
0 5 10
-1
1
-3
bn 2 sin nx nx cos nx -4
n
1
2 sin n n cos n sin n n cos n
n
1
2 n cos n n cos n
n
2cos n
n
2
When n 2, 4,6, cos n 1 bn
n
2
n 1, 2,3, cos(n ) 1 bn
n
INFINITE SERIES
Fourier Series: EXAMPLE (Linear)
1
x
-10 -5 0
0 5 10
-1
-2
-3
-4
INFINITE SERIES
Fourier Series: Tips and Tricks
0
x
-4 -3 -2 L -1 0 1 L 2 3 4
n x
-0.5
-1 f x bn sin
-1.5
n 1 L
f x1.8
they will offset the symmetry about f(0).
1.6
1.4
1.2
1
In this case the area under the graph is
0.8
0.6
not 0 so ao has to be found. Thus,
0.4
n x
f x ao an cos
0.2
x
L-1
0
L1
L
-4 -3 -2 0 2 3 4
n 1