Math Basics
Math Basics
Abstract
This document is a review of basic mathematics such as trigonometry, complex
numbers, infinite series, partial differentiation, Fourier series, and etc.
1 Trigonometry
1.1 Basics
The range of the Cosine is
−1 ≤ cos(x) ≤ 1.
The range of the Sine is
−1 ≤ sin(x) ≤ 1.
The range of the tangent function is all real numbers.
1
Cotangent is the inverse of the Tangent
1
cot x = .
tan(x)
The Cosine and Secant are periodic functions with a period of 2π.
2
√
Problem 2. Solve 2 cos(t) = 3 on [−2π, 2π].
This Problem is the same as problem 1. We just need to find the right n’s that satisfy our
domain. We immediately see that adding an additional 2n will make us out of bounds to
the domain. Notice that we have solutions when n = −1. Hence the only solutions will be:
π 11π π 11π
t= , ,− ,−
6 6 6 6
√
Problem 3. Solve 2 sin(5x) = − 3.
√
3
sin(5x) = −
2
Looking at the unit circle, we get two solutions:
4π
5x = + 2πn
3
5π
5x = + 2πn
3
Simplifying:
4π 2π
x= + n, n = 0, ±1, ±2, . . .
15 5
π 2π
x= + n, n = 0, ±1, ±2, . . .
3 5
Problem 4. cos3 (x) = cos(x)
cos3 (x) − cos(x) = 0
cos(x)(cos2 (x) − 1) = 0
cos(x) = 0 and sin2 (θ) = 0
The solutions for cos(x) = 0 are:
π
x= + 2πn
2
3π
x= + 2πn
2
Simplifying sin2 (θ) = 0:
sin(θ) = 0
The solutions for sin(θ) = 0 are:
3
Problem 5. Solve csc2 (x) − csc(x) − 2 = 0.
1 1
2 − −2=0
sin (x) sin(x)
1 − sin(x)
=2
sin2 (x)
1 − sin(x) = 2 sin2 (x)
sin(x)(2 sin(x) + 1) = −1
sin(x) = −1
3π
x= + 2πn, n = 0, ±1, ±2, . . .
2
4
2 Complex Numbers
Imaginary numbers arise very frequently in mathematics and physics. Its conventional
representation is z.
z = x + iy (1)
√
Where i is −1, x is called the “real” part, and y is called the “imaginary” part and is
denoted by Re(z) and Im(z), respectively. For compactness, a complex number is usually
written as
z = (x, y) (2)
and the components of z are plotted in an “Argand diagram” as seen in Figure 1 which is
somewhat like an xy-plot.
5
2.1 Addition of Complex Numbers
The real components and the imaginary components are added separately. Subtraction is
treated as addition of negative numbers. Addition in complex numbers is commutative and
associative.
Example 2.
In component notation:
2.2 Multiplication
Multiplication in complex numbers work the same way as multiplication in real numbers.
Multiplication in complex numbers is commutative and associative.
Example 3.
2.3 Division
The difficult part of dividing complex numbers is that the real and imaginary parts might
not be separable.
Example 4.
z1 x1 + iy1
=
z2 x2 + iy2
x1 + iy1 x2 − iy2
= ·
x2 + iy2 x2 − iy2
x1 x2 − ix1 y2 + ix2 y1 − i2 y1 y2
=
x22 − i2 y2
x1 x2 + y1 y2 − i(x1 y2 + x2 y1 )
=
x22 + y22
x1 x2 + y1 y2 (x1 y2 + x2 y1 )
= 2 2
−i
x2 + y 2 x22 + y22
2.4 Modulus
The modulus is the distance of the point in the Argand diagram to the origin. It is usually
called the absolute value. p
|z| = x2 + y 2 (3)
6
2.5 Argument
The argument is the angle that the line joining the origin to z on the Argand diagram makes
with the positive x-axis. y
arg(z) = arctan (4)
x
Example 5. Find the modulus and argument of z = 2 − 3i.
p √
|z| = 22 + (−3)2 = 13
−3
arg(z) = arctan ≈ −0.98279.
2
Example 6.
4. (z ∗ )∗ = z
5. z + z ∗ = 2Re(z) = 2x
6. z − z ∗ = 2iIm(z) = 2iy
2 2
7. zz∗ = xx2 −y
+y 2 + i 2xy
2
x +y 2
|z1 |
8. zz12 =
|z2 |
z1
9. arg z2
= arg(z1 ) − arg(z2 )
7
Figure 2: The Polar Representation.
z = reiθ (6)
p y
iθ
Where r = x2 + y 2 and θ = arctan x
. e is the Euler formula which has the power
series:
∞
iθ
X (iθ)n θ2 θ3
e = = 1 + iθ + i2 + i3 + . . .
n=0
n! 2! 3!
θ2 θ4 θ3 θ5
= 1− + + ... + i θ − +
2! 4! 3! 5!
We have:
8
For negative powers we have:
Conventionally, θ lies in the range −π ≤ θ ≤ π, but the rotation by θ is the same as rotation
by 2πn + θ, where n is any integer.
reiθ ≡ rei(θ+2πn)
Division is given by
z1 r1 eiθ1 r1
= iθ
= ei(θ1 −θ2 ) .
z2 r2 e 2 r2
This result is de Moivre’s theorem and is used in manipulation of complex numbers. The
theorem is valid for all n whether real, imaginary, or complex.
9
We can use the same equations to express cos and sin in terms of exponentials. For cos nθ,
1 1
2 cos nθ = z n + n
= (eiθ )n + iθ n = einθ + e−inθ
z (e )
einθ + e−inθ
cos nθ = (13)
2
1
zn − = (cos θ + i sin θ)n − (cos θ + i sin θ)−n
zn
= cos(nθ) + i sin(nθ) − cos(−nθ) − i sin(−nθ)
= cos(nθ) + i sin(nθ) − cos(nθ) + i sin(nθ)
1
zn − = 2i sin nθ
zn
Example 7. Express sin(3θ) and cos(3θ) in terms of powers of cos(θ) and sin(θ).
Comparing coefficients,
10
Example 8. Express cos3 θ in terms of cos 3θ and cos θ.
1 1
cos3 θ = 3
(z + )3
2 z
1 3 1 1 1
= (z + 3z 2 + 3z 2 + 3 )
8 z z z
1 3 3 1
= (z + 3z + + 3 )
8 z z
1 3 1 3 1
= (z + 3 ) + (z + )
8 z 8 z
1 3
cos3 θ = cos3 θ + cos θ
8 8
This example shows the power of de Moivre’s theorem when integrating trigonometric func-
tions of powers of n by decomposing the function into functions of degree one.
(e2πi )k = 1k
z n = e2πik = 1
11
Figure 3: Roots of z 3 = 1.
All of the roots of unity have unit modulus which means that they lie on a circle in the
Argand diagram of unit radius. The three roots are shown in Figure 3.
Factorizing gives,
(z 3 − 2)(z 2 + 4)(z − 1) = 0
12
We have z 3 = 2, z 2 = −4, z = 1. We can directly find the roots of z 2 = −4 via the quadratic
formula and we then get z = ±2i. Solving the roots of z 3 = 2.
z 3 = 2 = 2e2πik
√3
√3
z 3 = 2e2πik
√
z = 2e2πik/3
3
√ √ √
z1,2,3 = 2e−2πi/3 , 2, 2e2πi/3
3 3 3
√
√
3 1 3
z1 = 2(− − i )
2 2
√ √
2e2πi/3 =
3 3
z3 = 2(cos(2π/3) + i sin(2π/3)
√ !
√
3 1 3
z3 = 2 − + i
2 2
As expected from the fundamental theorem of algebra, we find that the total number of
complex roots (six, in this case) is equal to the largest power of z in the polynomial.
Theorem 1. The roots of a polynomial with real coefficients occur in conjugate pairs.
Proof.
an z n + an−1 z n−1 + . . . + a1 z + a0 = 0
an (z n )∗ + an−1 (z ∗ )n−1 + . . . + a1 z ∗ + a0 = 0
13
3 Hyperbolic Functions
14
4 Series and Sequences
4.1 Sequences
A sequence is a list of numbers in a given order. A sequence may or may not have an infinite
number of terms. There are three common ways in denoting sequences.
{a1 , a2 , . . . , an , an+1 , . . .}, {an }, {an }∞
n=1 .
3. {bn }∞
n=1 , where bn = nth digit of π
∞
n+1 3 4 5 6
= 2, , , , , . . .
n2 n=1 4 9 16 25
∞
(−1)n+1
1 1 1
= −1, , − , , . . .
2n n=0 2 4 8
{bn }∞
n=1 = {3, 1, 4, 5, 9, 2, 6, . . .}
For the first two examples, we see that we are treating sequences as functions that can
only have integers plugged into them. Here are other sequences:
√ √ √ √ √
an = n {an } = 1, 2, 3, . . . , n, . . .
n−1
{cn } = 0, 21 , 23 , − 43 , . . . n−1
cn = n n
, . . .
15
If lim an exists, then we say that the sequence is convergent. If lim an does not exists
n→∞ n→∞
or approaches ±∞, then we say that the sequence is divergent. The following are definitions
of the limit.
1. We say that
lim an = L (18)
n→∞
2. We say that
lim an = ∞ (19)
n→∞
if the value of the an ’s get larger and larger without bound as n approaches infinity.
3. We say that
lim an = −∞ (20)
n→∞
if the value of the an ’s are negative and get smaller and smaller without bound as n
approaches infinity.
lim an
an
4. lim = n→∞
, provided that lim bn 6= 0
n→∞ bn lim bn
n→∞ n→∞
Theorem 2 (Squeeze Theorem for Sequences). If an ≤ cn ≤ bn for all n > N for some N
and lim an = lim bn = L then lim cn = L.
n→∞ n→∞ n→∞
Theorem 4. The sequence {rn }∞n=0 converges if −1 < r ≤ 1 and diverges for all other values
of r. Also, (
0 if − 1 < r < 1
lim rn =
n→∞ 1 0if r = 1
16
Example 12. Determine if the following sequences converge or diverge. If the sequence
converges determine its limit.
n 2 o∞
3n −1
1. 10n+5n 2
n=2
n 2n
o∞
e
2. n
n=1
n o∞
(−1)n
3. n
n=1
4. {(−1)n }∞
n=0
For number 1,
3n2 − 1 3n2 1
lim 2
= lim 2
− lim
n→∞ 10n + 5n n→∞ 10n + 5n n→∞ 10n + 5n2
3n 1:0
= lim − lim
10n + 5n2
n→∞ 10 + 5n n→∞
3n2 − 1 3
lim =
n→∞ 10n + 5n2 5
The sequence is convergent.
Applying theorem 3,
(−1)n n
lim = lim (1) = lim 1 = 0
n→∞ n n→∞ n n→∞ n
17
Since the absolute value of an is convergent to zero, then
(−1)n
lim =0
n→∞ n
The sequence is convergent.
Since r = −1, the sequence is divergent because the limit does not exist.
Theorem 5. For the sequence {an } if both lim a2n = L and lim a2n+1 = L then an is
n→∞ n→∞
convergent and lim an = L.
n→∞
Here are important terminologies and definitions involving sequences given a sequence {an }.
4. If there exists a number m such that m ≤ an for every n we say the sequence is
bounded below. The number m is sometimes called a lower bound for the sequence.
5. If there exists a number M such that an ≤ M for every n we say the sequence is
bounded above. The number M is sometimes called an upper bound for the
sequence.
6. If the sequence is both bounded below and bounded above we call the sequence
bounded.
SN = u1 + u2 + u3 + . . . + uN
where the terms of the series uN , n = 1, 2, 3, . . . , N are numbers that may be complex. If
the terms are indeed complex, then SN will in general be complex also, and we can write
SN = XN + iYN
18
where XN and YN are the partial sums of the real and imaginary parts of each term separately
and are therefore real. If a series has only N terms, then the partial sum SN is the sum of
the series. We may encounter a series where each term depends on a variable, x, say. In
this case, the partial sum of the series will depend on the value assumed by x. Consider the
following infinite series:
x2 x3
S(x) = 1 + x + + + ...
2! 3!
This is called a power series. In fact, this is the series expansion of S(x) = ex which varies
according the value of x.
A general, random sequence of numbers can be described as a series and a sum of the
terms found. However, for cases of practical interest, there will usually be some sort of
relationship between the successive terms. For example if the nth term of a series is given
by
1
un = n .
2
For n = 1, 2, 3, . . . , N then the sum of the first N terms will be
N
X 1 1 1 1
SN = un = + + + ... + N (21)
n=1
2 4 8 2
It is evident that the sum of a finite number of terms is always finite, provided that each term
is itself finite. The sum of an infinite number of terms is best defined by first considering
the partial sum of the first N terms, SN . If the value of the partial sum SN tends to a
finite limit, S, as N tends to infinity, then the series is said to converge and its
sum is given by the limit S. In other words, the sum of an infinite series is given by
S = lim SN , (22)
N →∞
provided the limit exists. For complex infinite series, if SN approaches a limit S = X + iY
as n → ∞, this means that XN → X and YN → Y separately (the real and imaginary parts
of the series are convergent series with sums X and Y respectively).
Not all series are convergent. Some may approach +∞ or −∞ or oscillate finitely or
infinitely. This type of series is called a divergent
P series. P
Here are some properties on convergent series if an and bn are both convergent series,
P
1. can where c is any number, is also convergent and
X X
can = c an
P∞ P∞
2. n=k an ± n=k bn is also convergent and
∞
X ∞
X ∞
X
an ± bn = (an ± bn )
n=k n=k n=k
19
4.3 Index Shift
Index shift changes the starting point of the series to a different value. Consider the series,
∞
X n+5
n=2
2n
We can change back the symbol for the index (it doesn’t really matter) because they’re the
same series.
∞
X n+7
n=0
2n+2
For 1),
∞
X ∞
X ∞
X
n−1 (n+1)−1
ar = ar = arn
n=1 (n+1)=1 n=0
For 2),
∞ ∞ ∞
X n2 X (n − 2)2 X (n − 2)2
= =
n=1
1 − 3n+1 1 − 3(n−2)+1 n=0
1 − 3n−1
(n−2)=1
20
The same can be done with higher terms of n. The following is also true
∞
X ∞
X 4
X ∞
X
an = a1 + a2 + a3 + a4 + an = an + an
n=1 n=5 n=1 n=5
lim sn = s,
n→∞
then n
X
ai = s.
i=1
If the sequence of partial sums is a divergent sequence, its limit does not exists and is either
positive infinity or negative infinity, then the series is divergent.
21
The equivalence of the following series is the following. Let S be the series
S = 1 + 2 + . . . + (n − 1) + n
Rewriting in reverse,
S = n + (n − 1) + . . . + 2 + 1
Adding the last two equations,
S + S = 2S = (1 + 2 + . . . + (n − 1) + n) + (n + (n − 1) + . . . + 2 + 1)
2S = (n + 1) + (2 + n − 1) + . . . + (n − 1 + 2) + (n + 1)
Hence,
n(n + 1)
S=
2
We now have an equivalent equation
n
X n(n + 1)
sn = i=
i=1
2
Example 15. Determine if the following series converges or diverges. If it converges deter-
mine its sum. ∞
X 1
n=2
n2 − 1
22
The series converges. Another way of solving is by the following.
∞ ∞
X 1 1X 1 1
2−1
= −
n 2 n − 1 n+1
n=2 n=2
1 1 1 1 1 1 1 1 1 1
= 1 − + − + − + − + − + ...
2 3 2 4 3 5 4 6 7 5
Example 16. Determine if the following series converges or diverges. If it converges deter-
mine its sum. ∞
X
(−1)n
i=0
Example 17. Determine if the following series converges or diverges. If it converges deter-
mine its sum. ∞
X 1
3n−1
n=1
∞
X 1 1 1 1
n−1
=1+ + + + ...
n=1
3 3 9 81
∞
X 1
=1+ n−1
n=2
3
∞
X 1
=1+ n+1
n=0
3
23
Taking the limit,
3 1 3
lim sn = lim (1 − n ) = (1 − 0)
n→∞ n→∞ 2 3 2
Converges to
∞
X 1 3
=
n=1
3n−1 2
Notice that for the two series that converged the series term itself was zero in the limit.
This will always be true for convergent series and leads to the following theorem.
P
Theorem 6 (Convergence test.). If an converges then lim an = 0.
n→∞
Be careful in using this theorem. Some series like the harmonic series have limits that
equal zero yet they are in fact divergent!
P
Theorem 7 (Divergence test). If lim an 6= 0, then an diverges.
n→∞
Algebraic manipulation
1 4
4n2 − n3 n3 n2
−1
· 1 = 10
10 + 2n3 n3 n3
+2
24
4.5.1 Absolute and Conditional Convergence
P P
A series an is said to converge absolutely if |an | also converges. Absolute convergence
is stronger than convergence in the sense that a series that is absolutely convergent will
also be convergent, but a series that is convergent may or may not be absolutely
convergent.P P
A series an that is convergent but |an | diverges, then the series is conditionally
convergent.
4.6 Rearrangement
Given a series ∞
X
an = a1 + a2 + a3 + a4 + a5 . . .
n=1
We can rearrange this arbitrarily as
∞
X
an = a3 + a7 + a2 + a14 . . .
n=1
The issue here is that for some series each of these arrangements of terms can have
different values despite the fact that they are using exactly the same terms. Here
are some facts regarding rearrangement.
P P
1. If an is absolutely convergent and its value is s then any rearrangement of an will
also have a value of s.
P
2. If an is
Pconditionally convergent and r is any real number then there is a rearrange-
ment of an whose value will be r.
25
4.8 Arithmetic, Geometric, and Harmonic Series
4.8.1 Arithmetic Series
An arithmetic series has the characteristic that the difference between successive terms is
constant. The sum of a general arithmetic series is written as
N
X −1
SN = (a + nd) = a + (a + d) + (a + 2d) + . . . + [a + (N − 1)d] (24)
n=0
Rewriting this expression in the opposite order and adding this term by term to the original
expression for SN , we find
N N
SN = [a + a + (N − 1)d] = (first term + last term). (25)
2 2
If an infinite number of such terms are added the series will increase or decrease indefinitely
(it diverges).
Example 19. Sum the integers between 1 and 100 inclusive.
1000
SN = (1 + 1000) = 500500
2
where a is a constant and r is the ratio of successive terms, the “common ratio”. The sum
may be evaluated by considering SN and rSN :
SN = a + ar + ar2 + ar3 + . . . + arN −1
rSN = ar + ar2 + ar3 + ar4 + . . . + arN .
Subtracting the second equation from the first we obtain:
SN − rSN = (1 − r)SN = a − arN
Hence,
a(1 − rN )
SN =
1−r
For a series with an infinite number of terms and |r| < 1, we have lim rN = 0, and the sum
N →∞
tends to the limit
1
S= (27)
1−r
∞
X a
arn = (28)
n=0
1−r
26
Example 20. Determine the values of the following series.
P∞ −n+2 n+1
1. n=1 9 4
P∞ (−4)3n
2. n=0 5n−1
For number 2)
∞ ∞
X (−4)3n X (−64)n
= (5)
n=0
5n−1 n=0
5n
an = f (n) − f (n − 1)
27
for some function f (n) then its partial sum is given by
N
X
SN = an = f (N ) − f (0)
n=1
Most of the terms cancel out except for f (0) and f (N ), hence
N
X
an = f (N ) − f (0). (30)
n=1
A = 1, B = −1
Difference method
N
X 1 1
SN = − −
n=1
n+1 n
1
We will let f (n) = − n+1 , then
1 1
SN = f (N ) − f (0) = − +
N +1 1
N
SN =
N +1
28
The difference method can be extended to evaluate sums in which each term can be
expressed in the form
an = f (n) − f (n − m),
where m is an integer. The infinite sum then becomes
m
X m
X
SN = f (N − k + 1) − f (1 − k). (31)
k=1 k=1
Let an = n2 , we want it to be of the form f (n) − f (n − 1), we let f (n) = n(n + 1)(2n + 1),
then f (n − 1) = (n − 1)n(2n − 1). Subtracting,
f (n) − f (n − 1) = n(n + 1)(2n + 1) − (n − 1)n(2n − 1) = 6n2
Then,
f (n) − f (n − 1)
an = n 2 =
6
Difference method,
N
X f (N ) − f (0) N (N + 1)(2N + 1)
n2 = =
n=1
6 6
29
Example 24. Evaluate
N
X
SN = n3
n=1
Let an = n3 , we want it to be of the form f (n) − f (n − 1), we let f (n) = [n(n + 1)]2 , then
f (n − 1) = [(n − 1)n]2 . Subtracting,
Hence,
f (n) − f (n − 1)
an = n3 =
4
Difference method,
N
X 1 1
SN = n3 = (f (N ) − f (0)) = N 2 (N + 1)2
n=1
4 4
Note that this result is simply equivalent to the square of the arithmetic series that starts
at 1.
N ∞
!2
X X
n3 = n
n=1 n=1
Simplifying an
(n + 1)(n + 3) = n2 + 4n + 3
Substituting,
N
X N
X N
X N
X
2
(n + 1)(n + 1) = n + 4n + 3
n=1 n=1 n=1 n=1
N (N + 1)(2N + 1) 1
= + 4( N (N + 1)) + 3N
6 2
1 5 31
SN == N 3 + N 2 + N
3 2 6
30
4.11 Transformation of Series
A complicated series may sometimes be summed by transforming it into a familiar series for
which we already know the sum, perhaps a geometric series or the Maclaurin expansion of a
simple function. The differentiation or integration of a series is often useful in transforming
an apparently intractable series into a more familiar one.
Example 26. Sum the series
x4 x5 x6
S(x) = + + + ...
3(0!) 4(1!) 5(2!)
Dividing by x
S(x) x3 x4 x5
= + + + ...
x 3(0!) 4(1!) 5(2!)
Taking the derivative with respect to x,
d S(x) x2 x 3 x4
= + + + ...
dx x 0! 1! 2!
Factoring out x2
x2
d S(x) 2 1 x
=x + + + ...
dx x 0! 1! 2
We know that the term enclosed in square brackets is the Maclaurin expansion of ex .
d S(x)
= x2 ex
dx x
Integrating to get S(x)
Z Z
d S(x)
dx = x2 ex dx
dx x
Applying integration by parts to the RHS,
S(x)
= ex (x2 − 2x + 2) + C
x
Restricting S(x)/x = 0, when x = 0,
0 = 1(0 − 0 + 2) + C
C = −2
Hence,
31
Example 27. Sum the series.
2 3 4
S =1+ + 2 + 3 + ...
2 2 2
S = f (1/2) = 4
If this condition is not satisfied, then the series must diverge. Further testing is required
because a series could be divergent even though the preliminary test is satisfied.
32
4.12.3 D’Alembert’s ratio test
P
Suppose we have a series an . Define
an+1
L = lim (33)
n→∞ an
Then,
Notice that this is simply the Maclaurin expansion of the exponential at x = 1, so we already
know that this series converges. Taking the limit
1
(n+1)!
L = lim 1
n→∞
n!
n!
= lim
n→∞ (n + 1)!
(
((((
−(1)(n
n(n ( ((− 2)(n
(( (
− 3) . . .
= lim (( ( (
n→∞ ((((
(n + 1)(n)(n −( ( − 2)(n − 3) . . .
1)(n
( ( (
((((
1
= lim
n→∞ n + 1
L=0
33
(−10)n+1
42(n+1)+1 ((n+1)+1)
L = lim (−10)n
n→∞
42n+1 ((n+1))
5n+1
= lim
n→∞ 8 n + 2
5 1 + n1
= lim
8 n→∞ 1 + n2
5
L=
8
The series converges
(n+1)!
5n+1
L = lim n!
n→∞
5n
n+1
= lim
n→∞ 5
1
= lim (n + 1)
5 n→∞
L=∞
34
(n+1)2
(2(n+1)−1)!
L = lim n2
n→∞
(2n−1)!
(n + 1)2 (2n − 1)(2n − 2)(2n − 3)!
= lim 2
n→∞ n (2n + 1)(2n)(2n − 1)(2n − 2)(2n − 3)!
2
(n + 1)
= lim
n→∞ 4n4 + 2n3
n2 + 2n + 1
= lim
n→∞ 4n4 + 2n3
1 2 1
2 + n3 + n4
= lim n
n→∞ 4 + n2
0
L= =0
4
The series converges.
9n+1
n+2
(−2) (n+1)
L = lim 9n
n→∞
(−2)n+1 n
9 n
= lim −
n→∞ 2 n + 1
9 1
= lim
2 n→∞ 1 + n1
9
L=
2
The series is divergent.
35
(−1)n (−1) n2 + 1
L = lim
n→∞ (n + 1)2 + 1 (−1)n
n2 + 1
= lim − 2
n→∞ n + 2n + 2
n2 + 1 1 + n12
= lim 2 = lim
n→∞ n + 2n + 2 n→∞ 1 + 2 + 22
n n
L=1
(n + 1) + 2 2n + 7
L = lim
n→∞ 2(n + 1) + 7 n + 2
2n2 + 13n + 21
= lim
n→∞ 2n2 + 13n + 18
2 + 13
n
+ n212
= lim
n→∞ 2 + 13 + 182
n n
L=1
Rt P∞
2. If lim f (x) dx is divergent, so is n=k an .
t→∞ k
36
1
f (x) =
Z ∞ Zx ln x
∞
1
f (x) dx = dx
2 2 x ln x
t
= lim ln(ln(x))
t→∞
2
= lim [ln(ln(t)) − ln(ln(2))]
t→∞
= ∞, The series diverges.
2
f (x) = xe−x
Z ∞ Z ∞
2
f (x) dx = xe−x dx
0 0
t
1 −x2
= − lim e
2 t→∞ 0
1 2
= lim (−e−t + 1)
2 t→∞
1
= , The series converges.
2
37
4.12.5 Cauchy’s Root test
Cauchy’s root test may be useful in testing for convergence, especially if the nth terms of
the series contains an nth power.
ρ = lim |an |1/n (35)
n→∞
n 1/n
1
ρ = lim = lim 1 = 0
n→∞ n n→∞ n
n 1/n
n n ∞
ρ = lim 1+2n = lim 1 +2 = 2 = ∞
n→∞ 3 n→∞ 3 n 3
5n − 3n3 n 1/n
5
5n − 3n3
n2 − 3 −3 3
ρ = lim = lim = lim = =
n→∞ 7n3 + 2 n→∞ 7n3 + 2 n→∞ 7 + 23 7 7
n
38
Example 42. Determine if the series converges.
∞
X (−12)n
n=3
n
(−12)n 1/n
ρ = lim = lim 12 = 12
=
12
1 =
12
= 12
1/n 1/n )
n→∞ n n→∞ n lim e ln(n
lim e n
ln(n) 1
n→∞ n→∞
1
lim =0
n→∞ n
39
Example 44. Determine if the series converges.
∞
X (−1)n n2
n=1
n2 + 5
n2
The alternator is (−1)n and bn = n2 +5
. Taking the limit of bn ,
n2 1
lim = lim =1
2
n→∞ n + 5 n→∞ 1 + 52
n
Since, the first condition is not met, we do not proceed with the test. Hence the test is
inconclusive and we must use another test.
Our alternator is cos nπ because its value oscillates between 1 and -1. This is equivalent to
(−1)n . Rewriting the original expression.
∞ ∞
X cos nπ X (−1)n
√ = √
n=2
n n=2
n
40
4.13 Power Series
A Power Series about a is any series that can be written in the form,
∞
X
cn (x − a)n .
n=0
The cn ’s are the coefficients of the series. This power series is a function of x. Say we have
a Power series,
P (x) = a0 + a1 x + a2 x2 + a3 x3 + . . .
where a1 , a2 , a3 are constants. This series occurs usually in physics and engineering because
for |x| < 1, the later terms may become very small and can be discarded.
P (x) = 1 + x + x2 + O(x3 ) ≈ 1 + x + x2
It may seem imprecise at first but is perfectly acceptable insofar as it matches the experi-
mental accuracy that can be achieved. Recall the geometric series,
∞
X a
arn = , provided |r| < 1
n=0
1−r
We can plug any other number for x except for 1 into the function but for |x| < 1 we get
a convergent series. This means that the equality holds if |x| < 1, for other values of x the
equality will not hold. Note that the radius of convergence of this power series is R = 1 and
the interval of convergence is |x| < 1.
Convergence is important here because we will be representing many functions as power
series and it will be important to recognize that the representations will often
only be valid for a range of x’s and that there may be values of x that we can plug into
the function that we can’t plug into the power series representation.
41
4.13.1 Interval and Radius of Convergence
A power series converges when
|x − a| < R
and will diverge when
|x − a| > R
Take note that the series may or may not converge when |x − a| = R. A convergence test
will be needed to determine the convergence or divergence of the end points.Given a power
series,
∞
X
2 3
P (x) = a0 + a1 x + a2 x + a3 x + . . . = an x n ,
n=0
an interval of convergence is a range of values of x for which P (x) converges. The
convergence of the series at the end points must be determined by substituting the value of
x and determining its convergence. To get the radius of convergence from the interval of
convergence, we have the following formula,
end point 1 − end point 2
R = (36)
2
Example 46. Determine the interval and radius of convergence of the following series.
∞
X 6
(4x − 1)n−1
n=1
n
42
5
We determine if the end points are convergent. Start with x = 24
∞ n−1 X ∞
X 6 1 6 1
− = (−1)n−1 n−1
n=1
n 6 n=1
n 6
∞
X 1
=6 (−1)n−1
n=1
n
Using the alternating series test,
1 5
lim = 0, the series is convergent at x =
n→∞ n 24
7
For x = 24 ,
∞ n−1 ∞
X 6 1 X 1 7
=6 , the series is divergent at x =
n=1
n 6 n=1
n 24
Hence, the interval and radius of convergence is,
5 7 1
≤x< , R=
24 24 24
Example 47. Determine the interval and radius of convergence of the following series.
∞
X 1
n+2 2 + 1)
(4x − 12)n
n=0
(−3) (n
43
9
Determining the convergence of the end points. For x = 4
∞ ∞
X 1 n
X 1
(−3) =
n=0
(−3)n+2 (n2 + 1) n=0
(−3)2 (n2 + 1)
∞
1X 1
=
9 n=0 n2 + 1
Using the divergence test,
1 9
lim = 0, the series is convergent at x =
n→∞ n2 +1 4
15
For x = 4
,
∞ ∞
X 1 n
X (3)n
(3) =
n=0
(−3)n+2 (n2 + 1) n=0
(−1)n+2 (3)n+2 (n2 + 1)
∞
1 X (−1)n+2
=
9 n=0 n2 + 1
Using the Alternating series test,
1 15
lim = 0, the series is convergent at x =
n→∞ n2 + 1 4
Hence, the interval and radius of convergence is,
9 15 3
≤x≤ , R=
4 4 4
Example 48. Determine the interval and radius of convergence of the following series.
∞
X (x − 6)n
n=1
nn
44
Example 49. Determine the interval and radius of convergence of the following series.
∞
X
n!(2x + 1)n
n=0
In the last expression, we know that the series is convergent when x = − 21 , since L = 0. The
interval and radius of convergence is,
1
x=− , R=0
2
Example 50. Find a power series representation of the following function and determine
its interval of convergence.
1
f (x) =
1 + x3
1 1
f (x) = 3
=
1+x 1 − (−x3 )
Example 51. Find a power series representation of the following function and determine
its interval of convergence.
2x2
f (x) =
1 + x3
45
2x2
f (x) =
1 + x3
1
= 2x2
1 − (−x3 )
Example 52. Find a power series representation of the following function and determine
its interval of convergence.
x
f (x) =
5−x
x 1 1
f (x) = = x x
5−x 5 1− 5
46
Note that we start the series at n = 1 because the first term of f (x) disappears when
differentiated. We can do differentiation of higher powers with f (x). With integration, we
have,
∞ ∞ ∞
(x − a)n+1
Z Z X X Z X
n
f (x) dx = cn (x − a) dx = cn (x − a)n dx = cn +C (37)
n=0 n=0 n=0
n+1
P∞
Fact 2. If f (x) = n=0 cn (x − a)n has radius of convergence of R > 0 then,
∞ ∞
(x − a)n+1
X Z X
0 n−1
f (x) = cn n(x − a) and f (x) dx = cn + C.
n=1 n=0
n+1
Example 53. Find a power series representation for the following function and determine
its interval of convergence.
1
g(x) =
(1 − x)2
1
g(x) =
(1 − x)2
d 1
=
dx 1 − x
∞
!
d X
= xn , provided |x| < 1
dx n=0
∞
X
g(x) = nxn−1 , provided |x| < 1
n=1
−1 < x < 1
For x = −1
∞
X
g(−1) = n(−1)n−1
n=1
lim n = ∞, diverges
n→∞
47
For x = 1,
∞
X ∞
X
n−1
g(1) = n(1) = n
n=1 n=1
lim n = ∞, diverges
n→∞
−1 < x < 1
Example 54. Find a power series representation for the following function and determine
its interval of convergence.
h(x) = ln(5 − x)
g(x) = ln(5 − x)
Z
1
=− dx
5−x
Z
1 dx
=−
5 1 − x5
Z ∞
1 X x n x
=− dx, provided < 1 ⇒ |x| < 5
5 n=0 5 5
∞
xn
X Z
=− n+1
dx, provided |x| < 5
n=0
5
∞
X xn+1
g(x) = C −
n=0
(n + 1)5n+1
To find C, set x = 0,
g(0) = ln(5) = C − 0
C = ln(5)
Hence, the power series representation of the original series is,
∞
X xn+1
g(x) = ln(5) −
n=0
(n + 1)5n+1
|x| < 5
−5 < x < 5
48
Determining the convergence of the endpoints. For x = −5
∞ ∞
X (−5)n+1 X 1
n+1
= (−1)n+1
n=0
(n + 1)5 n=0
n+1
For x = 5,
∞ ∞
X (5)n+1 X 1
=
n=0
(n + 1)5n+1 n=0
n+1
Divergence test
1
lim = 0, converges
n→∞ n + 1
−5 ≤ x ≤ 5
f (a) = c0
This isn’t a meaningful equation because we can’t plug in any other values of x so that we
can calculate the other coefficients. To get the higher coefficients, we can take derivatives
and plug x = a and we get,
49
Third derivative,
f 000 (x) = (3 · 2)c3 + (4 · 3 · 2)c4 (x − a) + (5 · 4 · 3 · 2)c5 (x − a)2 + . . .
f 000 (a) = (3 · 2)c3
Fourth derivative,
f (4) (x) = (4 · 3 · 2)c4 + (5 · 4 · 3 · 2)c5 (x − a) + . . .
f (4) (a) = (4 · 3 · 2)c4
We can continue this to higher derivatives but we can already compute the coefficients with
the relationships we computed,
f 00 (a) f 000 (a) f (4) (a)
c1 = f 0 (a), c2 = , c3 = , c4 = ,...
2 3·2 4·3·2
We see that the general formula for the coefficients is,
f (n) (a)
cn =
n!
Substituting to the power series equation, we get the formula for the Taylor series
f 00 (a) f 000 (a)
f (x) = f (a) + f 0 (a)(x − a) + (x − a)2 + (x − a)3 + . . .
2! 3!
∞
X f (n) (a)
f (x) = (x − a)n (39)
n=0
n!
A partial sum of the Taylor series gives us the nth degree of the Taylor polynomial,
n
X f (i) (a)
Tn (x) = (x − a)i (41)
i=0
i!
f 0 (x) = ex f 0 (0) = 1
f 00 (x) = ex f 00 (0) = 1
.. ..
. .
50
Figure 4: The higher the degree of the Taylor polynomial, the better the Taylor polynomial
approximates to the original function.
Example 56. Find the Taylor series for f (x) = e−x about x = 0.
51
Getting the Maclaurin series,
1 1 1 1
f (x) = − x + x2 − x3 + . . .
0! 1! 2! 3
∞ n
X x
f (x) = (−1)n
n=0
n!
2
Example 57. Find the Taylor series for f (x) = x4 e−3x about x = 0.
Example 58. Find the Taylor series for f (x) = e−x about x = −4.
52
Example 59. Find the Taylor series for f (x) = cos x about x = 0.
Example 60. Find the Taylor series for f (x) = sin x about x = 0.
53
Example 61. Find the Taylor series for f (x) = ln x about x = 2.
f 0 (x) = 1
x
f 0 (2) = 1
2
f 000 (x) = 2
x3
f 000 (2) = 2
23
∞
X (−1)n+1
f (x) = ln 2 + (x − 2)n
n=1
2n (n)
1
Example 62. Find the Taylor series for f (x) = x2
about x = −1.
n = 1 f 0 (x) = − x23
n = 2 f 00 (x) = 2·3
x3
54
Getting the Taylor series
∞
X (n + 1)!
f (x) = (x + 1)n
n=0
n!
∞
X
f (x) = (n + 1)(x + 1)n
n=0
55
5 Partial Differentiation
Z
∂
f (x, y) dy = f (x, y) + C(y) (42)
∂x
56
6 Differential Equations
57
7 Basic Partial Differential Equations
58
8 Tensors
59
9 Vector Analysis
60
10 Fourier Series
61
11 Complex Analysis
62