Topic 05: Power Series: MA201 Mathematics III
Topic 05: Power Series: MA201 Mathematics III
IIT Guwahati
Examples:
{an = (1/n) + 2i} converges to 2i.
{an = n(1/n) + i ((n + 1)/n)} converges to 1 + i.
Instructors: MGPP, DCD, AC, ST Topic 05: Power Series 3 / 44
Results
∞
X
an = s .
n=0
Instructors: MGPP, DCD, AC, ST Topic 05: Power Series 5 / 44
If the sequence of partial sums does not converge then we say that the
X∞
series an diverges.
n=0
Examples:
Let {an = (1/n2 ) + i(1/2)n } for n ∈ N. Then
P
converges.
an P
Let {an = (1/n!) + i(1/2)n } for n = 0, 1, · · · . Then an converges and
sum is e + 2i.
Let {an = (1/n) + i(1/2)n } for n ∈ N. Then
P
an diverges.
P P
We say that the series an converges absolutely if |an | converges.
Results:
P
If an converges then {an } → 0 as n → ∞.
P P
If an converges absolutely then an converges. But converse
is NOT true.
Similarly, we can define Sequence of Complex Functions and Series of
Complex Functions.
Instructors: MGPP, DCD, AC, ST Topic 05: Power Series 6 / 44
Sequence of Functions: Pointwise Convergence
Let fn : D ⊆ C → C, for n = 0, 1, · · · be the functions defined on a set
D. We say that the sequence {fn (z)} of functions converges
(pointwise) to a function f (z) in D, if for each point z0 ∈ D and for each
> 0, there exists a natural number N0 that may depend on both and
the point z0 such that
If for some point z0 ∈ D, the sequence {fn (z0 )} does not converge or
tends to ∞ then we say that the sequence {fn (z)} diverges at the
point z = z0 .
Definition
Let fn : D ⊆ C → C, for n = 0, 1, · · · be the functions defined on a set
X∞
D. The series fn (z) of functions converges (pointwise) to a
n=0
n
( )
X
function S(z) in D if the sequence Sn (z) = fk (z) of partial sums
k=0
converges (pointwise) to the function S(z) in D.
∞
X
In this case, we write it as S(z) = fn (z) for z ∈ D.
n=0
Definition
X∞
The series fn (z) converges absolutely to a function T (z) in D if the
(n=0 n
)
X
sequence Sn (z) = |fk (z)| converges (pointwise) to the function
k=0
T (z) in D.
Definition
∞
X
The series fn (z) converges uniformly to a function S(z) in D if the
n=0
n
( )
X
sequence Sn (z) = fk (z) of partial sums converges uniformly to
k=0
the function S(z) in D.
Instructors: MGPP, DCD, AC, ST Topic 05: Power Series 10 / 44
Useful Test for Uniform Convergence of Series of
Functions
Theorem
Weierstrass M-Test:
Let {Mn } be a sequence of non-negative real numbers.
Let fn : D ⊆ C → C, n ∈ N, be a complex function defined on a set D.
If for each n ∈ N,
and if
∞
X
Mn converges
n=1
∞
X
then fn (z) converges uniformly on D.
n=1
Instructors: MGPP, DCD, AC, ST Topic 05: Power Series 11 / 44
Useful Result
Theorem
If {fn } is a sequence of analytic functions on a domain D that
converges uniformly to f (z) on D then f (z) is analytic in D.
Power Series
Definition
A power series about a point z0 is an infinite series of the form
X∞
an (z − z0 )n .
n=0
∞
X
Example-1: The geometric series z n is one of the easiest
n=0
examples of a power series.
∞
X zn
Example-2: is another example of a power series.
n
n=1
∞
X (z − 3)n
Example-3: is another example of a power series.
4n
n=1
∞
X
For which values of z does the geometric series z n converge?
n=0
It is easily seen that 1 − z n+1 = (1 − z)(1 + z + z 2 + · · · + z n ) so that
1 − z n+1
1 + z + · · · + zn = .
1−z
If |z| < 1 then lim z n = 0 and so the geometric series is convergent with
∞
X 1
zn = .
1−z
n=0
where S
E is the set of all numbers x in the extended real numbers
R = R {−∞, ∞} such that ank → x as k → ∞ for some
subsequence {ank } of {an }.
That is, E contains all subsequential limits plus possibly the numbers
+∞ or −∞.
then:
1 if |z − z0 | < R, the series converges absolutely;
2 if |z − z0 | > R, the series diverges;
3 if 0 < r < R, the series converges uniformly on {z : |z − z0 | ≤ r}.
Moreover, the number R is the only number having the above said
three properties.
Instructors: MGPP, DCD, AC, ST Topic 05: Power Series 18 / 44
Continuation of Previous Slide
In the previous theorem:
The number R is called the radius of convergence of the power
series.
The open disk |z − z0 | < R is called the domain of convergence or
disk of convergence of the series.
It does NOT give any information about convergence of the series
on the circle |z − z0 | = R.
Examples:
X∞
The power series k n z n has radius of convergence R = 1/|k|.
n=0
∞
X zn
The power series has radius of convergence R = ∞.
n!
n=0
∞
2
X
The power series 5n z n has radius of convergence R = 0.
n=0
Instructors: MGPP, DCD, AC, ST Topic 05: Power Series 19 / 44
Radius of Convergence as the limit of Ratios of
Coefficients
The radius of the convergence of a power series can be calculated
sometimes from the ratio of the coefficients as follows.
Theorem
∞
X
If an (z − z0 )n is a given power series with radius of convergence R,
n=0
then
an
R = lim
n→∞ an+1
if this limit exists (including the limit tending to +∞ in the extended real
number system).
Example:
∞
X zn
The power series has radius of convergence R = ∞.
n!
n=0
Instructors: MGPP, DCD, AC, ST Topic 05: Power Series 20 / 44
On Circle C : |z − z0 | = R - What happens?
On the circle C : |z − z0 | = R, power series may converge on C,
diverge on C, or converge on some part of C and diverge on the
remaining part. One has to examine case-by-case.
X∞
The power series z n diverges at all points on the circle |z| = 1,
n=0
since |z n | does not tend to 0 as n → ∞.
∞
X zn
The power series series diverges at the point z = 1 and
n
n=1
converges at the point z = −1. One can show that this power
series converges at all points on the circle |z| = 1 except at the
point z = 1 using Picard’s Theorem given in the next slide.
∞
X zn
The power series converges at all points on the circle
n2
n=1
X zn X 1
|z| = 1, since ≤
n2 < ∞.
n2
Instructors: MGPP, DCD, AC, ST Topic 05: Power Series 21 / 44
Theorem
Picard’s Theorem: Consider the power series an z n and suppose
P
that:
1 The coefficients an are real nonnegative numbers.
2 an ≥ an+1 for n = 1, 2, 3, · · · .
3 {an } → 0 as n → ∞.
an z n converges at all points of the circle
P
Then the power series
|z| = 1, except possibly at z = 1, so its radius of convergence is at
least 1.
P1
Using the above theorem and using the fact n diverges, one can
∞ n
X z
conclude that converges at all points on the circle |z| = 1 except
n
n=1
at the point z = 1.
∞
X
Product Coordinatewise: an bn (z − z0 )n has the radius of
n=0
convergence R ≥ R1 R2 .
∞
X an
Division Coordinatewise: If bn 6= 0 for all n then (z − z0 )n
bn
n=0
has the radius of convergence R ≥ R1 /R2 .
Division of Two Series: If r is the largest real numberPsuch that
an (z − z0 )n
bn (z − z0 )n 6= 0 for all z ∈ {z : |z − z0 | < r} then P
P
bn (z − z0 )n
has the radius of convergence R ≥ min(r, R1 , R2 ).
If the answer is YES, then is there more than one such power series
possible?
Instructors: MGPP, DCD, AC, ST Topic 05: Power Series 28 / 44
Analytic function has a Power Series Representation
f (n) (z0 )
Z
1 f (w) dw
where an = = for n = 0, 1, 2, · · · where
n! 2πi Cr (w − z0 )n+1
Cr = {z ∈ C : |z − z0 | = r} for any r with 0 < r < R. This series is
called the Taylor series of f about the point z0 and has radius of
convergence ≥ R.
Further, the Taylor series of f about that point z0 is unique.
For each n = 0, 1, 2, · · · ,
f (n) (i) ei
an = = .
n! n!
Therefore, the Taylor series of ez about the point z0 = i is given by
∞
X ei
ez = (z − i)n
n!
n=0
Exercise 1: Find the power series of f (z) = ez /(1 − z) about the point
z0 = 0.
Worked out on the board.
Exercise 2: Find the power series of f (z) = 1/(1 − z)2 about the point
z0 = 0.
Worked out on the board.
Exercise 3: Find the power series of f (z) = Log(1 + z) about the point
z0 = 0.
Thus, fP
(z) can be represented by a power series as
f (z) = ∞ cn
n=0 z n for |z| > R = 1r and it is the power series
expansion of f (z) about the point z = ∞.
Example:
∞
X 1
e1/z = for |z| > 0 .
n! z n
n=0
Karl Weierstrass may have discovered Laurent Series Result first but
his paper, written in 1841, was not published until much later, after
Weierstrass’ death.
Ref: https://en.wikipedia.org/wiki/Pierre Alphonse Laurent
If f (z) is analytic at the point z0 then the Laurent series of f (z) about
the point z = z0 does not contain any negative powers of (z − z0 ).
That is, the Laurent series of f (z) has no principal part.
Hence the Laurent series reduces to the Taylor series of f (z) about the
point z = z0 in this case.
1
Let f (z) = .
(z − 1)(z − 2)
1 Find the Laurent series of f about the point z = 1 (OR) Find the
power series expansion of f in the region 0 < |z − 1| < 1.
2 Find the Laurent series of f about the point z = 2 (OR) Find the
power series expansion of f in the region 0 < |z − 2| < 1.
3 Find the Laurent series of f about the point z = 0 (OR) Find the
power series expansion of f in the region |z| < 1.
4 Find the Laurent series of f about the point z = ∞ (OR) Find the
power series expansion of f in the region |z| > 2.
5 Find the power series of f in the annular region 1 < |z| < 2.
Details are Worked Out on the Board.
Compute the first few coefficients in the Laurent series of cosec (z)
about z = 0.
∞
1 X
Hint: cosec z sin z = sin z = 1. Let cosec z = an z n for
sin z
n=−1
0 < |z| < π. Then compute an for n = −1, 0, 1, 2 from
∞
! ∞ !
X X (−1)n z 2n+1
n
an z =1
(2n + 1)!
n=−1 n=0
Instructors: MGPP, DCD, AC, ST Topic 05: Power Series 44 / 44