Math 360: Series of Constants and Functions
Total Page:16
File Type:pdf, Size:1020Kb
Load more
Recommended publications
-
Ch. 15 Power Series, Taylor Series
Ch. 15 Power Series, Taylor Series 서울대학교 조선해양공학과 서유택 2017.12 ※ 본 강의 자료는 이규열, 장범선, 노명일 교수님께서 만드신 자료를 바탕으로 일부 편집한 것입니다. Seoul National 1 Univ. 15.1 Sequences (수열), Series (급수), Convergence Tests (수렴판정) Sequences: Obtained by assigning to each positive integer n a number zn z . Term: zn z1, z 2, or z 1, z 2 , or briefly zn N . Real sequence (실수열): Sequence whose terms are real Convergence . Convergent sequence (수렴수열): Sequence that has a limit c limznn c or simply z c n . For every ε > 0, we can find N such that Convergent complex sequence |zn c | for all n N → all terms zn with n > N lie in the open disk of radius ε and center c. Divergent sequence (발산수열): Sequence that does not converge. Seoul National 2 Univ. 15.1 Sequences, Series, Convergence Tests Convergence . Convergent sequence: Sequence that has a limit c Ex. 1 Convergent and Divergent Sequences iin 11 Sequence i , , , , is convergent with limit 0. n 2 3 4 limznn c or simply z c n Sequence i n i , 1, i, 1, is divergent. n Sequence {zn} with zn = (1 + i ) is divergent. Seoul National 3 Univ. 15.1 Sequences, Series, Convergence Tests Theorem 1 Sequences of the Real and the Imaginary Parts . A sequence z1, z2, z3, … of complex numbers zn = xn + iyn converges to c = a + ib . if and only if the sequence of the real parts x1, x2, … converges to a . and the sequence of the imaginary parts y1, y2, … converges to b. Ex. -
Formal Power Series - Wikipedia, the Free Encyclopedia
Formal power series - Wikipedia, the free encyclopedia http://en.wikipedia.org/wiki/Formal_power_series Formal power series From Wikipedia, the free encyclopedia In mathematics, formal power series are a generalization of polynomials as formal objects, where the number of terms is allowed to be infinite; this implies giving up the possibility to substitute arbitrary values for indeterminates. This perspective contrasts with that of power series, whose variables designate numerical values, and which series therefore only have a definite value if convergence can be established. Formal power series are often used merely to represent the whole collection of their coefficients. In combinatorics, they provide representations of numerical sequences and of multisets, and for instance allow giving concise expressions for recursively defined sequences regardless of whether the recursion can be explicitly solved; this is known as the method of generating functions. Contents 1 Introduction 2 The ring of formal power series 2.1 Definition of the formal power series ring 2.1.1 Ring structure 2.1.2 Topological structure 2.1.3 Alternative topologies 2.2 Universal property 3 Operations on formal power series 3.1 Multiplying series 3.2 Power series raised to powers 3.3 Inverting series 3.4 Dividing series 3.5 Extracting coefficients 3.6 Composition of series 3.6.1 Example 3.7 Composition inverse 3.8 Formal differentiation of series 4 Properties 4.1 Algebraic properties of the formal power series ring 4.2 Topological properties of the formal power series -
7. Properties of Uniformly Convergent Sequences
46 1. THE THEORY OF CONVERGENCE 7. Properties of uniformly convergent sequences Here a relation between continuity, differentiability, and Riemann integrability of the sum of a functional series or the limit of a functional sequence and uniform convergence is studied. 7.1. Uniform convergence and continuity. Theorem 7.1. (Continuity of the sum of a series) N The sum of the series un(x) of terms continuous on D R is continuous if the series converges uniformly on D. ⊂ P Let Sn(x)= u1(x)+u2(x)+ +un(x) be a sequence of partial sum. It converges to some function S···(x) because every uniformly convergent series converges pointwise. Continuity of S at a point x means (by definition) lim S(y)= S(x) y→x Fix a number ε> 0. Then one can find a number δ such that S(x) S(y) <ε whenever 0 < x y <δ | − | | − | In other words, the values S(y) can get arbitrary close to S(x) and stay arbitrary close to it for all points y = x that are sufficiently close to x. Let us show that this condition follows6 from the hypotheses. Owing to the uniform convergence of the series, given ε > 0, one can find an integer m such that ε S(x) Sn(x) sup S Sn , x D, n m | − |≤ D | − |≤ 3 ∀ ∈ ∀ ≥ Note that m is independent of x. By continuity of Sn (as a finite sum of continuous functions), for n m, one can also find a number δ > 0 such that ≥ ε Sn(x) Sn(y) < whenever 0 < x y <δ | − | 3 | − | So, given ε> 0, the integer m is found. -
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. -
Uniform Convergence and Differentiation Theorem 6.3.1
Math 341 Lecture #29 x6.3: Uniform Convergence and Differentiation We have seen that a pointwise converging sequence of continuous functions need not have a continuous limit function; we needed uniform convergence to get continuity of the limit function. What can we say about the differentiability of the limit function of a pointwise converging sequence of differentiable functions? 1+1=(2n−1) The sequence of differentiable hn(x) = x , x 2 [−1; 1], converges pointwise to the nondifferentiable h(x) = x; we will need to assume more about the pointwise converging sequence of differentiable functions to ensure that the limit function is differentiable. Theorem 6.3.1 (Differentiable Limit Theorem). Let fn ! f pointwise on the 0 closed interval [a; b], and assume that each fn is differentiable. If (fn) converges uniformly on [a; b] to a function g, then f is differentiable and f 0 = g. Proof. Let > 0 and fix c 2 [a; b]. Our goal is to show that f 0(c) exists and equals g(c). To this end, we will show the existence of δ > 0 such that for all 0 < jx − cj < δ, with x 2 [a; b], we have f(x) − f(c) − g(c) < x − c which implies that f(x) − f(c) f 0(c) = lim x!c x − c exists and is equal to g(c). The way forward is to replace (f(x) − f(c))=(x − c) − g(c) with expressions we can hopefully control: f(x) − f(c) f(x) − f(c) fn(x) − fn(c) fn(x) − fn(c) − g(c) = − + x − c x − c x − c x − c 0 0 − f (c) + f (c) − g(c) n n f(x) − f(c) fn(x) − fn(c) ≤ − x − c x − c fn(x) − fn(c) 0 0 + − f (c) + jf (c) − g(c)j: x − c n n The second and third expressions we can control respectively by the differentiability of 0 fn and the uniformly convergence of fn to g. -
G: Uniform Convergence of Fourier Series
G: Uniform Convergence of Fourier Series From previous work on the prototypical problem (and other problems) 8 < ut = Duxx 0 < x < l ; t > 0 u(0; t) = 0 = u(l; t) t > 0 (1) : u(x; 0) = f(x) 0 < x < l we developed a (formal) series solution 1 1 X X 2 2 2 nπx u(x; t) = u (x; t) = b e−n π Dt=l sin( ) ; (2) n n l n=1 n=1 2 R l nπy with bn = l 0 f(y) sin( l )dy. These are the Fourier sine coefficients for the initial data function f(x) on [0; l]. We have no real way to check that the series representation (2) is a solution to (1) because we do not know we can interchange differentiation and infinite summation. We have only assumed that up to now. In actuality, (2) makes sense as a solution to (1) if the series is uniformly convergent on [0; l] (and its derivatives also converges uniformly1). So we first discuss conditions for an infinite series to be differentiated (and integrated) term-by-term. This can be done if the infinite series and its derivatives converge uniformly. We list some results here that will establish this, but you should consult Appendix B on calculus facts, and review definitions of convergence of a series of numbers, absolute convergence of such a series, and uniform convergence of sequences and series of functions. Proofs of the following results can be found in any reasonable real analysis or advanced calculus textbook. 0.1 Differentiation and integration of infinite series Let I = [a; b] be any real interval. -
Drainage Geocomposite Workshop
January/February 2000 Volume 18, Number 1 Drainage geocomposite workshop By Gregory N. Richardson, Sam R. Allen, C. Joel Sprague A number of recent designer’s columns have focused on the design of drainage geocomposites (Richard- son and Zhao, 1998), so only areas of concern are discussed here. Two design considerations requiring the most consideration by a designer are: 1) assumed rate of fluid inflow draining into the geocomposite, and 2) long-term reduction and safety factors required to assure adequate performance over the service life of the drainage system. In regions of the United States that are not arid or semi-arid, a reasonable upper limit for inflow into a drainage layer can be estimated by assuming that the soil immediately above the drain layer is saturated. This saturation produces a unit gradient flow in the overlying soil such that the inflow rate, r, is approximately θ equal to the permeability of the soil, ksoil. The required transmissivity, , of the drainage layer is then equal to: θ = r*L/i = ksoil*L/i where L is the effective drainage length of the geocomposite and i is the flow gradient (head change/flow length). This represents an upper limit for flow into the geocomposite. In arid and semi-arid regions of the USA saturation of the soil layers may be an overly conservative assumption, however, no alternative rec- ommendations can currently be given. Regardless of the assumed r value, a geocomposite drainage layer must be designed such that flow is not in- advertently restricted prior to removal from the drain. -
Series of Functions Theorem 6.4.2
Math 341 Lecture #30 x6.4: Series of Functions Recall that we constructed the continuous nowhere differentiable function from Section 5.4 by using a series. We will develop the tools necessary to showing that this pointwise convergent series is indeed a continuous function. Definition 6.4.1. Let fn, n 2 N, and f be functions on A ⊆ R. The infinite series 1 X fn(x) = f1(x) + f2(x) + f3(x) + ··· n=1 converges pointwise on A to f(x) if the sequence of partial sums, sk(x) = f1(x) + f2(x) + ··· + fk(x) converges pointwise to f(x). The series converges uniformly on A to f if the sequence sk(x) converges uniformly on A to f(x). Uniform convergence of a series on A implies pointwise convergence of the series on A. For a pointwise or uniformly convergent series we write 1 1 X X f = fn or f(x) = fn(x): n=1 n=1 When the functions fn are continuous on A, each partial sum sk(x) is continuous on A by the Algebraic Continuity Theorem (Theorem 4.3.4). We can therefore apply the theory for uniformly convergent sequences to series. Theorem 6.4.2 (Term-by-term Continuity Theorem). Let fn be continuous functions on A ⊆ . If R 1 X fn n=1 converges uniformly to f on A, then f is continuous on A. Proof. We apply Theorem 6.2.6 to the partial sums sk = f1 + f2 + ··· + fk. When the functions fn are differentiable on a closed interval [a; b], we have that each partial sum sk is differentiable on [a; b] as well. -
Classical Analysis
Classical Analysis Edmund Y. M. Chiang December 3, 2009 Abstract This course assumes students to have mastered the knowledge of complex function theory in which the classical analysis is based. Either the reference book by Brown and Churchill [6] or Bak and Newman [4] can provide such a background knowledge. In the all-time classic \A Course of Modern Analysis" written by Whittaker and Watson [23] in 1902, the authors divded the content of their book into part I \The processes of analysis" and part II \The transcendental functions". The main theme of this course is to study some fundamentals of these classical transcendental functions which are used extensively in number theory, physics, engineering and other pure and applied areas. Contents 1 Separation of Variables of Helmholtz Equations 3 1.1 What is not known? . .8 2 Infinite Products 9 2.1 Definitions . .9 2.2 Cauchy criterion for infinite products . 10 2.3 Absolute and uniform convergence . 11 2.4 Associated series of logarithms . 14 2.5 Uniform convergence . 15 3 Gamma Function 20 3.1 Infinite product definition . 20 3.2 The Euler (Mascheroni) constant γ ............... 21 3.3 Weierstrass's definition . 22 3.4 A first order difference equation . 25 3.5 Integral representation definition . 25 3.6 Uniform convergence . 27 3.7 Analytic properties of Γ(z)................... 30 3.8 Tannery's theorem . 32 3.9 Integral representation . 33 3.10 The Eulerian integral of the first kind . 35 3.11 The Euler reflection formula . 37 3.12 Stirling's asymptotic formula . 40 3.13 Gauss's Multiplication Formula . -
Summary of Tests for Series Convergence
Calculus Maximus Notes 9: Convergence Summary Summary of Tests for Infinite Series Convergence Given a series an or an n1 n0 The following is a summary of the tests that we have learned to tell if the series converges or diverges. They are listed in the order that you should apply them, unless you spot it immediately, i.e. use the first one in the list that applies to the series you are trying to test, and if that doesn’t work, try again. Off you go, young Jedis. Use the Force. Remember, it is always with you, and it is mass times acceleration! nth-term test: (Test for Divergence only) If liman 0 , then the series is divergent. If liman 0 , then the series may converge or diverge, so n n you need to use a different test. Geometric Series Test: If the series has the form arn1 or arn , then the series converges if r 1 and diverges n1 n0 a otherwise. If the series converges, then it converges to 1 . 1 r Integral Test: In Prison, Dogs Curse: If an f() n is Positive, Decreasing, Continuous function, then an and n1 f() n dn either both converge or both diverge. 1 This test is best used when you can easily integrate an . Careful: If the Integral converges to a number, this is NOT the sum of the series. The series will be smaller than this number. We only know this it also converges, to what is anyone’s guess. The maximum error, Rn , for the sum using Sn will be 0 Rn f x dx n Page 1 of 4 Calculus Maximus Notes 9: Convergence Summary p-series test: 1 If the series has the form , then the series converges if p 1 and diverges otherwise. -
Sequences and Series of Functions, Convergence, Power Series
6: SEQUENCES AND SERIES OF FUNCTIONS, CONVERGENCE STEVEN HEILMAN Contents 1. Review 1 2. Sequences of Functions 2 3. Uniform Convergence and Continuity 3 4. Series of Functions and the Weierstrass M-test 5 5. Uniform Convergence and Integration 6 6. Uniform Convergence and Differentiation 7 7. Uniform Approximation by Polynomials 9 8. Power Series 10 9. The Exponential and Logarithm 15 10. Trigonometric Functions 17 11. Appendix: Notation 20 1. Review Remark 1.1. From now on, unless otherwise specified, Rn refers to Euclidean space Rn n with n ≥ 1 a positive integer, and where we use the metric d`2 on R . In particular, R refers to the metric space R equipped with the metric d(x; y) = jx − yj. (j) 1 Proposition 1.2. Let (X; d) be a metric space. Let (x )j=k be a sequence of elements of X. 0 (j) 1 Let x; x be elements of X. Assume that the sequence (x )j=k converges to x with respect to (j) 1 0 0 d. Assume also that the sequence (x )j=k converges to x with respect to d. Then x = x . Proposition 1.3. Let a < b be real numbers, and let f :[a; b] ! R be a function which is both continuous and strictly monotone increasing. Then f is a bijection from [a; b] to [f(a); f(b)], and the inverse function f −1 :[f(a); f(b)] ! [a; b] is also continuous and strictly monotone increasing. Theorem 1.4 (Inverse Function Theorem). Let X; Y be subsets of R. -
Uniform Convergence and Polynomial Approximation
PROBLEMS AND NOTES: UNIFORM CONVERGENCE AND POLYNOMIAL APPROXIMATION SAMEER CHAVAN Abstract. These are the lecture notes prepared for the participants of IST to be conducted at BP, Pune from 3rd to 15th November, 2014. Contents 1. Pointwise and Uniform Convergence 1 2. Lebesgue's Proof of Weierstrass' Theorem 2 3. Bernstein's Theorem 3 4. Applications of Weierstrass' Theorem 4 5. Stone's Theorem and its Consequences 5 6. A Proof of Stone's Theorem 7 7. M¨untz-Sz´aszTheorem 8 8. Nowhere Differentiable Continuous Function 9 References 10 1. Pointwise and Uniform Convergence n Exercise 1.1 : Consider the function fn(x) = x for x 2 [0; 1]: Check that ffng converges pointwise to f; where f(x) = 0 for x 2 [0; 1) and f(1) = 1: n Exercise 1.2 : Consider the function fm(x) = limn!1(cos(m!πx)) for x 2 R: Verify the following: (1) ffmg converges pointwise to f; where f(x) = 0 if x 2 R n Q; and f(x) = 1 for x 2 Q: (2) f is discontinuous everywhere, and hence non-integrable. Remark 1.3 : If f is pointwise limit of a sequence of continuous functions then the set of continuties of f is everywhere dense [1, Pg 115]. Consider the vector space B[a; b] of bounded function from [a; b] into C: Let fn; f be such that fn − f 2 B[a; b]. A sequence ffng converges uniformly to f if kfn − fk1 := sup jfn(x) − f(x)j ! 0 as n ! 1: x2[a;b] 1 2 SAMEER CHAVAN Theorem 1.4.