Math For Economics Part 18 A
Math For Economics Part 18 A
all orders. The following theorem gives the form that every convergent power series
must take.
is called the Taylor series for f x at c. Moreover, if c 0, then the series is
the Maclaurin series for f.
If you know the pattern for the coefficients of the Taylor polynomials for a
function, you can extend the pattern easily to form the corresponding Taylor series.
For instance, in Example 4 in Section 9.7, you found the fourth Taylor polynomial for
ln x, centered at 1, to be
1 1 1
P4x x 1 x 12 x 13 x 14.
2 3 4
From this pattern, you can obtain the Taylor series for ln x centered at c 1,
1 1n1
x 1 x 12 . . . x 1n . . . .
2 n
−1, x<−π Notice that in Example 1 you cannot conclude that the power series converges to
2 sin x for all x. You can simply conclude that the power series converges to some
π
f (x) = sin x, x ≤ 2 function, but you are not sure what function it is. This is a subtle, but important, point
1, x> π in dealing with Taylor or Maclaurin series. To persuade yourself that the series
2
y f c f nc
f c fcx c x c2 . . . x cn . . .
2! n!
1
might converge to a function other than f, remember that the derivatives are being
x evaluated at a single point. It can easily happen that another function will agree with
−π
2
π
2
π the values of f nx when x c and disagree at other x-values. For instance, if you
−1
formed the power series (centered at 0) for the function shown in Figure 9.23, you
would obtain the same series as in Example 1. You know that the series converges for
all x, and yet it obviously cannot converge to both f x and sin x for all x.
Figure 9.23
Let f have derivatives of all orders in an open interval I centered at c. The Taylor
series for f may fail to converge for some x in I. Or, even if it is convergent, it may
fail to have f x as its sum. Nevertheless, Theorem 9.19 tells us that for each n,
f c f nc
f x f c fcx c x c2 . . . x cn Rnx,
2! n!
where
f n1z
Rnx x cn1.
n 1!
Note that in this remainder formula the particular value of z that makes the
remainder formula true depends on the values of x and n. If Rn → 0, then the following
theorem tells us that the Taylor series for f actually converges to f x for all x in I.
Proof For a Taylor series, the nth partial sum coincides with the nth Taylor polyno-
mial. That is, Snx Pnx. Moreover, because
Pnx f x Rnx
it follows that
lim Snx lim Pnx
n→ n→
lim f x Rnx
n→
f x lim Rnx.
n→
So, for a given x, the Taylor series (the sequence of partial sums) converges to f x
if and only if Rnx → 0 as n → .
NOTE Stated another way, Theorem 9.23 says that a power series formed with Taylor
coefficients an f ncn! converges to the function from which it was derived at precisely
those values for which the remainder approaches 0 as n → .
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In Example 1, you derived the power series from the sine function and you also
concluded that the series converges to some function on the entire real line. In
Example 2, you will see that the series actually converges to sin x. The key observa-
tion is that although the value of z is not known, it is possible to obtain an upper
bound for f n1z .
EXAMPLE 2 A Convergent Maclaurin Series
Show that the Maclaurin series for f x sin x converges to sin x for all x.
you know that f n1z ≤ 1 for every real number z. Therefore, for any fixed x, you
can apply Taylor’s Theorem (Theorem 9.19) to conclude that
0 ≤ Rnx f n1z n1
n 1!
x ≤
x n1
n 1!
.
From the discussion in Section 9.1 regarding the relative rates of convergence of
exponential and factorial sequences, it follows that for a fixed x
lim xn1 0.
n→ n 1!
Finally, by the Squeeze Theorem, it follows that for all x, Rnx → 0 as n → . So, by
Theorem 9.23, the Maclaurin series for sin x converges to sin x for all x.
Figure 9.24 visually illustrates the convergence of the Maclaurin series for sin x
by comparing the graphs of the Maclaurin polynomials P1x, P3x, P5x, and P7x
with the graph of the sine function. Notice that as the degree of the polynomial
increases, its graph more closely resembles that of the sine function.
y y y y
4 4 4 4
y = sin x
3 3 y = sin x 3 3
2 2 2 2
1 1 1 1
x x x x
−π π 2π −π 2π π 2π −π π 2π
−2 −2 −2 −2
−3 y = sin x −3 −3 y = sin x −3
−4 −4 −4 −4
3 3 5 3 5 7
P1(x) = x P3(x) = x − x P5 (x) = x − x + x P7(x) = x − x + x − x7!
3! 3! 5! 3! 5!
The guidelines for finding a Taylor series for f x at c are summarized below.
Solution To find the coefficients for this Maclaurin series directly, you must
calculate successive derivatives of f x sin x 2. By calculating just the first two,
fx 2x cos x 2 and f x 4x 2 sin x 2 2 cos x 2
you can see that this task would be quite cumbersome. Fortunately, there is an
alternative. First consider the Maclaurin series for sin x found in Example 1.
gx sin x
x3 x5 x7
x . . .
3! 5! 7!
Now, because sin x 2 gx 2, you can substitute x 2 for x in the series for sin x to
obtain
sin x 2 gx 2
x 6 x10 x14 . . .
x2 .
3! 5! 7!
Binomial Series
Before presenting the basic list for elementary functions, you wll develop one more
series—for a function of the form f x 1 xk. This produces the binomial series.
Find the Maclaurin series for f x 1 xk and determine its radius of convergence.
Assume that k is not a positive integer.
Note that Example 4 shows that the Taylor series for 1 xk converges to some
function in the interval 1, 1. However, the example does not show that the series
actually converges to 1 xk. To do this, you could show that the remainder Rnx
converges to 0, as illustrated in Example 2.
1
1 x x 2 x3 x 4 x5 . . . 1n xn . . . 1 < x < 1
1x
x2 x3 x4 x5 xn
ex 1 x . . . . . . < x <
2! 3! 4! 5! n!
x3 x5 x7 x9 1n x 2n1 . . .
sin x x . . . < x <
3! 5! 7! 9! 2n 1!
x 2 x 4 x 6 x 8 . . . 1n x 2n . . .
cos x 1 < x <
2! 4! 6! 8! 2n!
x3 x5 x7 x9 . . . 1n x 2n1 . . .
arctan x x 1 ≤ x ≤ 1
3 5 7 9 2n 1
NOTE The binomial series is valid for noninteger values of k. Moreover, if k happens to be a
positive integer, the binomial series reduces to a simple binomial expansion.
Power series can be multiplied and divided like polynomials. After finding the
first few terms of the product (or quotient), you may be able to recognize a pattern.
Find the first three nonzero terms in each of the Maclaurin series.
a. e x arctan x b. tan x
Solution
a. Using the Maclaurin series for e x and arctan x in the table, you have
x x2 x3 x 4 . . . x3 x5
e x arctan x 1 x . . . .
1! 2! 3! 4! 3 5
Multiply these expressions and collect like terms as you would for multiplying
polynomials.
1 x 12 x 2 16 x3 24
1 4
x . . .
13 x3 1 5
x 5x . . .
x x 2 12 x3 1 4 1 5
6x 24 x . . .
13 x3 1 4 1 5
3x 6x . . .
1 5
5x . . .
x x 2 16 x3 1 4 3 5
6x 40 x . . .
So, e x arctan x x x 2 16 x 3 . . . .
b. Using the Maclaurin series for sin x and cos x in the table, you have
x3 x5 . . .
x
sin x 3! 5!
tan x .
cos x x2 x 4 . . .
1
2! 4!
Divide using long division.
1 2 5
x x3 x . . .
3 15
1 1 1 1 5
1 x2 x 4 . . . x x3 x . . .
2 24 6 120
1 1 5
x x3 x . . .
2 24
1 3 1 5
x x . . .
3 30
1 3 1 5
x x . . .
3 6
2 5
x . . .
15
So, tan x x 13 x 3 15
2 5
x . . ..
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As mentioned in the preceding section, power series can be used to obtain tables
of values of transcendental functions. They are also useful for estimating the values of
definite integrals for which antiderivatives cannot be found. The next example demon-
strates this use.
0
1
ex dx
2
2! 3! 4!
0
1
x
ex dx x
2
3
3 x5
x7
x9
5 2! 7 3! 9 4!
. . .
1
1 1 1 1
1 . . .
3 10 42 216
Summing the first four terms, you have
0
1
ex dx
2
0.74
1
which, by the Alternating Series Test, has an error of less than 216 0.005.
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Exercises for Section 9.10 See www.CalcChat.com for worked-out solutions to odd-numbered exercises.
In Exercises 1–10, use the definition to find the Taylor series In Exercises 31–34, find the Maclaurin series for the function.
(centered at c) for the function. (See Example 7.)
1. f x e2x, c 0 31. f x x sin x 32. hx x cos x
2. f x e 3x, c0 sin x , arcsin x ,
x x0 x x0
33. gx 34. f x
3. f x cos x, c 1, x0 1, x0
4
4. f x sin x, c In Exercises 35 and 36, use a power series and the fact that
4
i 2 1 to verify the formula.
5. f x ln x, c 1
6. f x e x, c1 1 ix
35. gx e eix sin x
2i
7. f x sin 2x, c 0
36. gx 2 eix eix cos x
1
8. f x lnx 2 1, c0
9. f x sec x, c 0 (first three nonzero terms)
In Exercises 37–42, find the first four nonzero terms of the
10. f x tan x, c 0 (first three nonzero terms) Maclaurin series for the function by multiplying or dividing the
appropriate power series. Use the table of power series for
In Exercises 11–14, prove that the Maclaurin series for the elementary functions on page 682. Use a graphing utility to
function converges to the function for all x. graph the function and its corresponding polynomial approxi-
mation.
11. f x cos x 12. f x e2x
13. f x sinh x 14. f x cosh x 37. f x e x sin x 38. gx e x cos x
39. hx cos x ln1 x 40. f x e x ln1 x
In Exercises 15–20, use the binomial series to find the sin x ex
41. gx 42. f x
Maclaurin series for the function. 1x 1x
1
15. f x In Exercises 43–46, match the polynomial with its graph. [The
1 x2
graphs are labeled (a), (b), (c), and (d).] Factor a common
1
16. f x factor from each polynomial and identify the function approxi-
1x mated by the remaining Taylor polynomial.
1
17. f x (a) y (b) y
4 x2
18. f x 4
1x 4
19. f x 1 x2 2
20. f x 1 x3 x x
−4 2 4 −4 −2 2 4
x4 x3 x5
28. f x e x ex 2 cosh x 43. y x 2 44. y x
3! 2! 4!
29. f x cos2 x
x3
30. f x sinh1 x lnx x2 1 45. y x x2 46. y x 2 x3 x 4
2!
1
Hint: Integrate the series for .
x2 1
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In Exercises 47 and 48, find a Maclaurin series for f x. Probability In Exercises 61 and 62, approximate the normal
x
probability with an error of less than 0.0001, where the proba-
47. f x et 1 dt
2
bility is given by
0 b
x 1
Pa < x < b ex 2
2
dx.
48. f x 1 t3 dt 2 a
0
y
In Exercises 49 – 52, verify the sum. Then use a graphing utility
f(x) = 1 e− x 2/2
to approximate the sum with an error of less than 0.0001.
2π
1
49. 1
n1
n1
n
ln 2
1 2n 1! sin 1
n
1
50.
n0 x
a b
2n
51.
n0 n!
e2
61. P0 < x < 1
1 e1
52.
n1
1n1
n!
e
62. P1 < x < 2
55. 1
sin x
x
dx Writing About Concepts
0
12
arctan x 67. State the guidelines for finding a Taylor series.
56. dx
x 68. If f is an even function, what must be true about the
0
0.3
coefficients an in the Maclaurin series
57. 1 x3 dx
a x ?
0.1
14 f x n
n
59. x cos x dx 60. cos x dx to find the series for each function. Do not find the series.
0 0.5
y y (a) f x e x
3 1.5 (b) f x e3x
4
(c) f x xe x
1
2 1.0
(d) f x e 2x e2x
1
4 0.5
70. Define the binomial series. What is its radius of
x
convergence?
π π 3π 5π x
8 4 8 8 0.5 1 1.5
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71. Projectile Motion A projectile fired from the ground 76. Find the Maclaurin series for
follows the trajectory given by
1x
f x ln
y tan
g g
x 2 ln 1
kx 1x
kv0 cos k v0 cos
and determine its radius of convergence. Use the first four
where v0 is the initial speed, is the angle of projection, g is the terms of the series to approximate ln 3.
acceleration due to gravity, and k is the drag factor caused by
air resistance. Using the power series representation In Exercises 77–80, evaluate the binomial coefficient using the
x2 x3 x 4 . . . formula
ln1 x x , 1 < x < 1
2 3 4
nk kk 1k 2k n!3
. . . k n 1
verify that the trajectory can be rewritten as
gx 2 kgx3 k 2 gx4 where k is a real number, n is a positive integer, and
y tan x . . ..
2v02cos2 3v03cos3 4v04 cos4
72. Projectile Motion Use the result of Exercise 71 to determine
k0 1.
the series for the path of a projectile launched from ground
5 2
level at an angle of 60 , with an initial speed of v0 64 77. 78.
1 3 2
feet per second and a drag factor of k 16 .
0.5 13
73. Investigation Consider the function f defined by 79. 80.
4 5
0,e x0
1x 2,
f x 81. Write the power series for 1 xk in terms of binomial
x 0.
coefficients.
(a) Sketch a graph of the function.
(b) Use the alternative form of the definition of the derivative
82. Prove that e is irrational. Hint: Assume that e pq is
rational ( p and q are integers) and consider
(Section 2.1) and L’Hôpital’s Rule to show that f0 0.
[By continuing this process, it can be shown that f n0
1 1
e11 . . . . . ..
0 for n > 1.] 2! n!
(c) Using the result in part (b), find the Maclaurin series for f. 83. Show that the Maclaurin series of the function
Does the series converge to f ?
x
74. Investigation gx
1 x x2
(a) Find the power series centered at 0 for the function
is
lnx 2 1
f x .
x2
Fx
n1
n
n