Lecture 2711.7 Power Series 11.

8 Differentiation and

Integration of Power Series

Jiwen He

1 Power Series
1.1 Geometric Series and Variations
Geometric Series P
∞ k
Geometric Series: k=0 x
1

∞
X  , if |x| < 1,
xk = 1 + x + x2 + x3 + · · · 1−x
diverges, if |x| ≥ 1.

k=0
Power Series
Define a function f on the interval (−1, 1)
∞
X 1
f (x) = xk = 1 + x + x2 + x3 + · · · = for |x| < 1
1−x
k=0
As the Limit
f can be viewed as the limit of a sequence of polynomials:
f (x) = lim pn (x),
n→∞
where pn (x) = 1 + x + x2 + x3 + · · · + xn .

Variations on the Geometric Series (I)

Closed forms for many power series can be found by relating the series to the
geometric series
Examples 1.
∞
X
f (x) = (−1)k xk = 1 − x + x2 − x3 + · · ·
k=0
∞
X 1 1
= (−x)k = = , for |x| < 1.
1 − (−x) 1+x
k=0

∞
X
f (x) = 2k xk+2 = x2 + 2x3 + 4x4 + 8x5 + · · ·
k=0
∞
X x2
= x2 (2x)k = for |2x| < 1.
1 − 2x
k=0

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Variations on the Geometric Series (II)
Closed forms for many power series can be found by relating the series to the
geometric series
Examples 2.
∞
X
f (x) = (−1)k x2k = 1 − x2 + x4 − x6 + · · ·
k=0
∞
X 1 1
= (−x2 )k = 2
= , for |x| < 1.
1 − (−x ) 1 + x2
k=0

∞
X x2k+1 1 1 1
f (x) = = x + x3 + x5 + x7 + · · ·
3k 3 9 27
k=0
∞  2 k
X x x 3x
=x = 2
= for |x2 /3| < 1.
3 1 − (x /3) 3 − x2
k=0

1.2 Radius of Convergence

Radius of Convergence
ak xk .
P
There are exactly three possibilities for a power series:

Radius of Convergence: Ratio Test (I)

The radius of convergence of a power series can usually be found by applying
the ratio test. In some cases the root test is easier.

2
Example 3.
∞
X
f (x) = k 2 xk = x + 4x2 + 9x3 + · · ·
k=1

ak+1 (k + 1)2 xk+1

Ratio Test : =
ak k 2 xk
(k + 1)2
= |x| → |x| as k → ∞
k2
Thus the series converges absolutely when |x| < 1 and diverges when |x| > 1.

Radius of Convergence: Ratio Test (II)

The radius of convergence of a power series can usually be found by applying
the ratio test. In some cases the root test is easier.
Example 4.
∞
X (−1)k 1 1
f (x) = xk = 1 − x + x2 − x3 + · · · = e−x
k! 2 6
k=1

ak+1 xk+1 /(k + 1)!

Ratio Test : =
ak xk /k!
k! xk+1 1
= = |x| → 0 < 1 for all x
(k + 1)! xk k+1

Thus the series converges absolutely for all x.

Radius of Convergence: Ratio Test (III)

The radius of convergence of a power series can usually be found by applying
the ratio test. In some cases the root test is easier.
Example 5.
2
∞  k
X k+1
f (x) = xk = 2x + (3/2)4 x2 + (4/3)9 x3 + · · ·
k
k=1
 k 2 ! k1  k
1 k+1 k k+1
Ratio Test :(|ak |) = k |x| = |x|
k k
 k
1
= 1+ |x| → e|x| < 1 if |x| < 1/e
k

Thus the series converges absolutely when |x| < 1/e and diverges when |x| >
1/e.

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Interval of Convergence
For a series with radius of convergence r, the interval of convergence can be
[−r, r], (−r, r], [−r, r), or (−r, r).
Example 6. In general, the behavior of a power series at −r and at r is not
predictable. For example, the series
X X (−1)k X1 X 1
xk , xk , xk , xk
k k k2
all have radius of convergence 1, but the first series converges only on (−1, 1),
the second converges on (−1, 1], but the third converges on [−1, 1), the fourth
on [−1, 1].

Interval of Convergence
Example 7.
∞
X (−1)k−1
f (x) = xk
k
k=1

ak+1 xk+1 /(k + 1) k

Ratio Test : = = |x| → |x|
ak xk /k k+1

Thus the series converges absolutely when |x| < 1 and diverges when |x| > 1.
So the radius of convergence is 1
∞ ∞
X (−1)k−1 X −1
x = −1 : (−1)k = diverges
k k
k=1 k=1
∞ k−1 ∞
X (−1) X (−1)k−1
x=1: (1)k = converges conditionally
k k
k=1 k=1

The interval of convergence is (−1, 1].

2 Differentiation and Integration

2.1 Differentiation and Integration
Differentiation and Integration
Theorem P
Let f (x) = ak xk be a power series with a nonzero radius of convergence r.
Then
X
f 0 (x) = ak k xk−1 for |x| < r
Z X ak
f (x) dx = xk+1 + C for |x| < r
k+1

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 ∞
1 X
Geometric series: = xk for |x| < 1
1−x
k=0
∞ ∞
1 X X
Differentiation: = k xk−1 (k + 1) xk for |x| < 1
(1 − x)2
k=0 k=0
∞ ∞
X 1 X1
Integration: − ln(1 − x) = xk+1 = xk for |x| < 1
k+1 k
k=0 k=1

2.2 Examples
Power Series Expansion of ln(1 + x)

∞
d 1 X
Note: ln(1 + x) = = (−1)k xk for |x| < 1
dx 1+x
k=0
∞
X (−1)k k+1
Integration: ln(1 + x) = x (+C = 0)
k+1
k=0
∞
X (−1)k 1 1 1
= xk = x − x2 + x3 − x4 + · · ·
k 2 3 4
k=1

The interval of convergence is (−1, 1]. At x = 1,

∞
X (−1)k 1 1 1
ln 2 = = 1 − + − + ···
k 2 3 4
k=1

Power Series Expansion of tan−1 x

∞
d 1 X
Note: tan−1 x = 2
= (−1)k x2k for |x| < 1
dx 1+x
k=0
∞
X (−1)k 2k+1
Integration: tan−1 x = x (+C = 0)
2k + 1
k=0
1 1 1
= x − x3 + x5 − x7 + · · ·
3 5 7

The interval of convergence is (−1, 1]. At x = 1,

∞
X (−1)k 1 1 1 π
tan−1 1 = = 1 − + − + ··· =
2k + 1 3 5 7 4
k=1

Outline

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Contents
1 Power Series 1
1.1 Geometric Series . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.2 Radius of Convergence . . . . . . . . . . . . . . . . . . . . . . . . 2

2 Diff and Integ 4

2.1 Diff and Integ . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
2.2 Examples . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5