Solutions to Homework I Y. Zhou Section 1.1: 5.a. In order to find the Taylor series of f (x) = ln(x + 1) at 0, we need to find its derivatives: f 0 (x) = (1 + x)−1 , f 00 (x) = −(1 + x)−2 , f (3) (x) = 2(1 + x)−3 , f (k) (x) = (k − 1)!(−1)(k+1) (1 + x)−k . Thus the Taylor series of f (x) at 0 is ∞ X 1 (k) f (0)xk + Rn (x) f (x) = k=0 ∞ X k! 1 (k − 1)!(−1)(k+1) xk k! k=0 = ∞ X (−1)(k+1) k x , = k k=0 or n X (−1)(k+1) k x + Rn (x) f (x) = k k=0 when truncated. Here the reminder Rn (x) can be a Lagrange reminder Rn (x) = = 1 f (n+1) (ξ)x(n+1) (n + 1)! (−1)(n+2) (1 + ξ)−(n+1) xn+1 n+1 or an integral reminder Rn (x) = 1 n! Z x f (n+1) (t)(x − t)n dt 0 = (−1)(n+2) Z x (1 + t)−(n+1) (x − t)n dt. 0 5.b. We need to determine the smallest n such that |Rn (0.5)| ≤ 10−8 . Since 0.5n , n + 1 |Rn (0.5)| ≤ it is sufficient to find the smallest n such that 0.5n −8 n + 1 ≤ 10 , 1 which requires that n ≥ 23. 5.c. Following 5.b we need to find the smallest n such that 0.6n −10 , n + 1 ≤ 10 which requires that n ≥ 38. 24. Recall the Taylor series of cos(x) at 0 is cos(x) = ∞ X (−1)k k=0 x2k , (2k)! and thus the full reminder for cos(x) ≈ 1 − 0.5x2 is 1 4 1 1 x − x6 + x8 · · · 4! 6! 8! 1 4 4! 2 4! 4 x (1 − x + x · · ·) 4! 6! 8! 1 4 x 4! Rn (x) = = < if x < 1. Thus if Rn (x) is required to be less than 1.0 × 10−3 , it is sufficient to ask 1 4 x ≤ 10−3 , 4! √ suggesting that |x| ≤ 4 4! × 10−3 = 0.3936. Note: Other estimates also apply. For example, Scott and Heather use the Lagrange reminder at n = 2 and estimate the derivative, which could give a shaper bound of x. 35. Suppose we are truncating the series at the nth term, i.e., e≈ n X 1 k=0 k! . But than the full reminder will be R = ∞ X 1 k! k=n+1 1 (n + 1)! (n + 1)! 1+ + + ··· (n + 1)! (n + 2)! (n + 3)! 1 (1 + 1/2 + 1/4 + 1/8 + · · ·) (n + 1)! 2 . (n + 1)! = ≤ ≤ It is straightforward to find that n has to be at least 21 to make R ≤ 0.6 × 10−20 . A little shaper estimate can be found by using the Lagrange remainder at n and estimating the derivative. Section1.2 I only do the first three problems. 7.a. False, since (n + 1)/n2 n+1 = lim =1 n→∞ n→∞ 1/n n lim 2 7.b. False, since √ (n + 1)/ n =∞ n→∞ 1 lim 7.c. False, since 1/ ln n = ∞. n→∞ 1/n lim 9. From the hints we know that the limit is −1/2. If the rate of convergence is p, then there exists a nonzero constant C such that lim h→0 1 [(1 h2 + h) − eh ] − (− 12 ) = C. hp We notice that lim 1 [(1 h2 h→0 + h) − eh ] − (− 12 ) hp 2 = = = = (1 + h) − eh + h2 lim h→0 h(p+2) 1 − eh + h lim h→0 (p + 2)h(p+1) −eh + 1 , lim h→0 (p + 2) · (p + 1) · hp −eh lim , h→0 (p + 2) · (p + 1) · p · hp−1 which equals −1/6 if p = 1, ∞ is p > 1 and 0 if p < 1. Hence p = 1 is required, and the convergence rate is 1. In other words, 1 1 1 [(1 + h) − eh ] = − + O(h) = − + o(hβ ) 2 h 2 2 for any β < 1. 22. By the definition of linear convergence it is sufficient to show that there is a nonzero constant C such that (1 + aθn+1 )/(1 + aθn ) − 1 = C. n→∞ (1 + aθ n )/(1 + aθ n−1 ) − 1 lim We notice that θ(1 + aθn−1 ) (1 + aθn+1 )/(1 + aθn ) − 1 = lim , n→∞ n→∞ (1 + aθ n )/(1 + aθ n−1 ) − 1 1 + aθn lim which convergences to θ if θ ∈ (0, 1). 30. Sine the left-hand side of the equation is a series, we might resort to the Taylor expansion. Notice the Taylor series of 1/(1 − x) at x = 0 is 1/(1 − x) = ∞ X k=0 3 xk , thus for any fixed n, Pn lim k k=0 x x→0 − 1/(1 − x) xn = ∞ X xk lim x→0 xn k=n+1 2 3 = x + x + x + · · · = 0. This proves the argument. 14. Taking derivative with respect to x on the both sides we obtain 6x2 y 2 + 2x2 · 2y · dy dy + 4xy + x2 + ex = 0, dx dx from which we can solve dy/dx to be dy 6x2 y 2 + 2xy + ex =− dx 4x3 y + x2 Section 2.3 1. It can be shown that α + 0.1β = f (0.1) × 1012 , α + 0.9β = f (0.9)/0.912 , from which (α, β) is solved to be (0.6659, −0.5991). On the other hand, it is seen that " α β # " = " = " = 1 0.1 1 0.9 #−1 " · 1.125 −0.125 1.25 1.25 1012 0 0 3.5407 # " · # " · 1012 0 0 3.5407 1.125 × 1012 −0.4426 1.25 × 1012 4.4259 # " · f (0.1) f (0.9) # " f (0.1) f (0.9) · # f (0.1) f (0.9) # # . The condition number of this coefficient matrix is 6.30 × 1011 , indicating that (α, β) is extremely sensitive to the slight change of (f (0.1), f (0.9)). 5.c The condition number of the function is cond(f (x)) = x sin0 (x) = x cot(x), sin(x) which will be large wherever x is close to multiples of π. 5.e The condition number of the function is cond(f (x)) = x(ex /x)0 = x − 1, ex /x which will be large only if x is large. 4