MATH 21-123 Tips on Using Tests of Convergence 1. Geometric Series
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Riemann Sums Fundamental Theorem of Calculus Indefinite
Riemann Sums Partition P = {x0, x1, . , xn} of an interval [a, b]. ck ∈ [xk−1, xk] Pn R(f, P, a, b) = k=1 f(ck)∆xk As the widths ∆xk of the subintervals approach 0, the Riemann Sums hopefully approach a limit, the integral of f from a to b, written R b a f(x) dx. Fundamental Theorem of Calculus Theorem 1 (FTC-Part I). If f is continuous on [a, b], then F (x) = R x 0 a f(t) dt is defined on [a, b] and F (x) = f(x). Theorem 2 (FTC-Part II). If f is continuous on [a, b] and F (x) = R R b b f(x) dx on [a, b], then a f(x) dx = F (x) a = F (b) − F (a). Indefinite Integrals Indefinite Integral: R f(x) dx = F (x) if and only if F 0(x) = f(x). In other words, the terms indefinite integral and antiderivative are synonymous. Every differentiation formula yields an integration formula. Substitution Rule For Indefinite Integrals: If u = g(x), then R f(g(x))g0(x) dx = R f(u) du. For Definite Integrals: R b 0 R g(b) If u = g(x), then a f(g(x))g (x) dx = g(a) f( u) du. Steps in Mechanically Applying the Substitution Rule Note: The variables do not have to be called x and u. (1) Choose a substitution u = g(x). du (2) Calculate = g0(x). dx du (3) Treat as if it were a fraction, a quotient of differentials, and dx du solve for dx, obtaining dx = . -
Abel's Identity, 131 Abel's Test, 131–132 Abel's Theorem, 463–464 Absolute Convergence, 113–114 Implication of Condi
INDEX Abel’s identity, 131 Bolzano-Weierstrass theorem, 66–68 Abel’s test, 131–132 for sequences, 99–100 Abel’s theorem, 463–464 boundary points, 50–52 absolute convergence, 113–114 bounded functions, 142 implication of conditional bounded sets, 42–43 convergence, 114 absolute value, 7 Cantor function, 229–230 reverse triangle inequality, 9 Cantor set, 80–81, 133–134, 383 triangle inequality, 9 Casorati-Weierstrass theorem, 498–499 algebraic properties of Rk, 11–13 Cauchy completeness, 106–107 algebraic properties of continuity, 184 Cauchy condensation test, 117–119 algebraic properties of limits, 91–92 Cauchy integral theorem algebraic properties of series, 110–111 triangle lemma, see triangle lemma algebraic properties of the derivative, Cauchy principal value, 365–366 244 Cauchy sequences, 104–105 alternating series, 115 convergence of, 105–106 alternating series test, 115–116 Cauchy’s inequalities, 437 analytic functions, 481–482 Cauchy’s integral formula, 428–433 complex analytic functions, 483 converse of, 436–437 counterexamples, 482–483 extension to higher derivatives, 437 identity principle, 486 for simple closed contours, 432–433 zeros of, see zeros of complex analytic on circles, 429–430 functions on open connected sets, 430–432 antiderivatives, 361 on star-shaped sets, 429 for f :[a, b] Rp, 370 → Cauchy’s integral theorem, 420–422 of complex functions, 408 consequence, see deformation of on star-shaped sets, 411–413 contours path-independence, 408–409, 415 Cauchy-Riemann equations Archimedean property, 5–6 motivation, 297–300 -
The Radius of Convergence of the Lam\'{E} Function
The radius of convergence of the Lame´ function Yoon-Seok Choun Department of Physics, Hanyang University, Seoul, 133-791, South Korea Abstract We consider the radius of convergence of a Lame´ function, and we show why Poincare-Perron´ theorem is not applicable to the Lame´ equation. Keywords: Lame´ equation; 3-term recursive relation; Poincare-Perron´ theorem 2000 MSC: 33E05, 33E10, 34A25, 34A30 1. Introduction A sphere is a geometric perfect shape, a collection of points that are all at the same distance from the center in the three-dimensional space. In contrast, the ellipsoid is an imperfect shape, and all of the plane sections are elliptical or circular surfaces. The set of points is no longer the same distance from the center of the ellipsoid. As we all know, the nature is nonlinear and geometrically imperfect. For simplicity, we usually linearize such systems to take a step toward the future with good numerical approximation. Indeed, many geometric spherical objects are not perfectly spherical in nature. The shape of those objects are better interpreted by the ellipsoid because they rotates themselves. For instance, ellipsoidal harmonics are shown in the calculation of gravitational potential [11]. But generally spherical harmonics are preferable to mathematically complex ellipsoid harmonics. Lame´ functions (ellipsoidal harmonic fuctions) [7] are applicable to diverse areas such as boundary value problems in ellipsoidal geometry, Schrodinger¨ equations for various periodic and anharmonic potentials, the theory of Bose-Einstein condensates, group theory to quantum mechanical bound states and band structures of the Lame´ Hamiltonian, etc. As we apply a power series into the Lame´ equation in the algebraic form or Weierstrass’s form, the 3-term recurrence relation starts to arise and currently, there are no general analytic solutions in closed forms for the 3-term recursive relation of a series solution because of their mathematical complexity [1, 5, 13]. -
Calculus and Differential Equations II
Calculus and Differential Equations II MATH 250 B Sequences and series Sequences and series Calculus and Differential Equations II Sequences A sequence is an infinite list of numbers, s1; s2;:::; sn;::: , indexed by integers. 1n Example 1: Find the first five terms of s = (−1)n , n 3 n ≥ 1. Example 2: Find a formula for sn, n ≥ 1, given that its first five terms are 0; 2; 6; 14; 30. Some sequences are defined recursively. For instance, sn = 2 sn−1 + 3, n > 1, with s1 = 1. If lim sn = L, where L is a number, we say that the sequence n!1 (sn) converges to L. If such a limit does not exist or if L = ±∞, one says that the sequence diverges. Sequences and series Calculus and Differential Equations II Sequences (continued) 2n Example 3: Does the sequence converge? 5n 1 Yes 2 No n 5 Example 4: Does the sequence + converge? 2 n 1 Yes 2 No sin(2n) Example 5: Does the sequence converge? n Remarks: 1 A convergent sequence is bounded, i.e. one can find two numbers M and N such that M < sn < N, for all n's. 2 If a sequence is bounded and monotone, then it converges. Sequences and series Calculus and Differential Equations II Series A series is a pair of sequences, (Sn) and (un) such that n X Sn = uk : k=1 A geometric series is of the form 2 3 n−1 k−1 Sn = a + ax + ax + ax + ··· + ax ; uk = ax 1 − xn One can show that if x 6= 1, S = a . -
Topic 7 Notes 7 Taylor and Laurent Series
Topic 7 Notes Jeremy Orloff 7 Taylor and Laurent series 7.1 Introduction We originally defined an analytic function as one where the derivative, defined as a limit of ratios, existed. We went on to prove Cauchy's theorem and Cauchy's integral formula. These revealed some deep properties of analytic functions, e.g. the existence of derivatives of all orders. Our goal in this topic is to express analytic functions as infinite power series. This will lead us to Taylor series. When a complex function has an isolated singularity at a point we will replace Taylor series by Laurent series. Not surprisingly we will derive these series from Cauchy's integral formula. Although we come to power series representations after exploring other properties of analytic functions, they will be one of our main tools in understanding and computing with analytic functions. 7.2 Geometric series Having a detailed understanding of geometric series will enable us to use Cauchy's integral formula to understand power series representations of analytic functions. We start with the definition: Definition. A finite geometric series has one of the following (all equivalent) forms. 2 3 n Sn = a(1 + r + r + r + ::: + r ) = a + ar + ar2 + ar3 + ::: + arn n X = arj j=0 n X = a rj j=0 The number r is called the ratio of the geometric series because it is the ratio of consecutive terms of the series. Theorem. The sum of a finite geometric series is given by a(1 − rn+1) S = a(1 + r + r2 + r3 + ::: + rn) = : (1) n 1 − r Proof. -
Absolute and Conditional Convergence, and Talk a Little Bit About the Mathematical Constant E
MATH 8, SECTION 1, WEEK 3 - RECITATION NOTES TA: PADRAIC BARTLETT Abstract. These are the notes from Friday, Oct. 15th's lecture. In this talk, we study absolute and conditional convergence, and talk a little bit about the mathematical constant e. 1. Random Question Question 1.1. Suppose that fnkg is the sequence consisting of all natural numbers that don't have a 9 anywhere in their digits. Does the corresponding series 1 X 1 nk k=1 converge? 2. Absolute and Conditional Convergence: Definitions and Theorems For review's sake, we repeat the definitions of absolute and conditional conver- gence here: P1 P1 Definition 2.1. A series n=1 an converges absolutely iff the series n=1 janj P1 converges; it converges conditionally iff the series n=1 an converges but the P1 series of absolute values n=1 janj diverges. P1 (−1)n+1 Example 2.2. The alternating harmonic series n=1 n converges condition- ally. This follows from our work in earlier classes, where we proved that the series itself converged (by looking at partial sums;) conversely, the absolute values of this series is just the harmonic series, which we know to diverge. As we saw in class last time, most of our theorems aren't set up to deal with series whose terms alternate in sign, or even that have terms that occasionally switch sign. As a result, we developed the following pair of theorems to help us manipulate series with positive and negative terms: 1 Theorem 2.3. (Alternating Series Test / Leibniz's Theorem) If fangn=0 is a se- quence of positive numbers that monotonically decreases to 0, the series 1 X n (−1) an n=1 converges. -
11.3-11.4 Integral and Comparison Tests
11.3-11.4 Integral and Comparison Tests The Integral Test: Suppose a function f(x) is continuous, positive, and decreasing on [1; 1). Let an 1 P R 1 be defined by an = f(n). Then, the series an and the improper integral 1 f(x) dx either BOTH n=1 CONVERGE OR BOTH DIVERGE. Notes: • For the integral test, when we say that f must be decreasing, it is actually enough that f is EVENTUALLY ALWAYS DECREASING. In other words, as long as f is always decreasing after a certain point, the \decreasing" requirement is satisfied. • If the improper integral converges to a value A, this does NOT mean the sum of the series is A. Why? The integral of a function will give us all the area under a continuous curve, while the series is a sum of distinct, separate terms. • The index and interval do not always need to start with 1. Examples: Determine whether the following series converge or diverge. 1 n2 • X n2 + 9 n=1 1 2 • X n2 + 9 n=3 1 1 n • X n2 + 1 n=1 1 ln n • X n n=2 Z 1 1 p-series: We saw in Section 8.9 that the integral p dx converges if p > 1 and diverges if p ≤ 1. So, by 1 x 1 1 the Integral Test, the p-series X converges if p > 1 and diverges if p ≤ 1. np n=1 Notes: 1 1 • When p = 1, the series X is called the harmonic series. n n=1 • Any constant multiple of a convergent p-series is also convergent. -
1 Mean Value Theorem 1 1.1 Applications of the Mean Value Theorem
Seunghee Ye Ma 8: Week 5 Oct 28 Week 5 Summary In Section 1, we go over the Mean Value Theorem and its applications. In Section 2, we will recap what we have covered so far this term. Topics Page 1 Mean Value Theorem 1 1.1 Applications of the Mean Value Theorem . .1 2 Midterm Review 5 2.1 Proof Techniques . .5 2.2 Sequences . .6 2.3 Series . .7 2.4 Continuity and Differentiability of Functions . .9 1 Mean Value Theorem The Mean Value Theorem is the following result: Theorem 1.1 (Mean Value Theorem). Let f be a continuous function on [a; b], which is differentiable on (a; b). Then, there exists some value c 2 (a; b) such that f(b) − f(a) f 0(c) = b − a Intuitively, the Mean Value Theorem is quite trivial. Say we want to drive to San Francisco, which is 380 miles from Caltech according to Google Map. If we start driving at 8am and arrive at 12pm, we know that we were driving over the speed limit at least once during the drive. This is exactly what the Mean Value Theorem tells us. Since the distance travelled is a continuous function of time, we know that there is a point in time when our speed was ≥ 380=4 >>> speed limit. As we can see from this example, the Mean Value Theorem is usually not a tough theorem to understand. The tricky thing is realizing when you should try to use it. Roughly speaking, we use the Mean Value Theorem when we want to turn the information about a function into information about its derivative, or vice-versa. -
3.3 Convergence Tests for Infinite Series
3.3 Convergence Tests for Infinite Series 3.3.1 The integral test We may plot the sequence an in the Cartesian plane, with independent variable n and dependent variable a: n X The sum an can then be represented geometrically as the area of a collection of rectangles with n=1 height an and width 1. This geometric viewpoint suggests that we compare this sum to an integral. If an can be represented as a continuous function of n, for real numbers n, not just integers, and if the m X sequence an is decreasing, then an looks a bit like area under the curve a = a(n). n=1 In particular, m m+2 X Z m+1 X an > an dn > an n=1 n=1 n=2 For example, let us examine the first 10 terms of the harmonic series 10 X 1 1 1 1 1 1 1 1 1 1 = 1 + + + + + + + + + : n 2 3 4 5 6 7 8 9 10 1 1 1 If we draw the curve y = x (or a = n ) we see that 10 11 10 X 1 Z 11 dx X 1 X 1 1 > > = − 1 + : n x n n 11 1 1 2 1 (See Figure 1, copied from Wikipedia) Z 11 dx Now = ln(11) − ln(1) = ln(11) so 1 x 10 X 1 1 1 1 1 1 1 1 1 1 = 1 + + + + + + + + + > ln(11) n 2 3 4 5 6 7 8 9 10 1 and 1 1 1 1 1 1 1 1 1 1 1 + + + + + + + + + < ln(11) + (1 − ): 2 3 4 5 6 7 8 9 10 11 Z dx So we may bound our series, above and below, with some version of the integral : x If we allow the sum to turn into an infinite series, we turn the integral into an improper integral. -
What Is on Today 1 Alternating Series
MA 124 (Calculus II) Lecture 17: March 28, 2019 Section A3 Professor Jennifer Balakrishnan, [email protected] What is on today 1 Alternating series1 1 Alternating series Briggs-Cochran-Gillett x8:6 pp. 649 - 656 We begin by reviewing the Alternating Series Test: P k+1 Theorem 1 (Alternating Series Test). The alternating series (−1) ak converges if 1. the terms of the series are nonincreasing in magnitude (0 < ak+1 ≤ ak, for k greater than some index N) and 2. limk!1 ak = 0. For series of positive terms, limk!1 ak = 0 does NOT imply convergence. For alter- nating series with nonincreasing terms, limk!1 ak = 0 DOES imply convergence. Example 2 (x8.6 Ex 16, 20, 24). Determine whether the following series converge. P1 (−1)k 1. k=0 k2+10 P1 1 k 2. k=0 − 5 P1 (−1)k 3. k=2 k ln2 k 1 MA 124 (Calculus II) Lecture 17: March 28, 2019 Section A3 Recall that if a series converges to a value S, then the remainder is Rn = S − Sn, where Sn is the sum of the first n terms of the series. An upper bound on the magnitude of the remainder (the absolute error) in an alternating series arises form the following observation: when the terms are nonincreasing in magnitude, the value of the series is always trapped between successive terms of the sequence of partial sums. Thus we have jRnj = jS − Snj ≤ jSn+1 − Snj = an+1: This justifies the following theorem: P1 k+1 Theorem 3 (Remainder in Alternating Series). -
The Binomial Series 16.3
The Binomial Series 16.3 Introduction In this Section we examine an important example of an infinite series, the binomial series: p(p − 1) p(p − 1)(p − 2) 1 + px + x2 + x3 + ··· 2! 3! We show that this series is only convergent if |x| < 1 and that in this case the series sums to the value (1 + x)p. As a special case of the binomial series we consider the situation when p is a positive integer n. In this case the infinite series reduces to a finite series and we obtain, by replacing x with b , the binomial theorem: a n(n − 1) (b + a)n = bn + nbn−1a + bn−2a2 + ··· + an. 2! Finally, we use the binomial series to obtain various polynomial expressions for (1 + x)p when x is ‘small’. ' • understand the factorial notation $ Prerequisites • have knowledge of the ratio test for convergence of infinite series. Before starting this Section you should ... • understand the use of inequalities '& • recognise and use the binomial series $% Learning Outcomes • state and use the binomial theorem On completion you should be able to ... • use the binomial series to obtain numerical approximations & % 26 HELM (2008): Workbook 16: Sequences and Series ® 1. The binomial series A very important infinite series which occurs often in applications and in algebra has the form: p(p − 1) p(p − 1)(p − 2) 1 + px + x2 + x3 + ··· 2! 3! in which p is a given number and x is a variable. By using the ratio test it can be shown that this series converges, irrespective of the value of p, as long as |x| < 1. -
Series: Convergence and Divergence Comparison Tests
Series: Convergence and Divergence Here is a compilation of what we have done so far (up to the end of October) in terms of convergence and divergence. • Series that we know about: P∞ n Geometric Series: A geometric series is a series of the form n=0 ar . The series converges if |r| < 1 and 1 a1 diverges otherwise . If |r| < 1, the sum of the entire series is 1−r where a is the first term of the series and r is the common ratio. P∞ 1 2 p-Series Test: The series n=1 np converges if p1 and diverges otherwise . P∞ • Nth Term Test for Divergence: If limn→∞ an 6= 0, then the series n=1 an diverges. Note: If limn→∞ an = 0 we know nothing. It is possible that the series converges but it is possible that the series diverges. Comparison Tests: P∞ • Direct Comparison Test: If a series n=1 an has all positive terms, and all of its terms are eventually bigger than those in a series that is known to be divergent, then it is also divergent. The reverse is also true–if all the terms are eventually smaller than those of some convergent series, then the series is convergent. P P P That is, if an, bn and cn are all series with positive terms and an ≤ bn ≤ cn for all n sufficiently large, then P P if cn converges, then bn does as well P P if an diverges, then bn does as well. (This is a good test to use with rational functions.