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Differentiation and Integration of Power Series

(1) Power series representations can be obtained for functions by differentiating and integrating term-by-term. (2) The exponential function e^x has the power series representation Σ(x^n / n!) which converges for all x. (3) The natural logarithm function ln(1-x) has the power series representation -Σ(x^n / n) which converges for |x|<1.

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Mary Dianneil Mandin
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28 views9 pages

Differentiation and Integration of Power Series

(1) Power series representations can be obtained for functions by differentiating and integrating term-by-term. (2) The exponential function e^x has the power series representation Σ(x^n / n!) which converges for all x. (3) The natural logarithm function ln(1-x) has the power series representation -Σ(x^n / n) which converges for |x|<1.

Uploaded by

Mary Dianneil Mandin
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Differentiation and

Integration of
Power Series
Theorem.

(1)

.
Note: Equations (i) and (ii) in the Theorem can be rewritten in the form

.
1
Example 1: Find the power series representation for 𝑓 𝑥 = and
1−𝑥 2
determine its radius of convergence.

1 𝑑 1
Solution: Notice that = and
1−𝑥 2 𝑑𝑥 1 − 𝑥
+∞
1
= 1 + 𝑥 + 𝑥 2 + 𝑥 3 + ⋯ + 𝑥 𝑛 + ⋯ = ෍ 𝑥 𝑛 , 𝑥 < 1.
1−𝑥
𝑛=0

Thus,
. 1 𝑑 1
𝑓 𝑥 = 2
=
.
1−𝑥 𝑑𝑥 1 − 𝑥
. +∞
𝑑 𝑑
.
= 1 + 𝑥 + 𝑥2 + 𝑥3 + ⋯ + 𝑥𝑛 + ⋯ = ෍ 𝑥𝑛
.
𝑑𝑥 𝑑𝑥
. 𝑛=0
∞
𝑛−1
= 1 + 2𝑥 + 3𝑥 2
+ ⋯ + 𝑛𝑥 𝑛−1 +⋯ = ෍ 𝑛𝑥
𝑛=1
Therefore,
∞

𝑓(𝑥) = ෍ 𝑛𝑥 𝑛
𝑛=1

Since the original power series had a radius of convergence of R =1 and hence
𝑓 𝑥 will also have a radius of convergence of R =1.

.
Example 2: Obtain a power series representation for the exponential
function 𝑒 𝑥 .

Solution: Consider the series ∞


2 3 𝑥 𝑛
𝑥 𝑥 𝑥
𝑓 𝑥 =𝑒 = 1+𝑥+ + +⋯ = ෍ ,
2! 3! 𝑛!
𝑛=0
that converges for all 𝑥
Differentiating it term-by-term, we have
𝑑 𝑥 𝑑 𝑑 𝑑 𝑥2 𝑑 𝑥3
𝑓′ 𝑥 = (𝑒 ) = (1) + (𝑥) + + +⋯
.
𝑑𝑥 𝑑𝑥 𝑑𝑥 𝑑𝑥 2! 𝑑𝑥 3!
.
𝑥2 𝑥3
.
=0+1+𝑥+ + +⋯
. 2! 3!
. 𝑥2 𝑥3
=1+𝑥+ + +⋯ =𝑓 𝑥
.
2! 3!
Hence, the function 𝑓 𝑥 satisfies the differential equation 𝑓′ 𝑥 = 𝑓 𝑥 .
The general solution of this equation has the form 𝑓 𝑥 = 𝐶𝑒 𝑥 , where C is
a constant. Substituting the initial value 𝑓 0 = 1, we find that C=1. Thus,
we obtain the following power series expansion for 𝑒 𝑥 :
∞
2 3 𝑛
𝑥 𝑥 𝑥
𝑓 𝑥 = 𝑒𝑥 = 1 + 𝑥 + + + ⋯ = ෍
2! 3! 𝑛!
𝑛=0

.
Example 3: Find a power series representation for the function
ln 1 − 𝑥 and its radius of convergence.

Solution: The power series expansion of


+∞
1
= 1 + 𝑥 + 𝑥 2 + 𝑥 3 + ⋯ + 𝑥 𝑛 + ⋯ = ෍ 𝑥 𝑛 , 𝑥 < 1.
1−𝑥
𝑛=0
Integrating this series term-by-term, we have
1
−ln 1 − 𝑥 = න 𝑑𝑥 = න 1 + 𝑥 + 𝑥 2 + 𝑥 3 + ⋯ + 𝑥 𝑛 + ⋯ 𝑑𝑥
.
1−𝑥
.
+∞ +∞
𝑛+1
.
𝑥 𝑥2 3 𝑥 𝑥𝑛
= 𝑥 + + +⋯+ 𝐶 = ෍ +𝐶 = ෍ + 𝐶, 𝑥 < 1.
.
2 3 𝑛+1 𝑛
. 𝑛=0 𝑛=1
.
To determine the value of 𝐶 we put 𝑥 = 0 in this equation and obtain
−ln 1 − 𝑥 = −ln 1 − 0 = 𝐶. Thus, 𝐶 = 0 and
𝑥2 𝑥3
−ln 1 − 𝑥 = 𝑥 + + + ⋯
2 3
𝑥2 𝑥3
ln 1 − 𝑥 = −𝑥 − − − ⋯
2 3
∞
𝑥𝑛
=−෍ + 𝐶, 𝑥 < 1.
.
𝑛
. 𝑛=1

The radius of convergence is the same as for the original series: 𝑅 =1.
.

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