The students can use the following theorems to answer sequences questions. Theorem : Let {ππ } be a sequence. Then lim |ππ | = 0 βΊ lim ππ = 0. π→∞ π→∞ Proof is an exercise. Theorem : For any πΌ ∈ π , lim π→∞ πΌπ ( )=0 π! Proof is omitted. Sandwich Theorem for Sequences : Let {ππ } , {ππ } and {ππ } be sequences with the property ππ ≤ ππ ≤ ππ ∀π > π1 for some π1 ∈ π+ . If lim ππ = πΏ = lim ππ , then lim ππ = πΏ . π→∞ π→∞ π→∞ Proof is an exercise. The proof will be very similar to the same proof regarding functions. Series II Theorem 1 For a series ∑ ππ , define π π = π1 + π2 + β― + ππ ∀π. Suppose {π π } is a bounded sequence. Let {ππ } be a decreasing sequence of positive terms such that lim ππ = 0 π→∞ Then the series ∑ ππ ππ is convergent. Proof is omitted. Theorem 1 is known as Dirichlet’s test. Example 1 ∞ Consider ∑ ππ π=1 1 ππ π ππ πππ (π + 1)3π where ππ = 5 ππ π ππ ππ£ππ {(π + 2)3π 1 ππ π ππ πππ π Define ππ = { 3 5 ππ π ππ ππ£ππ 3π By an example in the previous lecture, ∑ ππ is convergent. ∴ If π π = π1 + π2 + …… + ππ , then ∃ πΏ ∈ π such that lim π π = πΏ. π→∞ It follows that {π π } is bounded. 1 ππ π ππ πππ π + 1 Now define, ππ = { 1 ππ π ππ ππ£ππ π+2 1 Case 1 π is even. Write π = 2π 1 1 ππ+1 − ππ = − = 0 2π + 1 + 1 2π + 2 Case 2 π is odd. Write π = 2π + 1 1 1 ππ+1 − ππ = − <0 2π + 2 + 2 2π + 2 ∴ ππ+1 − ππ ≤ 0 ∀π ∈ π+ ∴ {ππ } is a decreasing sequence such that lim ππ = 0 π→∞ ∴ By Dirichlet’s test, ∑ ππ ππ is convergent. ∞ ∴ ∑ ππ is convergent π=1 Example 2 ∞ Consider ∑ π=2 1 ln π Let π(π₯) = π₯ − ln π₯ 1 Then π ′ (π₯) = 1 − > 0 ∀ π₯ > 1 π₯ ∴ π(π₯) is increasing in (1, ∞). π(1) = 1 > 0 ∴ π(π₯) > 0 ∀ π₯ ∈ (1, ∞) ∴ π > ln π ∀ π ∈ {2,3,4,…….} 1 1 ∴0< < ∀π >1 π ln π 1 We know that, ∑ π is divergent. Hence, from the comparison test of the same chapter, ∞ 1 ∑ is divergent. ln π π=2 Example 3 Consider ∑ π2 π −π 2 2 If ππ = π2 π −π , then 2 (π + 1)2 π −(π+1) ππ+1 | |=| | 2 ππ π2 π −π π + 1 2 π2 −(π2 +2π+1) 1 2 −2π−1 =( ) π = (1 + ) π π π 2 ππ+1 1 ∴ lim | | = lim (1 + ) lim π −2π−1 π→∞ ππ π→∞ π π→∞ =1β0=0 2 ∴ By the ratio test, ∑ π2 π −π is convergent. 2 Now, we will give a proposition which will be very useful when handling series involving ππ function. Proposition 1 Let {ππ } be a decreasing sequence of positive terms. ∞ ∞ Then ∑ ππ is convergent if and only if the series ∑ 2π π2π is convergent. π=1 π=1 Proof is omitted Example 4 1 . We can assume that the π (ln π) (ln (ln π)) summation begins at the minimum π value for which ππ is meaningful. 2π π π 2 π2 = π 2 (ln 2π ) ln (ln 2π ) Consider ∑ ππ where ππ = = Then π 2 π 2π 1 = ππ (say) π ln 2 ln(π ln 2) 2π = π 2 ln 2 ln (2π ln 2) = 1 (ln 2)[ln 2π + ln(ln 2)] = 1 (ln 2)[π ln 2 + ln(ln 2)] = 1 πΌπ+π½ where πΌ, π½ ∈ π Here πΌ = (ππ2)2 > 0. So one can easily prove the divergence of ∑ 1 πΌπ+π½ by applying the limit comparison test. ∴ ∑ 2π π2π is divergent. ∴ By proposition 1, ∑ ππ is divergent where ππ = 2π π2π ∴ Again by proposition 1, ∑ ππ is divergent. 3 Sequences of Functions Let πΌ be an interval. If for each π ∈ π+ , ∃ a function π’π : πΌ → π , then we say that {π’π } is a sequence of functions on πΌ to π . Suppose {π’π } is such a sequence. Take any π₯ ∈ πΌ and fix it. Now, {π’π (π₯)} is a sequence of real numbers similar to the ones we have seen in chapter 5. It would be interesting to know for which values of π₯, {π’π (π₯)} is convergent. It may or may not be convergent for all π₯ in πΌ. Definition 1 πΌ is an interval in π . Let {π’π } be a sequence of functions on πΌ to π . Let π΄ ⊆ πΌ. (π΄ is not necessarily an interval.) Suppose ∃ a function π’: π΄ → π . We say that the sequence {π’π } converges on π΄ to π’ if for each π₯ ∈ π΄, the sequence {π’π (π₯)} is convergent to π’(π₯). When that happens, π’ is called the limit of the sequence {π’π } on π΄. We may state this fact by writing π’π → π’ with the dependence on π΄ being understood. We may even write one of the following two statements to explain this fact. i) lim π’π = π’ on π΄ π→∞ ii) lim π’π (π₯) = π’(π₯) ∀π₯ ∈ π΄ n→∞ Example 5 For each π ∈ π+ , sin ππ₯ ∀π₯ ∈ π π Take any π₯ ∈ π . Let π > 0. By Archimedean property, ∃π0 ∈ π+ such that 1 π0 > π | sin ππ₯| 1 |π’π (π₯) − 0| = ≤ π π 1 π > π0 βΉ < π βΉ |π’π (π₯) − 0| < π π ∴ ∀π₯ ∈ π , π’π (π₯) → 0 Hence, if π’(π₯) = 0 ∀π₯ ∈ π , then lim π’π = π’ on π . let π’π (π₯) = π→∞ It is worthwhile to check whether the choice of π0 in this example depends on the particular point π₯. The reader will immediately see that it didn’t depend on π₯. That observation should prepare us for our next definition. Definition 2 Let πΌ be an interval with a sequence of functions {π’π } defined on πΌ and, let π΄ be a subset of πΌ such that a function π’ is defined on π΄. If ∀ π > 0, ∃π0 ∈ π+ such that ∀ π₯ ∈ π΄, π > π0 βΉ |π’π (π₯) − π’(π₯)| < π where π0 doesn’t depend on π₯, then we say that the sequence {π’π } is uniformly convergent on π΄ to the function π’. As we have seen, the sequence {π’π } in example 5 is uniformly convergent to π’ on all of π . 4 Clearly, when a sequence {π’π } is uniformly convergent on π΄, it is convergent on π΄. But, the converse of this is false. The following example will illustrate that. Example 6 π₯ π and π’(π₯) = π₯ ∀π₯ ∈ π . Take any π₯ ∈ π . Let π > 0. |π₯| |π’π (π₯) − π’(π₯)| = π |π₯| ∃π0 ∈ π+ such that π0 > π |π₯| π > π0 βΉ < π π βΉ |π’π (π₯) − π’(π₯)| < π ∴ The sequence {π’π } converges on π to π’. But, π0 depends on π₯. ∴ It is not uniformly convergent on π . Let π’π (π₯) = π₯ + But, it can be proven that {π’π } is uniformly convergent to π’ on any bounded interval πΌ. Let πΌ be a bounded interval. Then ∃π ∈ π such that −π < π₯ < π ∀π₯ ∈ πΌ ∴ |π₯| < π ∀π₯ ∈ πΌ π Take π0 ∈ π+ such that π0 > π π Then π > π0 βΉ < π π |π₯| βΉ < π ∀π₯ ∈ πΌ π βΉ |π’π (π₯) − π’(π₯)| < π ∴ {π’π } is uniformly convergent to π’ on πΌ. Do we expect the limit of a convergent sequence of continuous functions to be continuous? The following proposition will show under what conditions we can have the assurance of it. Proposition 2 πΌ is an interval. Let {π’π } be a sequence of continuous functions defined on πΌ. Suppose {π’π } converges uniformly on πΌ to a function π’ defined on πΌ. Then π’ is continuous on πΌ. Proof: Let π > 0. By assumption, ∃π0 ∈ π+ such that π π > π0 βΉ |π’π (π₯) − π’(π₯)| < ∀π₯ ∈ πΌ 3 Let π ∈ πΌ. Take π1 ∈ π+ such that π1 > π0 . Now, π’π1 (π₯) is continuous at π₯ = π. ∴ ∃ πΏ > 0 such that π |π₯ − π| < πΏ βΉ |π’π 1 (π₯) − π’π 1 (π)| < 3 5 Because π1 > π0 , π and 3 π |π’π1 (π₯) − π’(π₯)| < ∀π₯ ∈ πΌ 3 ∴ |π₯ − π| < πΏ βΉ |π’π1 (π₯) − π’(π₯)| + |π’π1 (π₯) − π’π 1 (π)| + |π’π1 (π) − π’(π)| < π βΉ |π’(π₯) − π’(π)| < π by triangle inequality ∴ π’ is continuous at π₯ = π for any π ∈ πΌ. ∴ π’ is continuous on πΌ. |π’π1 (π) − π’(π)| < The converse of proposition 2 is false. In example 6, π’(π₯) = π₯ is continuous on π . But, the convergence π’π → π’ is not uniform. Suppose we have a sequence of continuous functions {π’π (π₯)}. If we prove that π’π converges to a function π’ by using the definition, then by checking the proof, we would know whether the convergence is uniform or not. But, if we prove the convergence π’π → π’ by using a known theorem about sequences, then we wouldn’t be able to say whether the convergence is uniform or not in that manner. In that type of situation, we might be able to use proposition 2 to conclude that the convergence is not uniform. Let 0 < π < ∞. For each π ∈ π+ , define π₯π π’π (π₯) = π₯ ∈ [0,1] π + π₯π Clearly, π’π (π₯) ≥ 0 ∀π₯. Example 7 Case 1: π₯ ∈ [0,1) 1 1 π₯π (π₯) ≤ βΉ 0 ≤ π’ ≤ π π + π₯π π π By a theorem on sequences, π₯π lim =0 π→∞ π ∴ By sandwich theorem for sequences, lim π’π (π₯) = 0 π→∞ Case 2: π₯ = 1. Then 1 π’π (π₯) = ∀π 1+π So, π’π (π₯) → π’(π₯) where 0 ππ π’(π₯) = { 1 ππ 1+π 6 π₯ ∈ [0,1) π₯=1 Hence, lim− π’(π₯) = 0 ≠ π₯→1 1 1+π ∴ lim− π’(π₯) ≠ π’(1) π₯→1 ∴ π’ is not continuous on [0,1]. Hence, by proposition 2, the convergence π’π → π’ is not uniform. Power Series Now, we will ∞ introduce a special type of series. A series of the form ∑ ππ (π₯ − π)π where π₯ is a variable is called a power series about the π=0 point π. As with a regular series, it is acceptable to write this series as ∑ ππ (π₯ − π)π . The most common type of power series would be a series about the point 0. Such a series is written as π0 + π1 π₯ + π2 π₯ 2 + …… or ∑ ππ π₯ π . Regarding a general power series, we are interested in knowing about the set of convergence given by π = {π₯|π₯ ∈ π , ∑ ππ (π₯ − π)π converges} Let π’ ∈ π. If we can prove that all the π₯ values which lie in between π’ and π also belong to π, then we have proven that π is an interval centered at π. That will be the first theorem regarding power series. Theorem 2 Consider the power series ∑ ππ (π₯ − π)π . The set of values π₯ for which this series converges is an interval centred at π. Proof is omitted Definition 3 Consider ∑ ππ (π₯ − π)π . The interval we have discovered in the above theorem is called the interval convergence of the series. Suppose this interval is written as (π − π , π + π ) or [π − π , π + π ]. This π is called the radius of convergence of the series. For the rest of the chapter, we shall take (π − π , π + π ) as the interval of convergence while keeping in mind that the inclusion of end points is possible. Theorem 3 Consider ∑ ππ (π₯ − π)π . If the conditions on ππ ’s are such that the right hand sides of the following formulas are well defined, then the radius of convergence π is given by 1 i) π = π lim | π+1 | π π→∞ ii) π = π 1 1 lim |ππ |π π→∞ 7 Proof: According to the ratio test, the series is convergent when lim | π→∞ ππ+1 (π₯ − π)π+1 |<1 ππ (π₯ − π)π ππ+1 i.e. when lim | | |π₯ − π| < 1 π→∞ ππ 1 i.e. when |π₯ − π| < π lim | π+1 | π π→∞ ∴π = π 1 π +1 lim | π | ππ π→∞ 1 ii) According to the root test, the series is convergent when lim (|ππ (π₯ − π)π |π ) < 1 π→∞ 1 π i.e. when lim (|ππ | |π₯ − π|) < 1 π→∞ 1 i.e. when |π₯ − π| < 1 lim (|ππ |π ) π→∞ 1 ∴π = 1 lim (|ππ |π ) π→∞ Example 8 i) Consider ∑ 2π (π₯ − 1)π By the above theorem, the radius of convergence π is given by 1 1 π = = lim (2) 2 π→∞ Note that we will get the same value from the other formula. Hence, the 1 3 interval of convergence is ( , ) . 2 2 3 1 When π₯ = , the series become ∑ 2π ( π ) = ∑ 1 which is divergent. 2 2 1 When π₯ = too the series becomes divergent. 2 Hence, the inclusion of end points is impossible in this case. ii) Consider ∑ π! (π₯ − 1)π π = 1 (π+1)! lim | π! | π→∞ = 1 =0 lim (π+1) π→∞ This means the series converges only at π₯ = 1. 8 On the other hand, if we consider the series ∑ π = 1 π! lim |(π+1)!| (π₯ − 1)π , then π! = lim (π + 1) = ∞ π→∞ π→∞ Now, this means that the interval of convergence is (−∞, ∞) = π Taylor Series Suppose π(π₯) is π times differentiable in an open interval πΌ. Let π ∈ πΌ. From Taylor’s theorem, we have seen that ∀π₯ ∈ πΌ, π ′ (π) π (2) (π) π (π−1) (π) 2 (π₯ − π) + (π₯ − π) + .… + (π₯ − π)π−1 π(π₯) = π(π) + (π − 1)! 1! 2! + π (π) (π) (π₯ − π)π π! for some π between π₯ and π. Let us make the following two assumptions. i) π can be differentiated as many times as we wish. π (π) (π) (π₯ − π)π = 0 ii) ∀π₯, π ∈ πΌ, lim π→∞ π! Then the above expression can be written as π(π₯) = π(π) + π ′ (π) π (2) (π) π (3) (π) (π₯ − π) + (π₯ − π)2 + (π₯ − π)3 + .… 1! 2! 3! This power series is called the Taylor series of π(π₯) about the point π₯ = π. Note that the function π(π₯) is equal to the Taylor series if and only if the conditions i) and ii) above are satisfied. A function satisfying those two conditions is said to be analytic at the point π₯ = π. Example 9 Let π(π₯) = sin π₯ Then π(π₯) is infinitely many times differentiable. ∀π ∈ π+ and ∀π ∈ (−∞, ∞), π π (π) = ± sin π or ± cos π ∴ |π π (π)| = 1 π π (π) π π₯π ∴| π₯ | = | | ∀π₯ ∈ π π! π! π π₯ π π (π) π Now lim = 0 . ∴ lim | π₯ |=0 π! π→∞ π! π→∞ Hence, lim π π (π)π₯ π =0 π! ∴ π(π₯) is analytic at π₯ = 0. π→∞ π (1) (π₯) = cos π₯ , (3) (π₯) π = −cos π₯ , π (2) (π₯) = −sin π₯ π (4) (π₯) = sin π₯ 9 ∴ π ′ (0) = 1 , π (2) (0) = 0 , π (3) (0) = −1 π (4) (0) = 0 , π (5) (0) = 1 etc. Because π(π₯) is analytic at π₯ = 0, we can write π (1) (0) π (2) (0) 2 π (3) (0) 3 π(π₯) = π(0) + π₯+ π₯ + π₯ + ……… 1! 2! 3! π₯3 π₯5 ∴ sin π₯ = π₯ − + − …….. 3! 5! This is the Taylor series of sin π₯ about π₯ = 0. Because of the usefulness of this result, this can be given as the part i) of our next theorem. Theorem 4 The following Taylor series are valid in the indicated intervals. If an exam question says “using the general formula” the student is not allowed to use this theorem. π₯3 π₯5 π₯7 i) sin π₯ = π₯ − + − + ….. − ∞ < π₯ < ∞ 3! 5! 7! π₯2 π₯4 π₯6 ii) cos π₯ = 1 − + − + ….. − ∞ < π₯ < ∞ 2! 4! 6! π₯3 π₯5 π₯7 iii) tan−1 π₯ = π₯ − + − + ….. − 1 ≤ π₯ ≤ 1 3 5 7 2 3 4 π₯ π₯ π₯ iv) π π₯ = 1 + π₯ + + + + ….. − ∞ < π₯ < ∞ 2! 3! 4! π₯2 π₯3 π₯4 v) ln|1 + π₯| = π₯ − + − + ….. − 1 < π₯ ≤ 1 2 3 4 The proof is an exercise for the student. 10