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Series

Infinite Series - Numbers 

 
Integral Test and p-Series
The Integral Test Consider a series S an such that

        an >    and     an > an+1

We can plot the points (n,an) on a graph and construct rectangles whose bases are of length 1 and whose heights are of length an.  If we can find a continuous function f(x) such that

        f(n)  =  an
        http://ltcconline.net/greenl/courses/107/Series/inttes1.gif
then notice that the area of these rectangles (light blue plus purple) is an upper Reimann sum for the area under the graph of f(x).  Hence 

        http://ltcconline.net/greenl/courses/107/Series/inttes2.gif

Similarly, if we investigate the lower Reimann sum we see that
        http://ltcconline.net/greenl/courses/107/Series/inttes3.gif
Since the first term is of a series has no bearing in its convergence or divergence, this proves the following theorem:

           Theorem:  The Integral Test

Let f(x) be a positive continuous function that is eventually
decreasing and let
f(n) = an
Then
 http://ltcconline.net/greenl/courses/107/Series/inttes4.gif converges if and only if     http://ltcconline.net/greenl/courses/107/Series/inttes5.gif converges.


 Note the contrapositive:
 Corollary
  http://ltcconline.net/greenl/courses/107/Series/inttes4.gifDiverges if and only if 

          http://ltcconline.net/greenl/courses/107/Series/inttes5.gif  diverges.
Example:
A.  Consider the series:  
http://ltcconline.net/greenl/courses/107/Series/inttes6.gifWe use the Integral Test:
Let : f(x) = 1/x2  
   http://ltcconline.net/greenl/courses/107/Series/inttes7.gif 
Hence by the Integral Test 
   
http://ltcconline.net/greenl/courses/107/Series/inttes6.gif     converges.
What does it converge to?  We use a calculator to get 1.635...
B.   Consider the series 
  
http://ltcconline.net/greenl/courses/107/Series/inttes8.gif  We use the Integral Test.  Let

        http://ltcconline.net/greenl/courses/107/Series/inttes9.gif 
  http://ltcconline.net/greenl/courses/107/Series/inttes10.gif Hence by the Integral Test
       http://ltcconline.net/greenl/courses/107/Series/inttes11.gifdiverges.  
P-Series Test A special case of the integral test is when

                     1
        an  =          
                    np
for some p.  The theorem below discusses this.
Theorem:  P-Series Test
Consider the series        http://ltcconline.net/greenl/courses/107/Series/inttes12.gif 
1.    If p > 1 then the series converges
2.    If 0 < p < 1 then the series diverges
Proof:
We use the integral test with the function

                        1
        f(x)  =          
                       xp 
For p not equal to 1,

        http://ltcconline.net/greenl/courses/107/Series/inttes13.gif
Note that this limit converges if
        -p + 1 < 0 or   p > 1      The limit diverges for p < 1 For p = 1 we have the harmonic series         http://ltcconline.net/greenl/courses/107/Series/inttes14.gif   and the integral test gives:         http://ltcconline.net/greenl/courses/107/Series/inttes15.gifAnother proof that the harmonic series diverges.
Comparison Tests
 The Direct Comparison Test

If a series "looks like" a geometric series or a P-series (or some other known series) we can use the test below to determine convergence or divergence.
Theorem:  The Direct Comparison Test
 Let     <  a <  b   for all n (large)
 1. If http://ltcconline.net/greenl/courses/107/Series/comp1.16.gif converges then http://ltcconline.net/greenl/courses/107/Series/comp1.17.gif also converges.
 2. If http://ltcconline.net/greenl/courses/107/Series/comp1.18.gif diverges then http://ltcconline.net/greenl/courses/107/Series/comp1.19.gif also diverges.
Example
Determine if         http://ltcconline.net/greenl/courses/107/Series/comp1.20.gif   converges.
Solution:


Let 
    http://ltcconline.net/greenl/courses/107/Series/comp1.21.gif   and      bn  =   =  e-n
                      
For  bn we can use the integral test:

  http://ltcconline.net/greenl/courses/107/Series/comp1.22.gif    We could have also used the geometric series test to show that
 http://ltcconline.net/greenl/courses/107/Series/comp1.23.gifconverges.  Since http://ltcconline.net/greenl/courses/107/Series/comp1.24.gifconverges and         0  <  an  <  bn  we can conclude by the comparison test that http://ltcconline.net/greenl/courses/107/Series/comp1.25.gif converges also.  We use this test when

                    1
        bn =            
                    np

or other recognizable such as rn.  We often find the bn by dropping the constants.
Exercises:  
Test the following for convergence
A.              http://ltcconline.net/greenl/courses/107/Series/comp1.26.gif
B.               http://ltcconline.net/greenl/courses/107/Series/comp1.27.gif 

Limit Comparison Test
Sometimes, the comparison test does not work since the inequality works the wrong way.  If the functions are similar, then we can use an alternate test.
             Limit Comparison Test
Suppose that 

          an > 0,      bn > 0  and   http://ltcconline.net/greenl/courses/107/Series/comp1.28.gif

for some finite positive L. Then both converge or both diverge.
Example:

Determine if the series 
      http://ltcconline.net/greenl/courses/107/Series/comp1.29.gif converges.  
Solution


We compare with the harmonic series    http://ltcconline.net/greenl/courses/107/Series/comp1.30.gifwhich diverges.

We have

        http://ltcconline.net/greenl/courses/107/Series/comp1.31.gif
Which is a finite positive value.  Thus by the LCT,  http://ltcconline.net/greenl/courses/107/Series/comp1.29.gifdiverges.
Exercises:
   Determine if the following converge or diverge.
A.  http://ltcconline.net/greenl/courses/107/Series/comp1.32.gif
B.   http://ltcconline.net/greenl/courses/107/Series/comp1.33.gif

Proof of the Comparison Test
Let an   be sequence of positive numbers such that  <  b <  an

and such that the sequence 
   http://ltcconline.net/greenl/courses/107/Series/comp1.34.gif then if Bn  represents the nth partial sum of bn  and An is the nth partial sum of an then

        0  <  B <  An   <  L

so that Bn  is a bounded sequence.  Bn is monotonic since the terms are all positive, hence Bn converges.  Now let an  be a sequence of positive numbers such that  0 < an  < bn   and such that
 http://ltcconline.net/greenl/courses/107/Series/comp1.35.gifdiverges.   Then if bn  converges this would contradict the first part of the Comparison test with the roles of a and b switched.  Hence bn diverges.
Proof of the Limit Comparison Test
Suppose that http://ltcconline.net/greenl/courses/107/Series/comp1.36.gif diverges and that  
 http://ltcconline.net/greenl/courses/107/Series/comp1.37.gif then for large n ,  an   >  bn (L/2)


but if  http://ltcconline.net/greenl/courses/107/Series/comp1.38.gif diverges so does http://ltcconline.net/greenl/courses/107/Series/comp1.39.gif.  Now by the direct comparison test, http://ltcconline.net/greenl/courses/107/Series/comp1.40.gif diverges
Notes on the Limit Comparison Test
If   http://ltcconline.net/greenl/courses/107/Series/comp1.41.gifconverges and      http://ltcconline.net/greenl/courses/107/Series/comp1.42.gifthen an  is forced to be      very small compared to bn  for large n        and hence     http://ltcconline.net/greenl/courses/107/Series/comp1.35.gif also converges.    Also if  http://ltcconline.net/greenl/courses/107/Series/comp1.41.gifdiverges and

        http://ltcconline.net/greenl/courses/107/Series/comp1.43.gif    then an  is forced to be very large hence http://ltcconline.net/greenl/courses/107/Series/comp1.35.gif also diverges.  
  Alternating Series
The Alternating Series Test

Suppose that a weight from a spring is released.  Let a1 be the distance that the spring drops on the first bounce.  Let a2 be the amount the weight travels up the first time.  Let a3  be the amount the weight travels on the way down for the second trip. Let a4 be the amount that the weight travels on the way up for the second trip, etc.         http://ltcconline.net/greenl/courses/107/Series/altser1.gif

Then  eventually the weight will come to rest somewhere in the middle. This leads us to
          Theorem: The Alternating Series Test   
       Let an  >  0 for all n and suppose that the following two conditions hold:
1.    { an } is a decreasing sequence for large n.
2.    http://ltcconline.net/greenl/courses/107/Series/altser2.gif   Then the corresponding series   http://ltcconline.net/greenl/courses/107/Series/altser3.gif and   http://ltcconline.net/greenl/courses/107/Series/altser_files/image002.gifconverge.
Proof:
We will prove the theorem for the second given series.  This is enough, since the first can be obtained from the second just by multiplying by -1.  We look at the series as adding two at a time and then adding them all together.

        s2n = (a1 - a2) + (a3 - a4) + ...+ (a2n-1 - a2n)  >  0

which shows that this is bounded below by 0.  Now single out the first term and then add the rest two at a time

        s2n = a1 - (a2 - a3) - (a4 - a5) - ...- (a2n-2 - a2n-1) - a2n
       
  = a1 - [(a2 - a3) + (a4 - a5) + ...+ (a2n-2 - a2n-1) + a2n]

 
This second equation subtracts a positive number from the first term.  Hence   s2n < a1  which shows that the sequence is bounded above by a1.  Notice that s2n is monotonic since each difference is positive.  Therefore s2n  is bounded and monotonic and thus converges.  Since the an tend toward zero as n tends towards infinity, we have
  http://ltcconline.net/greenl/courses/107/Series/altser4.gif The limit of the partial sums exist and hence the series converges.
Example 
      http://ltcconline.net/greenl/courses/107/Series/altser5.gifconverges by the alternating series test, since the

        http://ltcconline.net/greenl/courses/107/Series/altser6.gif and

           1                1
                  >                 
           n              n + 1

Exercises:


Determine whether the following converge:
A.  http://ltcconline.net/greenl/courses/107/Series/altser7.gif
B.   http://ltcconline.net/greenl/courses/107/Series/altser8.gif
The Remainder Theorem
Consider the spring example again.  The weight will always be between the two previous positions.  Hence we have
      The Remainder Theorem

Let 
   http://ltcconline.net/greenl/courses/107/Series/altser9.gifthen    |L - sn<  an + 1   

  This says that the error in using n terms to approximate an alternating series is always less then the n + 1st term.
Example

Use a calculator to determine
  http://ltcconline.net/greenl/courses/107/Series/altser10.gif
With an error of less than .01.
Solution:
We have     Error < .01
so choose n such that

             1
                   <  .01   
            n

Here, n  =  101 will work.  Then use your calculator to get  0.70.
Absolute and Conditional Convergence

                                 Definitions
1.    http://ltcconline.net/greenl/courses/107/Series/altser3.gif is called absolutely convergent if http://ltcconline.net/greenl/courses/107/Series/altser11.gifconverges.
2.    http://ltcconline.net/greenl/courses/107/Series/altser3.gif  is called conditionally convergent if http://ltcconline.net/greenl/courses/107/Series/altser3.gif
 
 converges, but http://ltcconline.net/greenl/courses/107/Series/altser11.gif diverges.
Example: 
The alternating harmonic series  is conditionally convergent 


       
http://ltcconline.net/greenl/courses/107/Series/altser12.gif

since we saw before that it converges by the alternating series test but its absolute value (the harmonic series) diverges.  
The series     http://ltcconline.net/greenl/courses/107/Series/altser13.gif

is absolutely convergent since the series of the absolute value of its terms is a P-series with p  =  2, hence converges.

The Rearrangement Theorem
The Rearrangement Theorem
Let http://ltcconline.net/greenl/courses/107/Series/altser14.gifbe a conditionally convergent series and let k be a real number.  Then there exists a rearrangement of the terms so that you add them up and end up with k. As strange as it may seem, addition is not commutative for conditionally convergent series.  On the other hand for absolutely convergent series any rearrangement produces the same limit.
Root and Ratio Test
The Ratio Test
             Theorem:  The Ratio Test

 
Let http://ltcconline.net/greenl/courses/107/Series/ratio.15.gifbe a series then
1.    If 
 http://ltcconline.net/greenl/courses/107/Series/ratio.16.gif then the series converges absolutely.
2.    If
  
http://ltcconline.net/greenl/courses/107/Series/ratio.17.gif then the series diverges.
3.    If
 
http://ltcconline.net/greenl/courses/107/Series/ratio.18.gif  then try another test.
Proof:  Suppose that

                   http://ltcconline.net/greenl/courses/107/Series/ratio.19.gif  then for the tail,

        |an+1|  <  R |an|

   
     |an+2|  <  R |an+1|  <  R2 |an|  ...

        |an+k|  <  Rk |an|  

So that
  http://ltcconline.net/greenl/courses/107/Series/ratio.20.gifWhich converges by the GST.
Example

Determine the convergence or divergence of
                     http://ltcconline.net/greenl/courses/107/Series/ratio.21.gif

We use the Ratio Test:
                    http://ltcconline.net/greenl/courses/107/Series/ratio.22.gif
Hence the series converges by the Ratio Test
Exercises

Determine the convergence or divergence of
A.  http://ltcconline.net/greenl/courses/107/Series/ratio.23.gif
B.   http://ltcconline.net/greenl/courses/107/Series/ratio.24.gif
      I.            The Root Test
The final test for convergence of a series is called the Root Test.

The Root Test
Let http://ltcconline.net/greenl/courses/107/Series/ratio.15.gifbe a series with nonzero terms at the tail, then
    1.            http://ltcconline.net/greenl/courses/107/Series/ratio.15.gifconverges absolutely if 

          http://ltcconline.net/greenl/courses/107/Series/ratio.25.gif  <  1
    2.            http://ltcconline.net/greenl/courses/107/Series/ratio.15.gifdiverges if 

          http://ltcconline.net/greenl/courses/107/Series/ratio.25.gif  >  1
    3.            If  

          http://ltcconline.net/greenl/courses/107/Series/ratio.25.gif  =  1    then try another test.
Example

Determine the convergence or divergence of
  http://ltcconline.net/greenl/courses/107/Series/ratio.26.gif

We use the root test:  
   http://ltcconline.net/greenl/courses/107/Series/ratio.27.gif
Hence the series diverges.
  Exercises  
Determine the convergence or divergence of
D.              http://ltcconline.net/greenl/courses/107/Series/ratio.28.gif
E.               http://ltcconline.net/greenl/courses/107/Series/ratio.29.gif
 Taylor Polynomials
Review of the Tangent Line

Recall that if f(x) is a function, then f '(a) is the slope of the tangent line at x = a.  Hence

  y - f(a) = f '(a) (x - a)  or    P1(x)  =  y  =  f(a) + f '(a) (x - a)

is the equation of the tangent line.  We can say that this is the best linear approximation to f(x) near a.
Note:      P1'(a) = f '(a).
Quadratic Approximations
Example

Let   f(x) = e2x   Find the best quadratic approximation at  x = 0.
Solution 

Note     f '(x) = 2e2x   and   f ''(x) = 4e2x
Let    P2(x)  =  a0 + a1x + a2x2    Take derivatives we obtain 
           
P'2(x) = a1 + 2a2x   and     P''2(x) = 2a2
We want the derivatives of f and P to match up.  We have
        P2(0)  =  a0  =  f(0)  =  1
Hence   a0 = 1
  Next    P2'(0)   =  a =  f '(0)  =  2
Hence   a1 = 2
Finally    P2''(0) = 2a2 = f ''(0) = 4
Hence    a2 = 2  So  :  P2(x) = 1 + 2x + 2x2

        http://ltcconline.net/greenl/courses/107/Series/taylor30.gif
      
Notice that the tangent line approximates the curve well for values near x = 0, however the quadratic approximation is a better fit near this point.  This leads us to the idea of using higher degree polynomials to get even better fitting curves.
  The Taylor Polynomial
                         The Taylor Polynomial
The nth degree Taylor polynomial at x = a is
                                            f ''(a)                      f (3)(a)                         f (n)(a)  
Pn(x) =  f(a) + f '(a)(x - a) +              (x - a)2  +              (x - a)3 + ... +              (x - a)n
                                             2!                          3!                                  n!

         http://ltcconline.net/greenl/courses/107/Series/taylor32.gif

Suppose that we want the best nth degree approximation to f(x) at x = a.  We compare f(x) to

    Pn(x) =  a0 + a1(x - a) + a2(x - a)2  + a3(x - a)3 + ... + an(x - a)n

We make the following observations:

        f(a)  =  Pn(a)  =  a0   so that     a0  =  f(a)

Now we investigate the first derivative.
 f '(a)  =  P'n(a)  =   a1 + 2a2(x - a)  + 3a3(x - a)2 + ... + nan(x - a)n-1 at x = a
so that    a1 = f '(a)  Taking second derivatives gives         f ''(a) = P''n(a) =   2a2 + (3)(2)a3(x - a)+ ... + n(n - 1)an(x - a)n-2 at x = a

so that

                    1
        a2 =           f ''(a)
                    2

Note
Each time we take a derivative we pick up the next integer in other words
      
                     1
        a3 =              f '''(a)
                  (2)(3)
If we define f(k)(a) to mean the kth derivative of f evaluated at a  then

                     1
        ak  =              f (k) (a)
                     k!
We now have the key ingredient for our main result.


The special case when a = 0 is called the McLaurin Series
The McLaurin Polynomial

The McLaurin Polynomial of a differentiable function f(x) is 

         
http://ltcconline.net/greenl/courses/107/Series/taylor33.gif

Examples:

Find the fifth degree McLaurin Polynomial for sin x.   Solution We construct the following table to assist in finding the derivatives.         
k
f (k)(x)
f (k)(0)
0
sin x
0
1
cos x
1
2
-sin x
0
3
-cos x
-1
4
sin x
0
5
cos x
1
Now put this into the formula to get

                               1              0               -1                0               1
        P5(x) = 0  +          x  +           x2  +          x3  +          x4  +          x5
                              1!             2!               3!               4!              5!
                      x3           x5   
        =  x  -            +         
                      6          120
Notice how well the McLaurin polynomial  (in green) approximates y = sin x (in red) for on period.
        http://ltcconline.net/greenl/courses/107/Series/taylor34.gif
 

Taylor's Remainder
Taylor's Remainder Theorem says that any smooth function can be written as an nth degree Taylor polynomial plus a function that is of order n + 1 near x = c.
          Taylor's Remainder Theorem

If f is smooth from a to b, let Pn(x)  be the nth degree Taylor polynomial at x = c, then for every x there is a z between x and c with
                                   f (n+1)(z)     
          f(x) = Pn(x) +                     (x - c)n+1
                                   (n + 1)!



Example

We have
                                   (0.1)3     (0.1)5     sin z
        sin(0.1)  =  0.1  -            +           -           (0.1)6  =  .099833416667 + E
                                      6          120         6!
  Where

                   1
        E  <          (.1)6  = .0000000014
                  6!
We see that the error quite small.
 Power Series
Definition of a Power Series
          Definition of a Power Series

Let f(x) be the function represented by the series

        http://ltcconline.net/greenl/courses/107/Series/pow.ht35.gif

Then f(x) is called a power series function.


More generally, if f(x) is represented by the series

        http://ltcconline.net/greenl/courses/107/Series/pow.ht36.gif

Then we call f(x) a power series centered at x = c.  The domain of f(x) is called the Interval of Convergence and half the length of the domain is called the Radius of Convergence.

The Radius of Convergence
To compute the radius of convergence, we use the ratio test.


Example:  Find the radius of convergence of

        http://ltcconline.net/greenl/courses/107/Series/pow.ht37.gif
Solution:
  We use the Ratio Test:         http://ltcconline.net/greenl/courses/107/Series/pow.ht38.gif
We solve  
 
        http://ltcconline.net/greenl/courses/107/Series/pow.ht39.gif    or     |x - 3| < 2  so that      1 < x < 5
Since

           1
                (5 - 1) = 2
           2
the radius of convergence is 2.  Notice that we could have use the geometric series test and obtained the same result.  The ratio test is the most likely test to work, but occasionally another test such as the geometric series test or the root test is easier to use.
Exercise:

Find the radius of convergence of

        http://ltcconline.net/greenl/courses/107/Series/pow.ht40.gif
Interval of Convergence
To find the interval of convergence we follow the three steps:
1.    Use the ratio test to find the interval where the series is absolutely convergent.
2.    Plug in the left endpoint to see if it converges at the left endpoint.  (AST may be useful).
3.    Plug in the right endpoint to see if it converges at the right endpoint.  (AST may be useful).
Example:

Find the interval of convergence for the previous example:

        http://ltcconline.net/greenl/courses/107/Series/pow.ht37.gif
Solution:  
1.    We have already  done this step and found that the series converges absolutely
for 1 < x < 5.
2.    We plug in x = 1 to get

        http://ltcconline.net/greenl/courses/107/Series/pow.ht41.gif

This series diverges by the limit test.
3.    We plug in x = 5 to get

        http://ltcconline.net/greenl/courses/107/Series/pow.ht42.gif

This series also diverges by the limit test.
Hence the endpoints are not included in the interval of convergence.  We can conclude that the interval of convergence is
  1 < x < 5
Exercise
Find the interval of convergence of the previous exercise:

        http://ltcconline.net/greenl/courses/107/Series/pow.ht40.gif
Differentiation  and Integration of Power Series
                                       Theorem

Suppose that a function is given by the power series

          
 Since a power series is a function, it is natural to ask if the function is continuous, differentiable or integrable.  The following theorem answers this question.

Creating Power Series From Functions
The Geometric Power Series

Recall that

       
http://ltcconline.net/greenl/courses/107/Series/geoPow8.gif Substituting x for r, we have

        http://ltcconline.net/greenl/courses/107/Series/geoPow9.gif

We write
http://ltcconline.net/greenl/courses/107/Series/geoPow10.gif
  Milking the Geometric Power Series By using substitution, we can obtain power series expansions from the geometric series.
Example 1

Substituting x2 for x, we have

        http://ltcconline.net/greenl/courses/107/Series/geoPow11.gif
Example 2

Multiplying by x we have
        http://ltcconline.net/greenl/courses/107/Series/geoPow12.gif
Example 3


Suppose we want to find the power series for 
                          1
      f(x)  =                  
                      2x - 3
centered at x = 4.  We rewrite the function as                      1                            1
                                    =                     
          2(x - 4) + 8 - 3          2(x - 4) + 5


        http://ltcconline.net/greenl/courses/107/Series/geoPow13.gif
Example 4


Substituting -x for x, we have

        http://ltcconline.net/greenl/courses/107/Series/geoPow14.gif
Example 5


Substituting x2 in for x in the previous example, we have

        http://ltcconline.net/greenl/courses/107/Series/geoPow15.gif
Example 6


Taking the integral of the previous example, we have

        http://ltcconline.net/greenl/courses/107/Series/geoPow16.gif
Exercise
 Find the power series that represents the following functions:
A.  ln(1 + x)
B.   tanh-1x
C.   -(1 - x)-2 
Integrating Impossible Functions We can use power series to integrate functions where there are no standard techniques of integration available.


Example:

Use power series to find the integral 

    
http://ltcconline.net/greenl/courses/107/Series/geoPow17.gif
Then use this integral to approximate
      http://ltcconline.net/greenl/courses/107/Series/geoPow18.gif
Solution: 

Notice that this is a very difficult integral to solve.  We resort to power series.  First we use the series expansion from Example 6, replacing x with x2.
  http://ltcconline.net/greenl/courses/107/Series/geoPow19.gif
Integrating we arrive at the solution
http://ltcconline.net/greenl/courses/107/Series/geoPow20.gif
Now to solve the definite integral, notice that when we plug in 0 we get 0, hence the definite integral is
  http://ltcconline.net/greenl/courses/107/Series/geoPow21.gif
Using the first 5 terms to approximate this we get 0.300
Notice that the error is less than the next term (which comes from x23/253)

        E < 1/253  =  .004.
Taylor Series
Taylor Series

Recall that the Taylor polynomial of degree n for a differentiable function f(x) centered
at x = c is
http://ltcconline.net/greenl/courses/107/Series/taylrs22.gif

If we let n approach infinity, we arrive at the Taylor Series for f(x) centered at x = c.
 
Definition

The Taylor Series for f(x) centered at x = c is
http://ltcconline.net/greenl/courses/107/Series/taylrs23.gif

If c = 0 we call this series the Mclaurin Series for f(x).  Recall that the error of the nth degree Taylor Polynomial is given by

                    f (n+1)(z)
        R =                        (z - c)n+1
                      (n + 1)!

Hence if

        http://ltcconline.net/greenl/courses/107/Series/taylrs24.gif

then the Taylor Series converges.
Example
Find the McLaurin Series expansion for
    f(x) = cos(x)
Solution
We construct the following table.
n
f (n)(x)
f (n)(0)
0
cos x
1
1
-sin x
0
2
-cos x
-1
3
sin x
0
4
cos x
1
5
-sin x
0
6
-cos x
-1


Hence we have the series

          x2        x4        x6        x8 
1  -           +         -         +           - ...
          2!        4!        6!        8!

Notice that the series only contains even powers of x and even factorials.  Even numbers can be represented by 2n.  Also notice that this is an alternating series, hence the McLaurin series is

        http://ltcconline.net/greenl/courses/107/Series/taylrs25.gif
Exercises  Find the Taylor series expansion for
A.  sin(x) centered at x = p/2
B.   sinh(x) centered at x = 0
Statistics

The Standard Normal Distribution function is defined by
  Normal Distribution Function 
             http://ltcconline.net/greenl/courses/107/Series/taylrs26.gif
We define the probability as follows:     
     Definition of Probability
          http://ltcconline.net/greenl/courses/107/Series/taylrs27.gif


Example:

Use McLaurin series and the fact that
        http://ltcconline.net/greenl/courses/107/Series/taylrs28.gif to approximate the probability of getting a "B" in this class if the average is 70 and the standard deviation is 10 and the instructor grades on a "curve".  A "B" corresponds to between 1 and 2 standard deviations from the mean, hence we need to compute         http://ltcconline.net/greenl/courses/107/Series/taylrs29.gif
We can calculate the first many terms on the calculator to get an approximate value of
   0.76

  In the first quarter you learned a proof that


        http://ltcconline.net/greenl/courses/107/Series/taylrs30.gif

In the second quarter you used L'Hopitals rule.  Now we will do it a third way:  We have

        http://ltcconline.net/greenl/courses/107/Series/taylrs31.gif

Hence

                                 x2         x3
        1  -  cos x  =                     + ...
                                 2          3

Now divide both sides by x to get
         1  -  cos x          x          x2
                            =                    + ...
                x                 2          3


When x = 0, the right hand side becomes zero, hence so does the left hand side.
Exercise
Prove L'Hopital's Rule using power series. 
Addition and Subtraction of Power Series
Theorem

Suppose that we have two functions and their power series

 Representations
   http://ltcconline.net/greenl/courses/107/Series/taylrs6.gifand    http://ltcconline.net/greenl/courses/107/Series/taylrs7.gif
Then
          http://ltcconline.net/greenl/courses/107/Series/taylrs12.gif

 http://ltcconline.net/greenl/courses/107/Series/taylrs9a.gif
Example:

We have that the power series representation of

                              1
        ln(1 - x) +             
                           1 - x

 is

        http://ltcconline.net/greenl/courses/107/Series/taylrs5.gif
Exercise

Find the power Series Representation for

        arctan x + arctanh x
Multiplication of Power Series Suppose we have two power series

        http://ltcconline.net/greenl/courses/107/Series/taylrs6.gif

and

        http://ltcconline.net/greenl/courses/107/Series/taylrs7.gif

What is the power series for

        f(x)g(x)

Consider the following example.  Let 



    http://ltcconline.net/greenl/courses/107/Series/TAYLRS13a.gif

We can multiply these series as though they were finite series.  We collect the coefficients:
·         The constant term is 1.
·         The first degree term is 1 + 1 = 2.
·         The second degree term is 1 + 1 + 1/2 = 5/2.
·         The third degree term is 1 + 1 + 1/2 + 1/6 = 8/3
·         The fourth degree term is 1 + 1 + 1/2 + 1/6 + 1/24 = 65/24
We can continue this process indefinitely, or better yet use a computer to generate the terms. The series is
                      5             8              65
        1 + x +       x2   +        x3  +           x4  + ...
                      2             3              24     

 Division of Power Series Suppose we want to find the power series representation of

        http://ltcconline.net/greenl/courses/107/Series/taylrs11.gif
We multiply by the denominator and equate coefficients:

        (c0 + c1x + c2x2 + ...)(1 + x + x2/2 + x3/6 + x4/24 + ...) = (x - x3/3 +  x5/5- x7/7 +...)
·         The constant coefficient gives us  c0 = 0.
·         The first degree term gives us c0 + c1 = 1. Hence c1 = 1.
·         The second degree term gives us 1 + c2 =  0. Hence c2 = -1.
·         The third degree term gives us 1/2 - 1 + c3 = -1/3.  Hence c3 = 1 - 1/2 - 1/3 = 1/6.
and so on.   The series is                        1
        x - x2 +       x3 + ...
                       6
 Series
Definition of a Series
Let an be a sequence then we define the nth partial sum of an as
sn = a1 + a2 + ... + an

In other words, we define sn by adding up the first n terms of an.  We define the series as the limit of  the sn that is
S =  San   =  a1 + a2 + a3 + ...

If the limit exists then we say that the series converges.  Otherwise, we say that the series diverges.  
  Example  consider

                            1                    1
        an  =                            -          
                     n2 + 2n + 1            n2
Evaluate

        http://ltcconline.net/greenl/courses/107/Series/series3.gif
Solution
We write out the first four terms:

            1           1               1           1                1           1                1           1
                  -              +             -              +             -              +             -              +  ...
            4           1               9           4               16          9               25         16
                  1           1           1           1            1           1           1           1
         =  -         +            -           +            -           +           -           +              +  ...
                  1           4           4           9            9          16         16         25

        =   -1
Such a series is called a telescoping series.

Geometric Series We define a geometric series to be a series of the form         Sarn For example:         3/2 + 3/4 + 3/8 + ...
      Geometric Series Test

For 0 < |r| < 1  we have
http://ltcconline.net/greenl/courses/107/Series/series4.gif
and for |r| > 1 the series diverges.

Proof:
Let  s  =  a + ar + ar2 + ar3 + ar4 + ...

Then   rs  =  ar + ar2 + ar3 + ar4 + ...    
subtracting the second equation from the first we get         s - rs  =  a  or s(1 - r)  =  a,
                      a
       s  =               
                   1 – r
The Limit Test

The Limit Test 
If S an converges then
          http://ltcconline.net/greenl/courses/107/Series/series5.gif


Note:
 The contrapositive says that if the limit is nonzero, then the series does not converge. Caution:  If the limit goes to zero then the series still may diverge.
Examples
A.  http://ltcconline.net/greenl/courses/107/Series/series6.gif diverges by the limit test since the limit is 1 not 0.
B.   http://ltcconline.net/greenl/courses/107/Series/series7.gifdoes not converge even though the limit goes to 0.  This series is called the harmonic series.
The Harmonic Series
Harmonic Series Test 
The series with terms 1/n diverges.
Proof:  we write             1        1        1         1         1         1         1        1
                                          +                    +
            1        2        3         4         5         6         7        8
                    Theorem

Let f(x,y) be differentiable and g(x,y) = c define a smooth curve.  Then the maximum and minimum of f subject to the constraint g occur when

          grad f  = 
l grad g

for some constant
l.
               1        1        1         1         1         1         1        1
          +                                 +                    + ...
               9       10       11      12       13        14       15      16

              1        1        1         1         1         1         1        1
        >                                  +                    +
              1        2        4         4         8         8         8        8
               1        1        1         1         1         1         1        1
          +                                 +                    + ...
              16      16       16       16       16        16       16      16

              1        1        1         1     
        =                           + ...
              1        2        2         2     
which diverges by the nth term test.  Hence the harmonic series diverges.
Lagrange Multipliers
Lagrange Multipliers

Suppose that we have a function f(x,y) that we want to maximize in the restricted domain g(x,y) = c for some constant c.  Then we can look at the level curves of f and seek the largest level curve that intersects the curve g(x,y) = c.  It is not hard to see that these curves will be tangent.  Hence the gradient vectors will be parallel.


Example

Find the extrema of   f(x,y)  =  x2 - y2  subject to the constraint

        y - x2  =  0
Solution:


We have   <2x, -2y>  = 
l<-2x, 1>
This gives us the three equations:

 2x  =  -
l 2x         -2y  =  l (1)          and         y - x2  =  0

the first equation gives us (for x nonzero)
   l  =  -1

Hence the second equation becomes   -2y  =  -1
so that   y  =  ½ the third equation gives us      1/2 - x2  =  0

Hence     x  = http://ltcconline.net/greenl/courses/rootGifs/root2.gif/ 2    For x = 0, we see that y = 0
Hence the two possible local extrema are (  http://ltcconline.net/greenl/courses/rootGifs/root2.gif/ 2, 1/2) and      (0,0)

Plugging into f(x,y), we see that   f (http://ltcconline.net/greenl/courses/rootGifs/root2.gif/2, 1/2)  =  1/4
and          f(0,0)  =  0

Hence 1/4 is the local maximum and 0 is the local minimum.
Example 2

Find the distance from the origin to the surface   xyz  =  8
Solution

We minimize  D  =  x2 + y2 + z2

subject to the constraint     xyz  =  1
We have   <2x, 2y, 2z> =
l <yz, xz, xy>   2x  =  l yz       2y  =  l xz,     2z  =  l xy    or

                    2x             2y               2z
      
l  =              =                 =            
                    yz             xz                xy

Multiply all three by xyz to get  2x2  =  2y2  =  2z2

Hence       x  =  ± y  =  ± z   so that   ±x3  =   8    or    x  =  ±2

We get the points

        (2, 2, 2), (2, -2, -2), (-2, -2, 2), (-2, 2, -2)

these all have distance http://ltcconline.net/greenl/courses/rootGifs/root12.giffrom the origin.
Two constraints

Example 
Maximize   x2 + y2 + z2 

on the intersection of the two surfaces:

        xyz  =  1       and        x2 + y2 + 2z2  =  4
Solution
Now we set   grad f  =  a grad g + b grad h
which gives

        <2x, 2y, 2z>  =  a <yz, xz, xy> + b <2x, 2y, 4z>

we have the five equations:

       2x  =  ayz + 2bx,     2y  =  axz + 2by,     2z  =  axy + 4bz,  

        xyz  =  1,   and     x2 + z  =  1

Multiply the first equation by x, the second by y and the third by z gives

        2x2  =  axyz + 2bx2,     2y2  =  axyz + 2by2,     2z2  =  axyz + 4bz2,

Solving each for axyz gives

        axyz  =  2x2  - 2bx2  =  2y2  - 2by2  =  2z2  - 4bz2

This gives that

        2x2(1 - b)  =  2y2(1 - b)  =  2z2 (1 - 2b)

This first equality gives

        x  =  ±y

Using the last of the original equations to solve for x2 gives

        x2   =  1 - z

The equation
        xyz  =  1 becomes         (1 - z)z  =  1 or         z2 - z + 1  =  0

Using the quadratic formula gives

        z  = 1/2 ± http://ltcconline.net/greenl/courses/rootGifs/root5.gif/2

Now we leave it to the reader to use
        x2 + z  =  1      and      x  =  ±y
       
To find x and y.