ECE 6382 Power Series Representations D. R. Wilton ECE Dept. 8/24/10 Geometric Series • Consider the sum N z N zn SN 1 z z2 y n 0 Consider zS N z z 2 z N 1 , z 1 we have that S N zS N 1 z S N 1 z N 1 and hence SN 1 z N 1 1 z i N 1 N x 1 • Since z N 1 r N 1e lim SN z 1 1 Noting that N r N 1 0 iff r z 1 , 1 1 z z 2 1 z zn , z 1 Geometric Series (G.S.) n 0 • The above series converges inside, but diverges outside the unit circle. But there exists 1 another series representing that is valid outside the unit circle : 1 z 1 1 G.S. 1 1 1 1 1 1 1 1 1 1 iff 1 i.e., z 1 1 z z 1 1z z z z 2 z3 r z z z 2 z3 • The above series may or may not converge at points on the unit circle • Note the interior infinite series is an expansion in (positive) powers of z ; the exterior series is an expansion in reciprocal powers of z Geometric Series, cont’d Consider • 1 Note that z z0 1 z z z 1 0 0 0 z z z z z z 1 0 z 2 1 3 z if 0 1 , i.e. z z0 z y z z0 z0 z z0 z0 1 Similarly, z z0 1 1 z0 z z0 1 z0 x Radius of convergence z z 2 z 3 1 z0 z0 z0 z if 1 , i.e. z z0 z0 Geometric Series, cont’d • The above series were expanded about the origin, z 0. But we can also expand about another point, say z : Consider 1 1 z z0 z z z 0 z if 2 3 1 z 0 z z 0 z z0 z 1 z0 z z z z z z z z z z z 1 z z 1 z0 z 1 , i.e. z z z0 z z z y z0 Factor out the largest term! z z z z z0 z Radius of convergence x Similarly, 1 z z0 1 z z z0 z if z z z z 2 z z 3 1 1 1 z z z0 z z0 z z0 z zz 0 z0 z 1 z z 0 z z 1 , i.e. z z z0 z z0 z Uniform Convergence • Consider the infinite geometric series, 1 1 z z2 z3 1 z Consider Let's evaluate the series for some specific values, say z 103 i 0, 102 i 0, 101 i 0 . z 103 i 0 : 1 1.00 0.001 0.000001 0.000000001 1 103 1.001001001001001 Clearly, every additional term adds 3 more significant figures to the final result. z 102 i 0 : 1 1.00 0.01 0.0001 0.000001 1 102 1.0101010101 Here, however, each additional term adds only 2 more significant figures to the result. z 101 i 0 : 1 1.00 0.1 0.01 0.001 1 101 1.11111 And here each additional term adds only 1 more significant figure to the result. In general, for a given accuracy, the number of terms increases with | z | . Uniform Convergence, cont’d • For the infinite geometric series, 1 1 z z2 z3 1 z Consider only the first term is needed to produce an exact result for z 0! But as z increases S the number of terms needed to provide a fixed number of significant figures increases, approaching infinity as z 1 i 0. 1 z N 1 • Since S N 1 z z z , the partial sum error is 1 z z N 1 S SN N 1 S S N eN S z N 1 ; hence the relative error is rel z 1 z S 2 N log rel N 1 ( Note n denotes ceil(n)) log z Note the number of terms needed depends on both rel and z . The relationship is 500 plotted in the figure. • On the other hand if we limit z R 1 then log rel N 1, which depends on rel but log R not on z (see next slide) Number of geometric series terms N vs. |z| 400 2 sig. digits 300 4 sig. digits N 6 sig. digits 200 8 sig. digits 100 10 sig. digits 0 0 0.2 0.4 0.6 |z| 0.8 1 Uniform Convergence, cont’d • As the figure shows, it is impossible to find a fixed value of N which yields a specified accuracy overConsider the entire region z 1, i.e., the series is non - uniformly convergent in this region . Number of geometric series terms N vs. |z| • Note the G.S. is uniformly convergent, say, for z 0.95, as shown, or for any region z R 1. y 1 z 1 z 0.95 x 1 500 450 400 350 300 N 250 200 150 100 50 0 N1 N8 2 sig. digits 4 sig. digits N6 N4 N2 0 6 sig. digits 8 sig. digits 10 sig. digits 0.2 0.4 0.6 0.8 0.95 1 |z| • A series f z g n z is uniformly convergent in a region R if corresponding to an n 0 0, there exists a number N , dependent on but independent of z , such that N N N implies f z g n z for all z in R . n 0 Key Point: Term-by-term integration of a series is allowed over any region where it is uniformly convergent. Taylor Series Expansion of an Analytic Function • Write the Cauchy integral formula in the form f z 1 2 i 1 2 i 1 2 i C C f z dz z z y f z dz z z0 z z 0 f z z z z z z z0 z0 z z0 dz C zz z z0 1 0 z z0 f z z z0 dz z z z z0 n 0 0 C R n 1 2 i C uniform convergence derivative formulas 1 z z0 n 2 i n 0 z z0 n n 0 f z zs an z z0 n n 0 where 1 an 2 i f z x f z z z 0 z z0 z z0 dz n 1 C f (n ) z0 ( recall f (n ) z0 n! n! 2 i f z z z n1 dz C 0 Taylor series expansion of f z about z0 z z n1 dz C 0 f (n ) z0 n! (both forms are used!) ) Taylor Series Expansion of an Analytic Function, Cont’d zs y z z z z z z0 C z0 z z0 R x z z0 z z0 • Note the construction is valid for any z z0 z z0 zs z0 where zs is the singularity nearest z0 ; hence the region of convergence is z z0 zs z0 The Laurent Series Expansion This generalizes the concept of a Taylor series, to include cases Consider where the function is analytic in an annulus. zb f z an z z0 n za n z0 or z f z an z z0 bn n n 0 n 1 b 1 z z0 n where bn an Converges for z z0 b zb z0 a Key point: The point z0 about which the expansion is made is arbitrary, but determines the region of convergence of the Laurent or Taylor series. Converges for z z0 a za z0 (we often have za z0 ) The Laurent Series Expansion, cont’d This is particularly useful for functions that have poles. Consider zb Examples: 1 z0 0 , a 0 , b z cos z f z z0 0, a 0, b z f z z f z z 1 f z za z0 a b z z0 1, a 0, b Converges in region z z 1 z 2 z0 0, a 1, b 2 za z0 a z z0 b zb z0 But the expansion point z0 does not have to be at a singularity, nor must the singularity be a simple pole: z f z z0 2, a 3, b 4 z 2 z 2 1 y z branch cut pole 2 1 1 2 z0 2 x The Laurent Series Expansion, cont’d Consider Theorem: The Laurent series expansion in the annulus region is unique. z0 (So it doesn’t matter how we get it; once we obtain it by valid steps, it must be correct.) Example: cos z f z z analytic for z 0 f z Hence 1 z a b z0 0, a 0, b valid for z 2 4 6 z z z 1 2! 4! 6! 1 z z3 z5 f z z 2! 4! 6! , 0 z The Laurent Series Expansion, cont’d Consider We next develop a general method for constructing the coefficients of the Laurent series. f z n Final result: 1 an 2 i an z z0 f z n z z n1 dz C 0 z0 C a b (This is the same formula as for the Taylor series, but with negative n allowed.) Note: If f (z) is analytic at z0, the integrand is analytic for negative values of n. Hence, all coefficients for negative n become zero (by Cauchy’s theorem). The Laurent Series Expansion, cont’d Consider Pond, island, & bridge The Laurent Series Expansion, cont’d y • Contributions Consider from the paths c1 and c2 cancel! R simply - connected region z z zs2 By Cauchy's Integral Formula, 1 f z 2 i C 1 c1 c2 C2 f z dz z z 1 z0 c1 z C 2 f z f z 1 1 dz dz 2 i C z z 2 i C z z Pond, island, & bridge c2 C1 zs1 2 where on C 1, z z0 z z0 , 1 1 z z z z0 z z 0 and on C2 , z z0 z z0 1 1 z z z z0 z z 0 1 z z0 1 x n z z0 z z0 n0 z z0 n1 z z0 (note the convergence regions of C 1 , C2 overlap!) z z0 1 n 1 z z0 n 0 z z0 z z0 1 z z 0 n n n1, n n n z z0 n 1 n 1 z z0 The Laurent Series Expansion, cont’d • Hence, Consider f z 1 2 i C 1 c1 c2 C2 uniform convergence y f z dz z z R multiply - connected region z f z 1 n z z 0 z z n 1 dz 2 i n 0 C1 0 f z 1 n z z 0 z z n 1 dz 2 i n 1 C2 0 f z a n z z0 z zs2 z 0 C2 C C1 zs1 x n n where an 1 2 i f z z z n 1 dz C 0 and C 1 C2 C encircles z0. Note we can deform C 1, C2 , to a single contour C since f z z z0 n 1 is z - independent and analytic at least for zs2 z0 z z0 zs1 z0 where z s1 , z s2 are the nearest singularities to C 1, C2 , respectively. Examples of Taylor and Laurent Series Expansions Consider Example 1: 1 about the origin : z z 1 Obtain all expansions of f z an z n The series will have the form n (since z0 0) where 1 an 2 i 1 2 i C f z z n1 1 dz 2 i 1 z nm 2 C 1 1 dz 2 i z 1 z n2 C 1 z n 2 2 0 zm dz, ( z 1) m 0 dz ; let z rei , dz irei d C m 0 1 an 2 i m0 0 , m n1 2 , mn 1 irei 1 d i n m 2 2 r nm 2e 1 f z 1 z z 2 z3 z , 0 z 1 m 0 1 r nm1 2 0 0, n 1 d i n m 1 e 1, n 1 1 Examples of Taylor and Laurent Series Expansions,cont’d Consider Example 1, cont'd On the other hand, an 1 2 i 1 2 i 1 2 i C f z z 1 1 2 i 1 C z n3 zm dz, 1 1 dz 2 i z 1 z n2 1 1 1 z n3 dz z C ( z 1) m 0 C 1 m0 z nm3 dz ; let z rei , dz irei d 0 , m n 2 2 , m n 2 C 1 an 2 i m0 f z n 1 dz 2 0 irei 1 d i n m 3 2 r n m 3e 1 1 1 z 2 z3 z 4 m 0 1 r n m 2 2 0 0, n 2 d i n m 2 e 1, n 2 1 , z 1 In practice the contour integral approach is rarely used . To illustrate, we reconsider expanding f z as a partial fraction and using the geometric series. Examples of Taylor and Laurent Series Expansions,cont’d Example 1, cont'd Consider Expand f z f z 1 about the origin (we use partial fractions and G.S.) : z z 1 B A 1 ; z 1 z z z 1 A lim z f z lim z 0 z 0 z 1 z z 1 B lim z 1 f z lim z 1 f z z 1 z 1 z z 1 1 1 1 1 1 1 z z z 1 z z z 1 1 f z 1 z z 2 z3 z 1 1 1 1 f z z 1 1 z z z z 1 f z 1 1 1 1 1 1 2 z z z z , 0 z 1 1 1 1 2 3 4 z z z , z 1 Examples of Taylor and Laurent Series Expansions,cont’d Example 2 Consider Expand f z 1 z 2 z 3 in a Taylor / Laurent series y about z0 1, valid in the annular regions (1) 0 z 1 1, z (2) 1 z 1 2, x 2 1 z 1 1 (3) z 1 2. For 0 z 1 1 : 3 1 z 1 2 z 1 2 Using partial fraction expansion and G.S., f z 1 z 2 z 3 1 1 z 3 z2 1 1 1 z 1 1 2 1 z 1 2 1 z 1 2 1 z 1 z 1 1 z 1 z 12 1 2 2 2 2 1 z 1 2 f z 1 3 7 15 2 3 z 1 z 1 z 1 2 4 8 16 , 0 z 1 1 (Taylor series) Examples of Taylor and Laurent Series Expansions,cont’d Consider Example 2,cont'd For 1 z 1 2 : f z 1 z 1 2 1 1 z 1 1 2 1 z 1 2 1 z 1 z 1 f z 1 2 2 2 2 2 For 1 z 1 1 1 z 1 1 1 1 1 z 1 z 1 z 12 (Laurent series) z 1 2 : f z 1 z 1 2 1 z 1 1 1 z 1 1 2 z 1 1 2 22 1 z 1 z 1 z 12 f z 1 z 1 2 3 z 1 3 1 1 1 1 2 z 1 z 1 z 1 7 z 1 1 z 1 1 1 z 1 4 (Laurent series) Examples of Taylor and Laurent Series Expansions,cont’d Consider Example 3 Find the series expansion about z 0 : 1 cos z , z0 f z z2 1 2 , z0 ( z 0 is a "removable" singularity) z2 z4 z6 1 cos z 1 1 2! 4! 6! 1 z2 z4 f z 2! 4! 6! z2 z4 z6 6! 4! 2! , z z2 z4 sin z 1 Similarly, we have f z 3! 5! z , z Examples of Taylor and Laurent Series Expansions,cont’d Example 4 Consider Find the series for sin z about z : f z sin z sin z sin z cos cos z sin sin z 3 5 z z f z z 3! 5! , z Alternatively, use the derivative formula for Taylor series : f sin 0 f cos 1 f sin 0 f cos 1 iv f sin 0 v f cos 1 3 5 z z f z z 3! 5! , z Examples of Taylor and Laurent Series Expansions,cont’d Example 5 Consider Find the first few terms of the series for sin 2 z ln 1 z about z 0 : Since 1 1 z z2 1 z , z 1 then 1 z2 z3 z4 0 1 z dz ln 1 z z 2 3 4 , z 1 z2 z3 z4 ln 1 z z , z 1 2 3 4 z z3 z5 2 sin z z 3! 5! Also 2 z4 2 6 z z 3 45 2 Hence 2 z4 2 6 sin z ln 1 z z z 3 45 2 z4 z 0 z5 2 3 , z2 z3 z4 z 2 3 4 z 1 (why?) Summary of Methods for Generating Taylor and Laurent Series Expansions Consider To expand about z z0 , first write f z in the form f z z0 z0 , rearrange and expand using known series or methods. Note that if f z n a n z z0 , n then f z g z g z n bn z z0 n an bn z z0 n in their common region of convergence. n Taylor (not Laurent) series, f z an z z0 n0 n n f z0 , can be generated using an n! Use partial fraction expansion and geometric series to generate series for rational functions (ratios of polynomials, degree of numerator less than degree of denominator). Laurent / Taylor series can be integrated or differentiated term - by - term within their radius of convergence Two Taylor series can be multiplied term - by - term within their common region of convergence : f z a n z z0 n , g z n 0 bm z z0 m0 m n n m n f z g z an z z0 bm z z0 cn z z0 where cn = a p bn p . n 0 n 0 p0 m0