1 Notes for Expansions/Series and Differential Equations in the Last
Total Page:16
File Type:pdf, Size:1020Kb
Notes for Expansions/Series and Differential Equations In the last discussion, we considered perturbation methods for constructing solutions/roots of algebraic equations. Three types of problems were illustrated starting from the simplest: regular (straightforward) expansions, non-uniform expansions requiring modification to the process through inner and outer expansions, and singular perturbations. Before proceeding further, we first more clearly define the various types of expansions of functions of variables. 1. Convergent and Divergent Expansions/Series Consider a series, which is the sum of the terms of a sequence of numbers. Given a sequence {a1,a2,a3,a4,a5,....,an..} , the nth partial sum Sn is the sum of the first n terms of the sequence, that is, n Sn = ak . (1) k =1 A series is convergent if the sequence of its partial sums {S1,S2,S3,....,Sn..} converges. In a more formal language, a series converges if there exists a limit such that for any arbitrarily small positive number ε>0, there is a large integer N such that for all n ≥ N , ^ Sn − ≤ ε . (2) A sequence that is not convergent is said to be divergent. Examples of convergent and divergent series: • The reciprocals of powers of 2 produce a convergent series: 1 1 1 1 1 1 + + + + + + ......... = 2 . (3) 1 2 4 8 16 32 • The reciprocals of positive integers produce a divergent series: 1 1 1 1 1 1 + + + + + + ......... (4) 1 2 3 4 5 6 • Alternating the signs of the reciprocals of positive integers produces a convergent series: 1 1 1 1 1 1 − + − + − + ......... = ln 2 . (5) 1 2 3 4 5 6 • The reciprocals of prime numbers produce a divergent series: 1 1 1 1 1 1 + + + + + ......... (6) 2 3 5 7 11 13 1 Convergence tests: There are a number of methods for determining whether a series is convergent or divergent. Comparison test: The terms of the sequence {a1,a2,a3,a4,a5,....,an..} are compared to those of another sequence {b1,b2,b3,b4,b5,....,bn..} . If, for all n, 0 ≤ an ≤ bn , and ∞ ∞ bn converges, then so does an . However, if, for all n, 0 ≤ bn ≤ an , and n=1 n=1 ∞ ∞ bn diverges, then so does an . n=1 n=1 Ratio test: Assume that for all n, an > 0. Suppose that there exists an r > 0 such that a lim n+1 = r . (7) n→∞ an If r <1, the series converges. If r >1, then the series diverges. If r = 1, the ratio test is inconclusive, and the series may converge or diverge. Root test or nth root test. Suppose that the terms of the sequence under consideration are non-negative, and that there exists r > 0 such that n lim an = r . (8) n→∞ If r <1, the series converges. If r >1, the series diverges. If r = 1, the root test is inconclusive, and the series may converge or diverge. Root test is equivalent to ratio test. Integral test: The series can be compared to an integral to establish convergence or divergence. Let f(n) = an be a positive and monotone decreasing function. If ∞ t —f (x)dx =lim—f (x)dx < ∞ , (9) 1 t→∞1 then the series converges. If however, the integral diverges, the series does so as well. 2 an Limit comparison test: If {an}, {bn} >0, and the limit lim exists and is not zero, n→∞ bn ∞ ∞ then an converges if and only if bn converges. n=1 n=1 Alternating series test: Also known as the Leibniz criterion, the alternating series test ∞ n states that for an alternating series of the form an (−1) , if {an} is monotone n=1 decreasing, and has a limit of 0, then the series converges. Cauchy condensation test: If {an} is a monotone decreasing sequence, then ∞ ∞ a converges if and only if 2k a converges. n 2k n=1 k =1 Other tests for convergence include Dirichlet's test, Abel's test and Raabe's test. Conditional and absolute convergence: Note that for any sequence {a1,a2,a3,a4,a5,....,an..} , an ≤ an for all n. Therefore, ∞ ∞ ∞ ∞ an ≤ an . This means that if an converges, then an also converges (but n=1 n=1 n=1 n=1 not vice-versa). ∞ ∞ If the series an converges, then the series an is absolutely convergent. An n=1 n=1 absolutely convergent sequence is one in which the length of the line created by joining together all of the increments to the partial sum is finitely long. The power series of the exponential function is absolutely convergent everywhere. ∞ ∞ ∞ If the series an converges but the series an diverges, then the series an is n=1 n=1 n=1 conditionally convergent. The Riemann series theorem states that if a series converges conditionally, it is possible to rearrange the terms of the series in such a way that the series converges to any value, or even diverges. 3 Uniform convergence: ∞ Let { f1, f2, f3, f4,...., fn..} be a sequence of functions. The series fn is said to n=1 converge uniformly to f if the sequence {Sn} of partial sums defined by ∞ Sn (x) = fn (x) (10) n=1 converges uniformly to f. Cauchy convergence criterion: The Cauchy convergence criterion states that a series ∞ an n=1 converges if and only if the sequence of partial sums is a Cauchy sequence. This means that for every ε > 0, there is a positive integer N such that for all n ≥ m ≥ N we have n ak < ε , (11) k =m which is equivalent to n+m lim an = 0. (12) n→∞ k =n m→∞ Radius of convergence: The radius of convergence of a power series is a non-negative quantity, either a real number or that represents a range (within the radius) in which the function will converge. For a complex power series f defined as: ∞ n f (z) = cn (z − a) (13) n=0 th where a is a constant, the center of the disk of convergence, cn is the n complex coefficient, and z is a complex variable. The radius of convergence r is a nonnegative real number or , such that the series converges if z − a < r , and diverges if z − a > r . In other words, the series converges if z is close enough to the center and diverges if it is too far away. The radius of convergence is infinite if the series converges for all complex numbers z. 4 The radius of convergence can be found by applying the root test to the terms of the series. The root test uses the number n C = limsup fn (14) n→∞ n where ƒn is the nth term cn(z − a) ("lim sup" denotes the limit superior). The root test states that the series converges if |C| < 1 and diverges if |C| > 1. It follows that the power series converges if the distance from z to the center a is less than n r =1/ limsup cn , (15) n→∞ and diverges if the distance exceeds that number. Note that r = 1/0 is interpreted as an infinite radius, meaning that ƒ is an entire function. The limit involved in the ratio test is usually easier to compute, but the limit may fail to exist, in which case the root test should be used. The ratio test uses the limit fn+1 L = lim . (16) n→∞ fn In the case of a power series, this can be used to find that cn r = lim . (17) n→∞ cn+1 2. Asymptotic Expansions An asymptotic expansion, asymptotic series or Poincaré expansion is a formal series of functions which has the property that truncating the series after a finite number of terms provides an approximation to a given function as the argument of the function tends towards a particular, often infinite, point. Let n be a sequence of continuous functions on some domain, and let L be a (possibly infinite) limit point of the domain. Then the sequence constitutes an asymptotic scale or guage functions if for every n, ϕn+1(x) = o(ϕn (x)) as x → L . If f is a continuous function on the domain of the guage functions, an asymptotic expansion of f ∞ with respect to the scale is a formal series anϕn (x) such that, for any fixed N, n=0 N f (x) = anϕn (x) + O(ϕn+1(x)) as x → L . (18) n=0 In this case, we write ∞ f (x) ~ anϕn (x) as x → L . (19) n=0 5 The most common type of an asymptotic expansion is a power series in either positive or negative terms. While a convergent Taylor series fits the definition as given, a non-convergent series is what is usually intended by the phrase. Methods of generating such expansions include the Euler-Maclaurin summation formula and integral transforms such as the Laplace and Mellin transforms. Repeated integration by parts will often lead to an asymptotic expansion. Examples of asymptotic expansions: • Gamma function (20) • Exponential integral (21) • Riemann zeta function (22) where B2m are Bernoulli numbers and is a rising factorial. This expansion is valid for all complex s and is often used to compute the zeta function by using a large enough value of N, for instance N > | s |. • Error function (23) We now move on to differential equations, and proceed in the same manner, staring from the simplest to more complex. 6 1. Introduction to Perturbations Techniques for Differential Equations (http://www.sm.luth.se/~johanb/applmath/chap2en) Consider the example of the systems shown in the picture above. Let the mass of the earth be m.The motion of the earth around the sun is an ideal case, where we have no influences from other celestial bodies.