1.2__Properties_of_Power_Series
1.2__Properties_of_Power_Series
In the preceding section on power series and functions we showed how to represent certain functions using power series. In this section we discuss how power
series can be combined, differentiated, or integrated to create new power series. This capability is particularly useful for a couple of reasons. First, it allows us to
find power series representations for certain elementary functions, by writing those functions in terms of functions with known power series. For example, given
1 1
the power series representation for f (x) = , we can find a power series representation for f '(x) =
2
. Second, being able to create power series
1 −x (1 − x)
allows us to define new functions that cannot be written in terms of elementary functions. This capability is particularly useful for solving differential equations
for which there is no solution in terms of elementary functions.
representations for certain functions by using power series representations of other functions. For example, since we know the
power series representation for f(x) = , we can find power series representations for related functions, such as
1−x
1
3x
y = (1.2.1)
2
1−x
and
1
y = . (1.2.2)
(x − 1)(x − 3)
In Note 1.2.1, we state results regarding addition or subtraction of power series, composition of a power series, and
multiplication of a power series by a power of the variable. For simplicity, we state the theorem for power series centered at
x = 0 . Similar results hold for power series centered at x = a .
interval I .
∞
ii. For any integer m ≥ 0 and any real number b , the power series ∑ bx converges to bx on I .
m n m
n x f(x)
n=0
∞
iii. For any integer m ≥ 0 and any real number b , the series ∑ c n (bx
m n
) converges to f(bx m
) for all x such that bx is in
m
n=0
I .
Proof
∞ ∞ ∞
and g , respectively, on the interval I . Let x be a point in I and let S N (x) and T N (x) denote the Nth partial sums of the series
∞ ∞
∑ cn x
n
and ∑ dn x
n
, respectively. Then the sequence SN (x) converges to f(x) and the sequence TN (x) converges to
n=0 n=0
∞
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N N N
n n n n
∑(cn x + dn x ) = ∑ cn x + ∑ dn x
= SN (x) + TN (x).
Because
lim (SN (x) + TN (x)) = lim SN (x) + lim TN (x)
N→∞ N→∞ N→∞
= f(x) + g(x),
We examine products of power series in a later theorem. First, we show several applications of Note and how to find the interval
of convergence of a power series given the interval of convergence of a related power series.
Example 1.2.1: Combining Power Series
∞ ∞
Suppose that ∑ an x
n
is a power series whose interval of convergence is (−1, 1) , and suppose that ∑ bn x
n
is a power
n=0 n=0
n=0
∞
n=0
Solution
∞ ∞
b. Since is a power series centered at zero with radius of convergence 1, it converges for all x in the interval
n
∑ an x
n=0
n n n
∑ an 3 x = ∑ an (3x ) (1.2.3)
n=0 n=0
1 1
converges if 3x is in the interval (−1, 1) . Therefore, the series converges for all x in the interval (− , ).
3 3
Exercise 1.2.1
∞ ∞
x
Suppose that ∑ a n
n
x has an interval of convergence of (−1, 1) . Find the interval of convergence of ∑ a n
(
n
) .
2
n=0 n=0
Hint
x
Find the values of x such that is in the interval (−1, 1).
2
Answer
Interval of convergence is (−2, 2).
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In the next example, we show how to use Note and the power series for a function f to construct power series for functions
1
related to f . Specifically, we consider functions related to the function f(x) = and we use the fact that
1−x
∞
1 n 2 3
= ∑x = 1+x +x +x +… (1.2.4)
1−x
n=0
1
Use the power series representation for f(x) = combined with Note to construct a power series for each of the
1−x
Solution
a. First write f(x) as
1
f(x) = 3x( ).
1 − (−x2 )
1
Using the power series representation for f(x) = and parts ii. and iii. of Note, we find that a power series
1−x
2 n n 2n+1
∑ 3x(−x ) = ∑ 3(−1) x .
n=0 n=0
1
Since the interval of convergence of the series for is (−1, 1) , the interval of convergence for this new series is
1−x
We have
Since we are combining these two power series, the interval of convergence of the difference must be the smaller of
these two intervals. Using this fact and part i. of Note, we have
∞
1 1 1
n
= ∑( − )x
n
(x − 1)(x − 3) 2 6⋅ 3
n=0
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where the interval of convergence is (−1, 1) .
Exercise 1.2.2
1 1
Use the series for f(x) = on |x| < 1 to construct a series for . Determine the interval of
1−x (1 − x)(x − 2)
convergence.
Hint
1
Use partial fractions to rewrite as the difference of two fractions.
(1 − x)(x − 2)
Answer
∞
1
∑(−1 +
n+1
)x
n
. The interval of convergence is (−1, 1) .
n=0
2
In Example 1.2.2, we showed how to find power series for certain functions. In Example 1.2.3 we show how to do the opposite:
given a power series, determine which function it represents.
Example 1.2.3: Finding the Function Represented by a Given Power Series
∞
the series.
Solution
Writing the given series as
∞ ∞
n n n
∑2 x = ∑(2x ) ,
n=0 n=0
Since this is a geometric series, the series converges if and only if |2x| < 1. Therefore, the interval of convergence is
1 1
(− , ).
2 2
Exercise 1.2.3
∞
1
Find the function represented by the power series ∑ n
x
n
.
3
n=0
Hint
1 x
Write n
n
x = ( )
n
.
3 3
Answer
3
f(x) = . The interval of convergence is (−3, 3) .
3−x
Recall the questions posed in the chapter opener about which is the better way of receiving payouts from lottery winnings. We
now revisit those questions and show how to use series to compare values of payments over time with a lump sum payment
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today. We will compute how much future payments are worth in terms of today’s dollars, assuming we have the ability to invest
winnings and earn interest. The value of future payments in terms of today’s dollars is known as the present value of those
payments.
Example 1.2.4: Present Value of Future Winnings
Suppose you win the lottery and are given the following three options:
Receive 20 million dollars today;
Receive 1.5 million dollars per year over the next 20 years; or
Receive 1 million dollars per year indefinitely (being passed on to your heirs).
Which is the best deal, assuming that the annual interest rate is 5%? We answer this by working through the following
sequence of questions.
a. How much is the 1.5 million dollars received annually over the course of 20 years worth in terms of today’s dollars,
assuming an annual interest rate of 5%?
b. Use the answer to part a. to find a general formula for the present value of payments of C dollars received each year over
the next n years, assuming an average annual interest rate r .
c. Find a formula for the present value if annual payments of C dollars continue indefinitely, assuming an average annual
interest rate r .
d. Use the answer to part c. to determine the present value of 1 million dollars paid annually indefinitely.
e. Use your answers to parts a. and d. to determine which of the three options is best.
Solution
a. Consider the payment of 1.5 million dollars made at the end of the first year. If you were able to receive that payment
today instead of one year from now, you could invest that money and earn 5% interest. Therefore, the present value of that
money P satisfies P (1 + 0.05) = 1.5 million dollars. We conclude that
1 1
1.5
P1 = = $1.429 million dollars.
1.05
Similarly, consider the payment of 1.5 million dollars made at the end of the second year. If you were able to receive
that payment today, you could invest that money for two years, earning 5% interest, compounded annually. Therefore,
the present value of that money P satisfies P (1 + 0.05) = 1.5 million dollars. We conclude that
2 2
2
P2 = 1.5(1.05)
2
= $1.361 million dollars.
The value of the future payments today is the sum of the present values P1 , P2 , … , P20 of each of those annual
payments. The present value P satisfies
k
1.5
Pk =
k
.
(1.05)
Therefore,
1.5 1.5 1.5
P = +
2
+…+
20
= $18.693 million dollars.
1.05 (1.05) (1.05)
b. Using the result from part a. we see that the present value P of C dollars paid annually over the course of n years, assuming
an annual interest rate r, is given by
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C C C
P = +
2
+…+
n
dollars.
1+r (1 + r) (1 + r)
c. Using the result from part b. we see that the present value of an annuity that continues indefinitely is given by the infinite
series
C
P = ∑
∞
n=0
n+1
.
(1 + r)
∣ 1
We can view the present value as a power series in r, which converges as long as ∣ ∣< 1 . Since r > 0 , this series
∣1+r
n=0
( )
n
,
(1 + r) 1+r
d. From the result to part c. we conclude that the present value P of C = 1 million dollars paid out every year indefinitely,
assuming an annual interest rate r = 0.05 , is given by
1
P = = 20 million dollars.
0.05
e. From part a. we see that receiving $1.5 million dollars over the course of 20 years is worth $18.693 million dollars in
today’s dollars. From part d. we see that receiving $1 million dollars per year indefinitely is worth $20 million dollars in
today’s dollars. Therefore, either receiving a lump-sum payment of $20 million dollars today or receiving $1 million dollars
indefinitely have the same present value.
n 2
∑ cn x = c0 + c1 x + c2 x +… (1.2.5)
n=0
and
∞
n 2
∑ dn x = d0 + d + 1x + d2 x + …. (1.2.6)
n=0
n n 2 2 0 0 1
(∑ cn x )( ∑ dn x ) = (c0 + c1 x + c2 x + …) ⋅ (d0 + d1 x + d2 x + …) = c0 d + (c1 d + c0 d )x (1.2.7)
n=0 n=−0
0 1 2 2
+ (c2 d + c1 d + c0 d )x + ….
∞ ∞
In Note, we state the main result regarding multiplying power series, showing that if ∑ cn x
n
and ∑ dn x
n
converge on a
n=0 n=0
common interval I , then we can multiply the series in this way, and the resulting series also converges on the interval I .
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Multiplying Power Series
∞ ∞
k=0
Then
∞ ∞ ∞
n n n
(∑ cn x )(∑ dn x ) = ∑ en x (1.2.9)
and
∞
n
∑ en x converges tof(x) ⋅ g(x)onI. (1.2.10)
n=0
∞ ∞ ∞
The series ∑ e n
nx is known as the Cauchy product of the series ∑ c nx
n
and ∑ d nx
n
.
n=0 n=0 n=0
We omit the proof of this theorem, as it is beyond the level of this text and is typically covered in a more advanced course. We
now provide an example of this theorem by finding the power series representation for
1
f(x) = (1.2.11)
2
(1 − x)(1 − x )
.
Example 1.2.5: Multiplying Power Series
1
for |x| < 1 to construct a power series for f(x) = 2
on the interval (−1, 1) .
(1 − x)(1 − x )
Solution
We need to multiply
2 3 2 4 6
(1 + x + x +x + …)(1 + x +x +x + …).
Writing out the first several terms, we see that the product is given by
2 4 6 3 5 7 2 4 6 8 3 5 7 9
(1 + x +x +x + …) + (x + x +x +x + …) + (x +x +x +x + …) + (x +x +x +x + …) = 1 + x
2 3 4 5 2 3 4 5
+ (1 + 1)x + (1 + 1)x + (1 + 1 + 1)x + (1 + 1 + 1)x + … = 1 + x + 2x + 2x + 3x + 3x + ….
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1 1
Since the series for y = and y = both converge on the interval (−1, 1) , the series for the product also
2
1−x 1−x
Exercise 1.2.4
1 1
Multiply the series by itself to construct a series for
∞ n
= ∑n=0 x .
1−x (1 − x)(1 − x)
Hint
Multiply the first few terms of (1 + x + x 2
+x
3
+ …)(1 + x + x
2
+x
3
+ …)
Answer
2 3
1 + 2x + 3x + 4x +…
and
2 3
x x
∫ f(x)dx = C + c0 x + c1 + c2 + …. (1.2.15)
2 3
Evaluating the derivative and indefinite integral in this way is called term-by-term differentiation of a power series and term-
by-term integration of a power series, respectively. The ability to differentiate and integrate power series term-by-term also
allows us to use known power series representations to find power series representations for other functions. For example, given
1 1
the power series for f(x) = , we can differentiate term-by-term to find the power series for f'(x) = . Similarly,
1−x (1 − x)2
1
using the power series for g(x) = , we can integrate term-by-term to find the power series for G(x) = ln(1 + x) , an
1+x
antiderivative of g. We show how to do this in Example and Example. First, we state Note, which provides the main result
regarding differentiation and integration of power series.
Term-by-Term Differentiation and Integration for Power Series
∞
for |x − a| < R . Then f is differentiable on the interval (a − R, a + R) and we can find f' by differentiating the series
term-by-term:
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∞ n 2
f'(x) = ∑ n = 1 ncn (x − a) − 1 = c1 + 2c2 (x − a) + 3c3 (x − a) +… (1.2.17)
for |x − a| < R. Also, to find ∫ f(x)dx , we can integrate the series term-by-term. The resulting series converges on
(a − R, a + R), and we have
∞ n+1 2 3
(x − a) (x − a) (x − a)
∫ f(x)dx = C + ∑ cn = C + c0 (x − a) + c1 + c2 +… (1.2.18)
n+1 2 3
n=0
for |x − a| < R.
The proof of this result is beyond the scope of the text and is omitted. Note that although Note guarantees the same radius of
convergence when a power series is differentiated or integrated term-by-term, it says nothing about what happens at the
endpoints. It is possible that the differentiated and integrated power series have different behavior at the endpoints than does the
original series. We see this behavior in the next examples.
on the interval (−1, 1). Determine whether the resulting series converges at the endpoints.
∞
n+1
b. Use the result of part a. to evaluate the sum of the series ∑ n
.
4
n=0
Solution
1 1
a. Since g(x) = is the derivative of f(x) = , we can find a power series representation for g by
2
(1 − x) 1−x
n
∑(n + 1)x
n=0
for |x| < 1. Note does not guarantee anything about the behavior of this series at the endpoints. Testing the endpoints
by using the divergence test, we find that the series diverges at both endpoints x = ±1 .Note that this is the same result
found in Example.
b. From part a. we know that
∞
n
1
∑(n + 1)x = .
(1 − x)2
n=0
Therefore,
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∞ ∞
n+1 1 n
∑ = ∑(n + 1)( )
46n 4
n=0 n=0
1
=
1
2
(1 − )
4
3
2
( )
4
16
Exercise 1.2.5
1 2
Differentiate the series = ∑
∞
n=0
(n + 1)x
n
term-by-term to find a power series representation for on the
2 3
(1 − x) (1 − x)
interval (−1, 1) .
Hint
Write out the first several terms and apply the power rule.
Answer
∞
n
∑(n + 2)(n + 1)x
n=0
For each of the following functions f, find a power series representation for f by integrating the power series for f' and find
its interval of convergence.
a. f(x) = ln(1 + x)
−1
b. f(x) = tan x
Solution:
1
a. For f(x) = ln(1 + x) ,the derivative is f'(x) = . We know that
1+x
1 1 ∞ n 2 3
= = ∑n=0 (−x ) = 1−x +x −x +…
1+x 1 − (−x)
for |x| < 1 . To find a power series for f(x) = ln(1 + x) , we integrate the series term-by-term.
2 3 4
x x x
2 3
∫ f'(x)dx = ∫ (1 − x + x −x + …)dx = C + x − + − +…
2 3 4
1
Since f(x) = ln(1 + x) is an antiderivative of , it remains to solve for the constant C. Since ln(1 + 0) = 0 , we
1+x
for |x| < 1 . Note does not guarantee anything about the behavior of this power series at the endpoints. However,
checking the endpoints, we find that at x = 1 the series is the alternating harmonic series, which converges. Also, at
x = −1 , the series is the harmonic series, which diverges. It is important to note that, even though this series converges
at x = 1 , Note does not guarantee that the series actually converges to ln(2). In fact, the series does converge to ln(2),
but showing this fact requires more advanced techniques. (Abel’s theorem, covered in more advanced texts, deals with
this more technical point.) The interval of convergence is (−1, 1] .
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1
b. The derivative of f(x) = tan −1
x is f'(x) = 2
. We know that
1+x
1 1 ∞ 2 n 2 4 6
= = ∑ (−x ) = 1−x +x −x +…
n=0
1 + x2 1 − (−x2 )
Since tan −1
(0) = 0 , we have C = 0 . Therefore, a power series representation for f(x) = tan −1
x is
3 5 7 2n+1
x x x ∞
x
−1 n
tan x = x − + − +… = ∑ (−1)
n=0
3 5 7 2n + 1
for |x| < 1 . Again, Note does not guarantee anything about the convergence of this series at the endpoints. However,
checking the endpoints and using the alternating series test, we find that the series converges at x = 1 and x = −1 . As
discussed in part a., using Abel’s theorem, it can be shown that the series actually converges to tan (1) and −1
Exercise 1.2.6
n
x
Integrate the power series ln(1 + x) = ∑ ∞
n=1
(−1)
n+1
term-by-term to evaluate ∫ ln(1 + x)dx.
n
Hint
n+1 n
x x
Use the fact that is an antiderivative of .
(n + 1)n n
Answer
∞ n n
(−1) x
∑
n(n − 1)
n=2
Up to this point, we have shown several techniques for finding power series representations for functions. However, how do we
know that these power series are unique? That is, given a function f and a power series for f at a , is it possible that there is a
different power series for f at a that we could have found if we had used a different technique? The answer to this question is no.
This fact should not seem surprising if we think of power series as polynomials with an infinite number of terms. Intuitively, if
2 2
c0 + c1 x + c2 x + … = d0 + d1 x + d2 x +… (1.2.21)
for all values x in some open interval I about zero, then the coefficients c should equal d for n ≥ 0 . We now state this result
n n
formally.
Uniqueness of Power Series
∞ ∞
Let ∑ c n
(x − a)
n
and ∑ d n
(x − a)
n
be two convergent power series such that
n=0 n=0
∞ ∞
n n
∑ cn (x − a) = ∑ dn (x − a) (1.2.22)
n=0 n=0
Proof
Let
2 3
f(x) = c0 + c1 (x − a) + c2 (x − a) + c3 (x − a) +…
2 3
= d0 + d1 (x − a) + d2 (x − a) + d3 (x − a) + ….
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Then f(a) = c 0
= d0 . By Note, we can differentiate both series term-by-term. Therefore,
2
f'(x) = c1 + 2c2 (x − a) + 3c3 (x − a) +…
2
= d1 + 2d2 (x − a) + 3d3 (x − a) + …,
= 2d2 + 3 ⋅ 2d3 (x − a) + …
In this section we have shown how to find power series representations for certain functions using various algebraic operations,
differentiation, or integration. At this point, however, we are still limited as to the functions for which we can find power series
representations. Next, we show how to find power series representations for many more functions by introducing Taylor series.
1.2.4 Key Concepts
∞ ∞
difference of the two series converge to f ± g , respectively, on I . In addition, for any real number b and integer m ≥ 0 , the
∞ ∞
series ∑ bx m n
cn x converges to bx m
f(x) and the series ∑ c n
(bx
m n
) converges to f(bx m
) whenever bx is in the interval
m
n=0 n=0
I .
Given two power series that converge on an interval (−R, R), the Cauchy product of the two power series converges on the
interval (−R, R) .
Given a power series that converges to a function f on an interval (−R, R) , the series can be differentiated term-by-term and
the resulting series converges to f' on (−R, R) . The series can also be integrated term-by-term and the resulting series
converges to ∫ f(x)dx on (−R, R) .
1.2.5 Glossary
n=1
n+1
(x − a)
∞
C + ∑n=0 cn
n+1
1.2.6 Contributors
Gilbert Strang (MIT) and Edwin “Jed” Herman (Harvey Mudd) with many contributing authors. This content by OpenStax is
licensed with a CC-BY-SA-NC 4.0 license. Download for free at http://cnx.org.
This page titled 1.2: Properties of Power Series is shared under a CC BY-NC-SA 4.0 license and was authored, remixed, and/or curated by Pamini Thangarajah.
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