Series and Differential Equations
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PHYS113: Series and Differential Equations Lent Term 2010 Volker Perlick Office hour: Wed 4-5 pm, C35 [email protected] I. Sequences and series of real numbers II. Taylor series III. Ordinary differential equations Literature: FLAP • K. Riley, M. Hobson, S. Bence: “Mathematical Methods for Physics and • Engineering” Cambridge UP (1974) D. Jordan, P.Smith: “Mathematical Techniques” Oxford UP (1994) • I. Sequences and series of real numbers (Cf. FLAP M1.7) I.1. Sequences of real numbers Here we consider only real numbers, complex numbers will be the subject of PHYS114. N Finite sequence (= ordered N-tuple): a =1 = a1, a2, a3,...,a { n}n { N } 1 e.g. 5, √2, 3 , 3, 3, 3, 7, 0, , ... { − } { 2} 1 Infinite sequence: a ∞ = a1, a2, a3,... { n}n=1 { } Of course, we cannot write down infinitely many numbers. There are two ways in which an infinite sequence can be unambiguously determined. (i) Give the rule that assigns to each n the element an, e.g. an = n +3 a ∞ = 4, 5, 6, 7,... { n}n=1 { } an Graphical representation: 9 Compare with function of con- 8 tinuous variable f(x). 7 A sequence is a function of a dis- 6 crete variable n, with the vari- able written as index rather than 5 as argument, an. 4 Analogy: 3 x f(x) 2 7→ 1 n a 7→ n n 1 2 3 4 5 6 (ii) (“Recursive” or “inductive” definition:) Give the first element, a1, and the rule how an+1 is constructed from an, e.g. a1 =4 , an+1 = an + 1 a1 =4 , a2 =5 , a3 =6 , a4 =7 ,... 2 Note: The index can be renamed: • a ∞=1 = a ∞=1 { n}n { m}m One can rewrite the sequence in terms of a new index that starts with a • value different from 1: an n∞=1 = ak+1 k∞=0 = aℓ+2 ℓ∞= 1 = ... { } { } { } − It is often convenient to have the index starting at 0. Two important types of sequences: Arithmetic sequence (also called “arithmetic progression”): • a +1 a = s (with s independent of n) n − n a ∞=0 with a = a0 + n s { n}n n e.g. a ∞ = 4, 7, 10, 13, 16,... , s =3. { n}n=0 { } Geometric sequence (also called “geometric progression”): • a +1 n = q (with q independent of n) an n a ∞ with a = a0 q { n}n=0 n e.g. a ∞=0 = 4, 8, 16, 32,... , q =2. { n}n { } 3 Convergence of infinite sequences: Rough idea: A sequence a ∞ { n}n=n0 converges towards c if for all suf- ficiently large n the number an is arbitrarily close to c. Precise definition: A sequence c + ε an ∞= converges towards c if for a { }n n0 m every ε > 0 there is an n such that c 2ε a c <ε for all m>n. | m − | c ε − If a ∞ converges towards c we { n}n=n0 write lim an = c n →∞ or equivalently a c for n . n → →∞ The essential point is that the definition allows to choose ε as small as you like. Note that for convergence it is irrelevant what the first 5, the first 100, or the 10 first 10 members of the sequence do. What matters is the behaviour of an if n becomes arbitrarily large. Examples of convergent sequences: 1 (i) a = 0 for n . n n → →∞ This is intuitively obvious. Here is a formal proof: Choose any ε > 0. Let n be the smallest integer such that n > 1/ε. Then we have, for all m>n, 1 1 a 0 = a = < < ε. | m − | | m| m n 1 The convergence a = 0 is illustrated by the following plot. n n → 4 1 an = n 1 1/2 1/3 1/4 1/5 n 1 2 3 4 5 6 7 8 9 In the following two examples the convergence is again intuitively obvious. It can be formally proven in a way similar to (i). 1 (ii) a = 0 for n if p > 0 . n np → →∞ Plot for p =2: 1 a = n n2 1 1/4 1/9 1/16 n 1 2 3 4 5 6 7 8 9 5 (iii) a = qn 0 for n if 0 < q < 1 . n → →∞ | | 1 an = 2n Plot for 1/2 1 q = 2 : 1/4 1/8 1/16 n 1 2 3 4 5 6 7 8 9 Other limits can be reduced to these cases. Here are two examples. 3 1 n +3 1+3n3 1 (iv) an = 3 = 1 for n 2n +5n 2+5n2 → 2 →∞ √n +1 √n √n + 1 + √n (v) an = √n +1 √n = − = − √n + 1 + √n n + 1 n = − 0 for n . √n + 1 + √n → →∞ Examples of non-convergent sequences: n (i) a = q with q > 1, e.g. a ∞ = 1, 2, 4, 8,... , q =2 . n { n}n=0 { } n For any number c we can find an n such that an = q is bigger than c, so the sequence cannot converge. In this case we say that a diverges to n ∞ and we write lim an = n ∞ or →∞ a for n . n → ∞ →∞ Analogously, we say that a diverges to if for any c we can find an n −∞ n such that an is smaller than c. 6 n (ii) a =( 1) 2, i.e. a ∞ = 2, 2, 2, 2, 2,... n − { n}n=1 {− − − } It is obvious that this sequence does not converge, because it is not confined to an arbitrarily small interval for large n. Also, it does not diverge to plus or minus infinity because the members of the sequence are obviously bounded. In this case we speak of an “oscillatory sequence”. So a sequence may converge, diverge (to + or ), or neither. A sequence ∞ −∞ with non-decreasing members, a +1 a , either converges or diverges to + . n ≥ n ∞ I.2. Series of real numbers N Finite series ( = sum): a1 + ... + a = a N X n n=1 Σ = capital greek Sigma = summation sign. Examples: 4 (a) 3+5+7+9 = (2n+1) X n=1 6 (b) 9+16+25+36 = n2 X n=3 N N Note: a = a . • X n X m n=n0 m=n0 N N 1 N 2 − − a = a +1 = a +2 = ... • X n X m X ℓ n=n0 m=n0 1 ℓ=n0 2 − − N N N ( s a + tb ) = s a + t b . • X n n X n X n n=n0 n=n0 n=n0 N M M N b a = a b , • X X m n X X n m n=n0 m=m0 m=m0 n=n0 i.e., the brackets can be dropped and the order of the sums is irrelevant. 7 ∞ a Infinite series : X n n=n0 This does not mean to sum up infinitely many numbers (which is impossible). Rather: N ∞ an = lim SN where SN = an . X N X n=n0 →∞ n=n0 Two important types of series: Arithmetic series • Recall that an arithmetic sequence is a sequence of the form an = a0 + n s. Summing up the members of an arithmetic sequence gives an arithmetic series: N N N a = (a0 + ns)=(N + 1)a0 + s n. X n X X n=0 n=0 n=1 Claim: N N(N + 1) n = X 2 n=1 Proof: N n = 1+2+ ... + (N 1) + N X − n=1 N n = N +(N 1) + ... + 2 + 1 X − n=1 ——— ———————————————————— N 2 n = (N +1)+(N +1)+ ... +(N +1)+(N + 1) X n=1 = N(N + 1) [This result dates back to Carl-Friedrich Gauss (1777 - 1855) who found it as a school boy when he was asked to sum up all integers from 1 to 100.] 8 Geometric series • Recall that a geometric sequence is a sequence of the form an = n a0 q . Summing up the members of a geometric sequence gives a geometric series: N N N n n a = a0 q = a0 q . X n X X n=0 n=0 n=0 Claim: N 1 qN+1 qn = − X 1 q n=0 − N N N Proof: (1 q) qn = qn q qn = − X X − X n=0 n=0 n=0 N N = qn qn+1 = 1 + q + ... + qN X − X n=0 n=0 q + ... + qN + qN+1 − = 1 qN+1 . − For 0 < q < 1 we have qN+1 0 for N . This gives the | | → →∞ summation formula for the infinite geometric series ∞ 1 qn = for 0 < q < 1 . X 1 q | | n=0 − For q 1 the geometric series does not converge. | |≥ 9 Here are two examples where the summation formulas for arithmetic and geo- metric series are used. 1 (i) Check if ∞=1 2n converges. Pn − 3 We calculate the partial sums N 1 N N 1 S = 2n =2 n = N X − 3 X − X 3 n=1 n=1 n=1 N(N + 1) N 2 = 2 = N 2 + N. 2 − 3 3 Hence ∞ 1 2 2 (2n )= lim SN = lim N + N = , X − 3 N N 3 ∞ n=1 →∞ →∞ so the series diverges. (2n 1) (ii) Check if ∞=0 − converges. Pn 3n We calculate the partial sums N n N N 2 N+1 1 N+1 (2 1) 2 n 1 n 1 (3) 1 (3) SN = − = = − − . X 3n X 3 − X 3 1 2 − 1 1 n=0 n=0 n=0 − 3 − 3 Hence n 2 N+1 1 N+1 ∞ (2 1) 1 (3) 1 (3) 3 3 − = lim − 2 − 1 = 3 = X 3n N 1 − 1 − 2 2 n=0 →∞ − 3 − 3 3 so the series converges towards .