Review of Power Series

MATH 365 Ordinary Differential Equations

J. Robert Buchanan

Department of Mathematics

Spring 2018
Introduction

In addition to the techniques we have studied so far, we may

use power series to solve ODEs/IVPs.
Today we will review the properties of power series and
techniques for manipulating power series.
Power Series

Definition
A power series in x − x0 where x0 is a constant is an infinite
series of the form
X∞
an (x − x0 )n
n=0

where the an are constant coefficients.

∞
X
Note: if f (x) = an (x − x0 )n then f (x0 ) = a0 .
n=0
Convergence

Definition ∞
X
A power series f (x) = an (x − x0 )n is said to converge at
n=0
x 6= x0 if
N
X
lim an (x − x0 )n
N→∞
n=0

exists.
Convergence

Definition ∞
X
A power series f (x) = an (x − x0 )n is said to converge at
n=0
x 6= x0 if
N
X
lim an (x − x0 )n
N→∞
n=0

exists.
The power series may converge:
I only for x = x0 ,
I for all x ∈ R,
I only for x ∈ (x0 − ρ, x0 + ρ) where ρ > 0 (or
x ∈ (x0 − ρ, x0 + ρ], or x ∈ [x0 − ρ, x0 + ρ), or
x ∈ [x0 − ρ, x0 + ρ]).
Absolute Convergence

Definition ∞
X
A power series f (x) = an (x − x0 )n is said to converge
n=0
absolutely at x 6= x0 if
∞
X ∞
X
n
|an (x − x0 ) | = |an | |x − x0 |n
n=0 n=0

converges.

Note: absolute convergence implies convergence, but the

converse is not true.
Ratio Test

Theorem (Ratio Test)

∞
X
Given the power series f (x) = an (x − x0 )n and supposing
n=0
that  
 an+1 (x − x0 ) 
lim   = L|x − x0 | then
n→∞  an 

∞
X
1. if L|x − x0 | < 1 then f (x) = an (x − x0 )n converges
n=0
absolutely for |x − x0 | < 1/L,
2. if L|x − x0 | > 1 then the series diverges,
3. if L|x − x0 | = 1 the test is inconclusive.

Note: ρ = 1/L is the radius of convergence of the power

series.
Examples

Find the radius of convergence of each of the following power

series.
∞
X
I xn
n=0
∞
X
I n!x n
n=0
∞
X xn
I
n!
n=0
Examples

Find the radius of convergence of each of the following power

series.
∞
X
I xn (ρ = 1)
n=0
∞
X
I n!x n
n=0
∞
X xn
I
n!
n=0
Examples

Find the radius of convergence of each of the following power

series.
∞
X
I xn (ρ = 1)
n=0
∞
X
I n!x n (ρ = 0)
n=0
∞
X xn
I
n!
n=0
Examples

Find the radius of convergence of each of the following power

series.
∞
X
I xn (ρ = 1)
n=0
∞
X
I n!x n (ρ = 0)
n=0
∞
X xn
I (ρ = ∞)
n!
n=0
Equating Power Series

If
∞
X ∞
X
an (x − x0 )n = bn (x − x0 )n
n=0 n=0

for all x ∈ (x0 − ρ, x0 + ρ) with ρ > 0 then

an = bn

for n = 0, 1, 2, . . ..
Arithmetic of Power Series
∞
X ∞
X
n
Suppose an (x − x0 ) and bn (x − x0 )n converge to f (x)
n=0 n=0
and g(x) respectively for |x − x0 | < ρ with ρ > 0.
∞
X
I f (x) ± g(x) = (an ± bn )(x − x0 )n converges at least for
n=0
|x − x0 | < ρ.
X∞
I f (x)g(x) = cn (x − x0 )n where
n=0

cn = a0 bn + a1 bn−1 + · · · + an−1 b1 + an b0

and the series converges at least for |x − x0 | < ρ.

∞
f (x) X
I = dn (x − x0 )n provided g(x0 ) 6= 0. The radius of
g(x)
n=0
convergence of the series may be less than ρ.
Differentiating Power Series
∞
X
If f (x) = an (x − x0 )n has radius of convergence ρ > 0 then
n=0
I f is continuous for |x − x0 | < ρ,
I f has derivatives of all orders for |x − x0 | < ρ.
∞
X
0
f (x) = nan (x − x0 )n−1
n=1
∞
X
f 00 (x) = n(n − 1)an (x − x0 )n−2
n=2
..
.

The derivatives converge absolutely for |x − x0 | < ρ.

Integrating Power Series

∞
X
If f (x) = an (x − x0 )n has radius of convergence ρ > 0 then
n=0
the power series
∞ Z x
X an n+1
(x − x0 ) = f (t) dt
n+1 x0
n=0

has radius of convergence ρ > 0.

Taylor Series

∞
X
If f (x) = an (x − x0 )n has radius of convergence ρ > 0 then
n=0

f (n) (x0 )
an =
n!
and
∞ (n)
X f (x0 )
f (x) = (x − x0 )n .
n!
n=0

This is called the Taylor Series for f (x) about x = x0 . The

function f is said to be analytic at x = x0 .
Taylor Polynomials

Definition
The N th partial sum of a Taylor series is polynomial of degree N
N
X f (n) (x0 )
PN (x) = (x − x0 )n
n!
n=0
f (N) (x0 )
= f (x0 ) + f 0 (x0 )(x − x0 ) + · · · + (x − x0 )N
N!
called the Taylor polynomial of degree N for f expanded
about x = x0 .
Taylor’s Theorem

Theorem (Taylor’s Theorem)

Suppose that f has N + 1 derivatives on the interval
(x0 − r , x0 + r ) for some r > 0.
Then for x ∈ (x0 − r , x0 + r ), f (x) ≈ PN (x) and the error in
using PN (x) to approximate f (x) is

f (N+1) (z)
RN (x) = f (x) − PN (x) = (x − x0 )N+1
(N + 1)!

for some z between x and x0 .

Taylor’s Theorem

Theorem (Taylor’s Theorem)

Suppose that f has N + 1 derivatives on the interval
(x0 − r , x0 + r ) for some r > 0.
Then for x ∈ (x0 − r , x0 + r ), f (x) ≈ PN (x) and the error in
using PN (x) to approximate f (x) is

f (N+1) (z)
RN (x) = f (x) − PN (x) = (x − x0 )N+1
(N + 1)!

for some z between x and x0 .

Remark: RN (x) is called the Taylor remainder.

Taylor’s Theorem and Taylor Series

Theorem
Suppose that f has derivatives of all orders on the interval
(x0 − r , x0 + r ) for some r > 0 and that

lim RN (x) = 0
N→∞

for all x in (x0 − r , x0 + r ). Then

∞ (n)
X f (x0 )
(x − x0 )n = f (x)
n!
n=0

for all x in (x0 − r , x0 + r ).

Examples

I Find the Taylor series for f (x) = x about x0 = 1.

Examples

I Find the Taylor series for f (x) = x about x0 = 1.

f (x) = 1 + (x − 1)
Examples

I Find the Taylor series for f (x) = x about x0 = 1.

f (x) = 1 + (x − 1)

I Find the Taylor series for f (x) = ex about x0 = 0.

Examples

I Find the Taylor series for f (x) = x about x0 = 1.

f (x) = 1 + (x − 1)

I Find the Taylor series for f (x) = ex about x0 = 0.

∞
X xn
ex =
n!
n=0
Geometric Series

Definition
A geometric series with ratio r has the form
∞
X
a + ar + ar 2 + · · · = ar n .
n=0

a
If a 6= 0 the series converges to for |r | < 1 and diverges
1−r
otherwise.
Power Series for Common Functions

∞
1 X
= xn for −1 < x < 1
1−x
n=0
∞
X xn
ex = for −∞ < x < ∞
n!
n=0
∞
X (−1)n 2n+1
sin x = x for −∞ < x < ∞
(2n + 1)!
n=0
∞
X (−1)n 2n
cos x = x for −∞ < x < ∞
(2n)!
n=0
∞
X (−1)n+1
ln x = (x − 1)n for 0 < x ≤ 2
n
n=1
Re-indexing a Power Series (1 of 2)

∞
X n
Re-index the series x n so that the summation index
n2 +2
n=3
starts at 0.
Re-indexing a Power Series (1 of 2)

∞
X n
Re-index the series x n so that the summation index
n2 +2
n=3
starts at 0.
Replace every n with n + 3.
∞ ∞ ∞
X n n
X n+3 n+3
X n+3
2
x = 2
x = x n+3
n +2 (n + 3) + 2 (n + 3)2 + 2
n=3 n+3=3 n=0
Re-indexing a Power Series (2 of 2)

Re-index the series below so that the power series may be

subtracted.
X∞ ∞
X
2an x n+1 − bn x n
n=0 n=1
Re-indexing a Power Series (2 of 2)

Re-index the series below so that the power series may be

subtracted.
X∞ ∞
X
2an x n+1 − bn x n
n=0 n=1

∞
X ∞
X ∞
X ∞
X
2an x n+1 − bn x n = 2an x n+1 − bn+1 x n+1
n=0 n=1 n=0 n+1=1
X∞ X∞
= 2an x n+1 − bn+1 x n+1
n=0 n=0
∞
X
= (2an − bn+1 )x n+1
n=0
Example

Find the Taylor series about x0 = 0 for

(1 − x + x 2 )ex .
Solution
∞
2 x 2
X xk
(1 − x + x )e = (1 − x + x )
k!
k =0
∞ ∞ ∞
X xk X x k +1 X x k +2
= − +
k! k! k!
k =0 k =0 k =0
∞ ∞ ∞
X xk X xk X xk
= − +
k! (k − 1)! (k − 2)!
k =0 k =1 k =2
∞ ∞ ∞
X xk X kx k X k (k − 1)x k
= − +
k! k! k!
k =0 k =1 k =2
∞ ∞ ∞
X xk X kx k X k (k − 1)x k
= − +
k! k! k!
k =0 k =0 k =0
∞
X (k − 1)2 x k
=
k!
k =0
Homework

I Read Section 5.1

I Exercises: 1–27 odd