© in This Web Service Cambridge University

Total Page:16

File Type:pdf, Size:1020Kb

© in This Web Service Cambridge University Cambridge University Press 978-0-521-86744-3 - Calculus: Third Edition Michael Spivak Index More information INDEX © in this web service Cambridge University Press www.cambridge.org Cambridge University Press 978-0-521-86744-3 - Calculus: Third Edition Michael Spivak Index More information © in this web service Cambridge University Press www.cambridge.org Cambridge University Press 978-0-521-86744-3 - Calculus: Third Edition Michael Spivak Index More information AalbmcndoE, 273 Archimedian property Abel, Niels Henrik, 404, 513 for the rational numbers, 574 Abel summable, 514 for the real numbers, 136 Abel's formula for summation by parts, Archimedian spiral, 85, 246 388 Arcsec, 317, 379 Abel's Lemma, 389 Arcsin, 307 Abel's test, 488 addition formula for, 314 Abel's Theorem, 513 derivative of, 308 Absolute value, 11 Taylor series for, 509 of a complex number, 525 Arctan, 308 Absolutely convergent, 473, 547 addition formula for, 314 Absolutely summable, 473 derivative of, 308 Acceleration, 159 Taylor polynomial for, 407, 414 remainder term for, 422 Acta Eruditorum, 146 Addition, 3 Area, 250, 255 associative law for, 9 Arg cosh, 350 commutative law for, 9 Arg sinh, 350 of complex numbers, 522 Arg tanh, 350 Argument, 527 geometric interpretation of, 526 Argument function, 533 of vector-valued functions, 242 discontinuities of, 537 of vectors, 75 Argument of the hyperbolic Addition formula functions, 350 for arcsin, 314 Arithmetic mean, 33 for arctan, 314 Arrow, 75, 76 for cos, 311 \x arrow sin(x2)", 45 for sin, 310, 311 Associative law for tan, 314 for addition, 9 Additive identity of vectors, 76 existence of, 9 for multiplication, 9 for vectors, 76 Average velocity, 150 Additive inverses Axis existence of, 9 horizontal, 57 Algebra, Fundamental Theorem of, imaginary, 525 373, 529, 539, 558 real, 524 Algebraic functions, 359 vertical, 57 Algebraic number, 435 Algebraist's real numbers, 588 Almost lower bound, 140 Almost upper bound, 140 Bacon, Francis, vi Analyst's real numbers, 588 Basic properties of numbers, 3 Angle, 300 \Bent graphs", 147 directed, 300 Bernoulli, 146, 565 Antidiagonal, 239 Bernoulli numbers, 563 Arabic numerals, multiplication of, 8 Bernoulli polynomials, 566 Arc length, 275, 281 Bernoulli's inequality, 32 Arccos, 308 Big game hunting, mathematical derivative of, 308 theory of, 543 Archimedes, 136, 139, 260 Binary operation, 571 659 © in this web service Cambridge University Press www.cambridge.org Cambridge University Press 978-0-521-86744-3 - Calculus: Third Edition Michael Spivak Index More information 660 Index Binomial coefˇcient, 27, 429 Closed rectangle, 538 Binomial series, 487, 510 Closure under addition, 9 Binomial theorem, 28 Closure under multiplication, 9 Bisection argument, 140, 543 Commutative law Bohr, Harold, 390 for addition, 9 Bolzano-Weierstrass Theorem, 451, 461, of vectors, 76 543 for multiplication, 9 Bound Comparison test, 467, 468 almost lower, 140 Comparison Theorem, Sturm, 320 almost upper, 140 Complete induction, 23 greatest lower, 132 Complete ordered ˇeld, 574, 593 least upper, 131, 574 Completing the square, 17, 375 lower, 132 Complex analysis, 556 upper, 131 Complex function Bounded above, 120, 131, 450, 574 continuous, 536 Bounded below, 132, 450 differentiable, 541 Bourbaki, Nicholas, 146 graph of, 533 limit of, 533 nondifferentiable, 542 Taylor series for, 554 Cardioid, 89, 247 Complex nth root, 527 Cartesian coordinates, 84 Complex numbers, 517, 522 Cauchy, 278 absolute value of, 525 Cauchy Condensation Theorem, 488 addition of, 522 Cauchy criterion, 466 geometric interpretation of, 526 Cauchy form of the remainder, 417, geometric interpretation of, 525 419 imaginary part of, 522 Cauchy Mean Value Theorem, 201 inˇnite sequence of, 546 Cauchy product, 486, 505 inˇnite series of, 546{548 Cauchy sequence, 452, 562 logarithm of, 561 equivalence of, 589 modulus of, 525 Cauchy-Hadamard formula, 560 multiplication of, 522 Cauchy-Schwarz inequality, 278 geometric interpretation Cavalieri, 272 of, 526{527 Cesaro summable, 486 real part of, 522 Chain Rule, 172 ff. Complex plane, 524 proof of, 176 Complex power series, 548 Change, rate of, 150 circle of convergence of, 550 Characteristic (of a ˇeld), 576 radius of convergence of, 550 Circle, 65 Complex-valued functions, 532 \f circle g", 44 Composition of functions, 44 unit, 66 Concave function, 217 Circle of convergence, 550 Conditionally convergent series, 474 Classical notation Cone, 80 for derivatives, 152{154, 160, 165, generating line of, 80 184, 238 surface area of, 399 for integrals, 262 Conic sections, 80; see also Ellipse, Cleio, 183 Hyperbola, Parabola Closed interval, 57 Conjugate, 525, 530 © in this web service Cambridge University Press www.cambridge.org Cambridge University Press 978-0-521-86744-3 - Calculus: Third Edition Michael Spivak Index More information Index 661 Conjugate function, 532 derivative of, 307 Constant function, 43 Cubic equation, general solution, Construction of the real numbers, 519{520 578 ff. Curve Continued fraction, 455 parameterized, tangent line of, 243 Continuous, uniformly, 142 parametric representation of, 241 Continuous at a, 113, 536 reparameterization of, 244 Continuous function, 113, 116, 537 Cycloid, 247 nowhere differentiable, 157, 501 Continuous on (a, b), 116 Continuous on [a,b], 116 Contraction, 459 Darboux's Theorem, 211 Contraction lemma, 459 De Moivre's Theorem, 527 Converge Decimal expansion, 73, 485 pointwise, 494 Decreasing function, 192 uniformly, 494, 498 Decreasing sequence, 450 Convergent sequence, 446, 546 Dedekind, Richard, 38 Convergent series, 465, 547 Deˇned implicitly, 238 absolutely, 473, 547 Deˇnite integral, 361 conditionally, 474 DEFINITION,47 Convex function, 216 Deˇnition, recursive, 23 strictly, 226 Degree (of a polynomial), 42 weakly, 226 Degree measurement, 63, 301{302 Convex subset of the plane, 226, 544 Delicate ratio test, 486 Cooling, Newton's law of, 352 Delicate root test, 486 Coordinate Dense, 138 ˇrst, 57 Derivative, 147 ff., 149 second, 57 classical notation for, 152{154, 160, Coordinate system, 57 165, 184, 238 cartesian, 84 higher-order, 159 origin of, 57 \inˇnite", 156 Coordinates left-hand, 154 polar, 84 Leibnizian notation for, see Derivative, \Corner", 60 classical notation for Cos, 300, 303, 318{319, 554 logarithmic, 348 addition formula for, 311 \negative inˇnity", 156 derivative of, 170, 304 of f , 149 inverse of, see Arccos of f at a, 149 Taylor polynomials for, 407 of vector-valued function, 243 remainder term for, 420 right-hand, 154 Cosh, 349 Schwarzian, 182 Cosine, hyperbolic, 349 second, 159 Cot, 307 Schwarz, 431 derivative of, 307 Derivative of quotient, incantation for, Countable, 442 169 Counting numbers, 21 Descartes, Rene,à 84 Critical point, 187 Determinant, 79 Critical value, 187 of vector-valued functions, 243 Csc, 307 Diagonal, 230 © in this web service Cambridge University Press www.cambridge.org Cambridge University Press 978-0-521-86744-3 - Calculus: Third Edition Michael Spivak Index More information 662 Index Difference operator, 564 Entire function, 558 Differentiable, 149, 541 Epsilon, 18 Differential equation, 289, 297, 318, Equal up to order n, 412 320, 352, 357, 432 Equality, order of, 412 initial conditions for, 433 Equations, differential, see Differential Differentiation, 166 ff. equations implicit, 238 Equivalent Cauchy sequences, 589 logarithmic, 348 Etymology lesson, 82 Differentiation operator, 564 Euler, 565 Dini's Theorem, 515 Euler's number, 456 Directed angle, 300 Euler-Maclaurin Summation Formula, Dirichlet's test, 488 566 Disc method, 397 Even function, 51, 196 Discontinuities of a nondecreasing Even number, 25 function, 443 Eventually inside, 546 Discontinuity, removable, 119 Exhaustion, method of, 139 Disraeli, Benjamin, 2 Exp, 340 ff., 554 Distance, 58, 525 classical approach to, 354 shortest between two points, 275 elementary deˇnition of, 461 Distributive law, 9 Taylor polynomials for, 407 Diverge, 446, 547 remainder term for, 422 Division, 6 Expansion, decimal, 73, 485 Division by zero, 6 Extension of a function, 113{114 Domain, 40, 41, 47, 591 Dot product of vectors, 78 of vector-valued functions, 243 Double intersection, 163 Factorial, 23 Double root, 183 Factorials, table of, 428 Durege, 38 Factorization into primes, 31 Fibonacci, 32 Fibonacci Association, 32 Fibonacci Quarterly, The,32 e, 340 Fibonacci sequence, 32, 512, 563 irrationality of, 425 Field, 571 relation with π, 441, 555 characteristic of, 576 transcendentality of, 437 complete ordered, 574, 593 value of, 341, 422 ordered, 573 Eccentricity of ellipse, 87 First coordinate, 57 Elementary function, 359 First Fundamental Theorem of Calculus, Ellipse, 66, 82 282 axes of, 87 Fixed point of a function, 458 eccentricity of, 87 Focus point, 66, 86 equation in polar coordinates, 86 Force, as vector, 76 focus point of, 66, 86 Four leaf clover, 88 major axis of, 87 Fourier series, 315, 317, 320 minor axis of, 87 Fraction, continued, 455 Ellipsoid of revolution, 400 Function, 39, 47 Empty collection, 23 absolute value, 532 © in this web service Cambridge University Press www.cambridge.org Cambridge University Press 978-0-521-86744-3 - Calculus: Third Edition Michael Spivak Index More information Index 663 Function (continued) polynomial, 42 argument, 533 positive part of, 51 discontinuities of, 537 power, 60 complex valued, 532 product of, 43 composition of, 44 quotient of, 43 concave, 217 rational, 42 conjugate, 532 real part, 532 constant, 43 real-valued, 532 continuous, 113 ff. \reasonable", 68, 116, 178 convex, 216 regulated, 515
Recommended publications
  • Abel's Lemma on Summation by Parts and Basic Hypergeometric Series
    View metadata, citation and similar papers at core.ac.uk brought to you by CORE provided by Elsevier - Publisher Connector Advances in Applied Mathematics 39 (2007) 490–514 www.elsevier.com/locate/yaama Abel’s lemma on summation by parts and basic hypergeometric series ✩ Wenchang Chu ∗ Department of Applied Mathematics, Dalian University of Technology, Dalian 116024, PR China Received 21 May 2006; accepted 9 February 2007 Available online 6 June 2007 Abstract Basic hypergeometric series identities are revisited systematically by means of Abel’s lemma on summa- tion by parts. Several new formulae and transformations are also established. The author is convinced that Abel’s lemma on summation by parts is a natural choice in dealing with basic hypergeometric series. © 2007 Elsevier Inc. All rights reserved. MSC: primary 33D15; secondary 05A30 Keywords: Abel’s lemma on summation by parts; Basic hypergeometric series In 1826, Abel [1] (see Bromwich [7, §20] and Knopp [22, §43] also) found the following ingenious lemma on summation by parts. For two arbitrary sequences {ak}k0 and {bk}k0,if we denote the partial sums by n An = ak where n = 0, 1, 2,... k=0 then for two natural numbers m and n with m n, there holds the relation: ✩ The work carried out during the visit to Center for Combinatorics, Nankai University (2005). * Current address: Dipartimento di Matematica, Università degli Studi di Lecce, Lecce-Arnesano PO Box 193, 73100 Lecce, Italy. Fax: 39 0832 297594. E-mail address: [email protected]. 0196-8858/$ – see front matter © 2007 Elsevier Inc. All rights reserved. doi:10.1016/j.aam.2007.02.001 W.
    [Show full text]
  • Perfectly Matched Layers and High Order Difference Methods for Wave
    Dedicated to my father Mr. Ambrose Duru (1939 – 2001) List of papers This thesis is based on the following papers, which are referred to in the text by their Roman numerals. I K. Duru and G. Kreiss, (2012). A Well–posed and discretely stable perfectly matched layer for elastic wave equations in second order formulation, Commun. Comput. Phys., 11, 1643–1672 (DOI:10.4208/cicp.120210.240511a). contributions: The author of this thesis initiated this project and performed all numerical experiments. The manuscript was prepared in close collaboration between the authors II G. Kreiss and K. Duru, (2012). Discrete stability of perfectly matched layers for anisotropic wave equations in first and second order formulation, (Submitted). contributions: The author of this thesis initiated this project and performed all numerical experiments. The manuscript was prepared in close collaboration between the authors. III K. Duru and G. Kreiss, (2012). On the accuracy and stability of the perfectly matched layers in transient waveguides, J. of Sc. Comput., DOI: 10.1007/s10915-012-9594-7. In press. contributions: The author of this thesis initiated this project performed all numerical experiments and had the responsibility of writing the paper. The remaining time was spent between the author and his advisor correcting misconceptions, improving the texts and the theory. IV K. Duru and G. Kreiss, (2012). Boundary waves and stability of the perfectly matched layer. Technical report 2012-007, Department of Information Technology, Uppsala University, (Submitted) contributions: The author of this thesis initiated this project and had the responsibility of writing the paper. The remaining time was spent between the author and his advisor correcting misconceptions, improving the texts and the theory.
    [Show full text]
  • Summation and Table of Finite Sums
    SUMMATION A!D TABLE OF FI1ITE SUMS by ROBERT DELMER STALLE! A THESIS subnitted to OREGON STATE COLlEGE in partial fulfillment of the requirementh for the degree of MASTER OF ARTS June l94 APPROVED: Professor of Mathematics In Charge of Major Head of Deparent of Mathematics Chairman of School Graduate Committee Dean of the Graduate School ACKOEDGE!'T The writer dshes to eicpreßs his thanks to Dr. W. E. Mime, Head of the Department of Mathenatics, who has been a constant guide and inspiration in the writing of this thesis. TABLE OF CONTENTS I. i Finite calculus analogous to infinitesimal calculus. .. .. a .. .. e s 2 Suniming as the inverse of perfornungA............ 2 Theconstantofsuirrnation......................... 3 31nite calculus as a brancn of niathematics........ 4 Application of finite 5lflITh1tiOfl................... 5 II. LVELOPMENT OF SULTION FORiRLAS.................... 6 ttethods...........................a..........,.... 6 Three genera]. sum formulas........................ 6 III S1ThATION FORMULAS DERIVED B TIlE INVERSION OF A Z FELkTION....,..................,........... 7 s urnmation by parts..................15...... 7 Ratlona]. functions................................ Gamma and related functions........,........... 9 Ecponential and logarithrnic functions...... ... Thigonoretric arÎ hyperbolic functons..........,. J-3 Combinations of elementary functions......,..... 14 IV. SUMUATION BY IfTHODS OF APPDXIMATION..............,. 15 . a a Tewton s formula a a a S a C . a e a a s e a a a a . a a 15 Extensionofpartialsunmation................a... 15 Formulas relating a sum to an ifltegral..a.aaaaaaa. 16 Sumfromeverym'thterm........aa..a..aaa........ 17 V. TABLE OFST.Thß,..,,..,,...,.,,.....,....,,,........... 18 VI. SLThMTION OF A SPECIAL TYPE OF POER SERIES.......... 26 VI BIBLIOGRAPHY. a a a a a a a a a a . a . a a a I a s .
    [Show full text]
  • What Is... Abel Summation?!
    WHAT IS... ABEL SUMMATION?! HADRIAN QUAN Abstract. This is an expository note for myself and the members my REU team, with the goal of un- derstanding what Jean-Paul Allouche meant in his paper \Paperfolding Infinite Products and the Gamma Function" when he says \This is an immediate consequence of Abel Summation". This note is meant to be self-contained. In single variable calculus the integration by parts formula, Z b Z b f(x)0g0(x)dx = f(b)g0(b) − f(a)g0(a) − f(x)g00(x)dx a a is a wonderful trick to keep in a students toolbox. It can help with the evaluation of particularly difficult integrals. Can a similar technique be used to simplify infinite series? The insight comes from the analogy that sums are like integrals, and differences are like derivatives. With this in mind we prove a lemma of Abel Pn Pn Lemma 0.1 (Abel Summation By Parts). Given two finite sums k=1 ak and k=1 bk, define An = Pn k=1 ak. Then we have n n X X akbk = Ak(bk − bk−1) + Anbn − Am−1bm k=m k=m Proof. First note that from these definitions it follows that am = Am − Am−1. Then the proof involves the following computation, which amounts to rearranging the terms in this sum: n n n n−1 n n−1 X X X X X X akbk = (Ak − Ak−1)bk = Akbk − Ak−1bk = Akbk − Akbk+1 k=m k=m k=m k=m k=m k=m−1 n−1 n−1 X X = Akbk + Anbn − Am−1bm − Akbk+1 k=m k=m n−1 X = Ak(bk − bk−1) + Anbn − Am−1bm k=m as claimed.
    [Show full text]
  • INFINITE SERIES 1. Introduction the Two Basic Concepts of Calculus
    INFINITE SERIES KEITH CONRAD 1. Introduction The two basic concepts of calculus, differentiation and integration, are defined in terms of limits (Newton quotients and Riemann sums). In addition to these is a third fundamental limit process: infinite series. The label series is just another name for a sum. An infinite series is a \sum" with infinitely many terms, such as 1 1 1 1 (1.1) 1 + + + + ··· + + ··· : 4 9 16 n2 The idea of an infinite series is familiar from decimal expansions, for instance the expansion π = 3:14159265358979::: can be written as 1 4 1 5 9 2 6 5 3 5 8 π = 3 + + + + + + + + + + + + ··· ; 10 102 103 104 105 106 107 108 109 1010 1011 so π is an “infinite sum" of fractions. Decimal expansions like this show that an infinite series is not a paradoxical idea, although it may not be clear how to deal with non-decimal infinite series like (1.1) at the moment. Infinite series provide two conceptual insights into the nature of the basic functions met in high school (rational functions, trigonometric and inverse trigonometric functions, exponential and logarithmic functions). First of all, these functions can be expressed in terms of infinite series, and in this way all these functions can be approximated by polynomials, which are the simplest kinds of functions. That simpler functions can be used as approximations to more complicated functions lies behind the method which calculators and computers use to calculate approximate values of functions. The second insight we will have using infinite series is the close relationship between functions which seem at first to be quite different, such as exponential and trigonometric functions.
    [Show full text]
  • PROBABILITY 3 REVISION NOTES 1. Random Variables; Convolutions
    PROBABILITY 3 REVISION NOTES AARON SMITH (REVISED BY MARTON´ BALAZS)´ 1. Random Variables; Convolutions 1.1. Definition. A random variable X is discrete if there are countably many possible values X can take. 1.2. Definition. A random variable X is (absolutely) continuous if for all sets A R (“of practical inter- est”/measurable) we have that ⊆ P(X A)= f(x)dx, ∈ ZA with a function f called the density of X. 1.1. Discrete random variables. 1.3. Example (Integer valued random variable). X Z; we define p(k) := P(X = k) with the properties ∈ p(k) 0 for all k Z and k Z p(k) = 1. We define the expectation EX = k Z kp(k) and the nth ≥ n∈ n ∈ ∈ moment to be EX = k Z k p(k). In general, Eg(X) = k Z g(k)p(k) for a function g on integers. In the above we assumed that∈ theP sums exist. ∈ P P P 1.4. Definition (Binomial distribution). X Binomial(n,p); n N; p [0, 1] with mass function ∼ ∈ ∈ n k n k p(k)= p q − k (here and often in the sequel q = 1 p; notice that the binomial coefficient is only non-zero for 0 k n). − ≤ ≤ Meaning: X is the number of successes in n independent trials; each is a success with probability p. • Mass function? By Newton’s Binomial Theorem: (a + b)n = n n anbn k. • k=0 k − d Expectation and Variance? X is the sum of n independent Bernoulli(P p) random variables i.e.
    [Show full text]
  • Superior Mathematics from an Elementary Point of View ” Course Notes Jacopo D’Aurizio
    ” Superior Mathematics from an Elementary point of view ” course notes Jacopo d’Aurizio To cite this version: Jacopo d’Aurizio. ” Superior Mathematics from an Elementary point of view ” course notes. Master. Italy. 2017. cel-01813978 HAL Id: cel-01813978 https://cel.archives-ouvertes.fr/cel-01813978 Submitted on 12 Jun 2018 HAL is a multi-disciplinary open access L’archive ouverte pluridisciplinaire HAL, est archive for the deposit and dissemination of sci- destinée au dépôt et à la diffusion de documents entific research documents, whether they are pub- scientifiques de niveau recherche, publiés ou non, lished or not. The documents may come from émanant des établissements d’enseignement et de teaching and research institutions in France or recherche français ou étrangers, des laboratoires abroad, or from public or private research centers. publics ou privés. \Superior Mathematics from an Elementary point of view" course notes Undergraduate course, 2017-2018, University of Pisa Jack D'Aurizio Contents 0 Introduction 2 1 Creative Telescoping and DFT 3 2 Convolutions and ballot problems 15 3 Chebyshev and Legendre polynomials 30 4 The glory of Fourier, Laplace, Feynman and Frullani 40 5 The Basel problem 60 6 Special functions and special products 70 7 The Cauchy-Schwarz inequality and beyond 97 8 Remarkable results in Linear Algebra 121 9 The Fundamental Theorem of Algebra 125 10 Quantitative forms of the Weierstrass approximation Theorem 133 11 Elliptic integrals and the AGM 137 12 Dilworth, Erdos-Szekeres, Brouwer and Borsuk-Ulam's Theorems 147 13 Continued fractions and elements of Diophantine Approximation 158 14 Symmetric functions and elements of Analytic Combinatorics 173 15 Spherical Trigonometry 183 0 Introduction This course has been designed to serve University students of the first and second year of Mathematics.
    [Show full text]
  • Infinite Series, Infinite Products, and Infinite Fractions
    Part 3 Infinite series, infinite products, and infinite fractions CHAPTER 5 Advanced theory of infinite series Even as the finite encloses an infinite series And in the unlimited limits appear, So the soul of immensity dwells in minutia And in the narrowest limits no limit in here. What joy to discern the minute in infinity! The vast to perceive in the small, what divinity! Jacob Bernoulli (1654-1705) Ars Conjectandi. This chapter is about going in-depth into the theory and application of infinite series. One infinite series that will come up again and again in this chapter and the next chapter as well, is the Riemann zeta function 1 1 ζ(z) = ; nz n=1 X introduced in Section 4.6. Amongst many other things, in this chapter we'll see how to write some well-known constants in terms of the Riemann zeta function; e.g. we'll derive the following neat formula for our friend log 2 ( 5.5): x 1 1 log 2 = ζ(n); 2n n=2 X another formula for our friend the Euler-Mascheroni constant ( 5.9): x 1 ( 1)n γ = − ζ(n); n n=2 X and two more formulas involving our most delicious friend π (see 's 5.10 and 5.11): x 1 3n 1 π2 1 1 1 1 1 π = − ζ(n + 1) ; = ζ(2) = = 1 + + + + : 4n 6 n2 22 32 42 · · · n=2 n=1 X X In this chapter, we'll also derive Gregory-Leibniz-Madhava's formula ( 5.10) x π 1 1 1 1 1 = 1 + + + ; 4 − 3 5 − 7 9 − 11 − · · · and Machin's formula which started the \decimal place race" of computing π ( 5.10): x 1 1 1 ( 1)n 4 1 π = 4 arctan arctan = 4 − : 5 − 239 (2n + 1) 52n+1 − 2392n+1 n=0 X 229 230 5.
    [Show full text]
  • Topics in Integration and Infinite Series
    Topics in Integration and Infinite Series Joseph Breen Last updated: January 5, 2020 Department of Mathematics University of California, Los Angeles Contents Preface 3 1 Preliminaries5 2 Integration Techniques6 2.1 Imaginary numbers.................................6 2.1.1 Generalities on imaginary numbers...................6 2.1.2 Some examples...............................8 2.2 Differentiating a parametric integral....................... 10 2.3 Symmetry and unconventional substitutions.................. 10 3 Convergence Tests for Infinite Series 11 3.1 The condensation test................................ 11 3.1.1 The condensation test in the context of the integral test........ 14 3.2 The second ratio test................................ 15 3.3 Raabe’s ratio test.................................. 17 3.3.1 Generalizing Raabe’s ratio test even further: Kummer’s ratio test.. 21 3.4 A generalization of the alternating series test: Dirichlet’s test......... 22 3.5 A one-two punch: limit comparison and Taylor polynomials......... 25 4 Additional Infinite Series Topics 31 4.1 Rearrangement of conditionally convergent series............... 31 4.2 Summation by parts................................ 31 4.3 Acceleration methods................................ 32 4.4 Thinning out the harmonic series......................... 32 4.5 Open infinite series................................. 32 4.6 Fascinating formulas................................ 32 5 The Basel Problem 33 5.1 The first solution: A polynomial with infinitely many roots.......... 33 5.2 The second solution: A double integral..................... 36 5.3 The third solution: Another double integral................... 37 5.4 The fourth solution: A complex integral..................... 39 6 Some Really Hard Problems 42 6.1 A really hard integral................................ 42 A Proofs of Convergence Tests 48 A.1 The condensation test................................ 48 A.2 The second ratio test...............................
    [Show full text]
  • Analytic Number Theory
    Introduction to Analytic Number Theory Selected Topics Lecture Notes Winter 2019/ 2020 Alois Pichler Faculty of Mathematics DRAFT Version as of April 23, 2021 2 Figure 1: Wizzard of Evergreen Terrace: Fermat’s last theorem wrong rough draft: do not distribute Contents 1 Introduction 7 2 Definitions 9 2.1 Elementary properties.................................9 2.2 Fundamental theorem of arithmetic.......................... 12 2.3 Properties of primes.................................. 13 2.4 Chinese remainder theorem.............................. 14 2.5 Problems........................................ 16 3 Elementary number theory 19 3.1 Euler’s totient function................................. 19 3.2 Euler’s theorem..................................... 21 3.3 Fermat Primality test.................................. 23 3.4 AKS Primality test................................... 23 3.5 Problems........................................ 24 4 Continued fractions 25 4.1 Generalized continued fraction............................ 25 4.2 Regular continued fraction............................... 27 4.3 Elementary properties................................. 29 4.4 Problems........................................ 29 5 Bernoulli numbers and polynomials 31 5.1 Definitions........................................ 31 5.2 Summation and multiplication theorem........................ 32 5.3 Fourier series...................................... 33 5.4 Umbral calculus.................................... 34 6 Gamma function 35 6.1 Equivalent definitions.................................
    [Show full text]
  • LECTURE 6: the ITˆO CALCULUS 1. Introduction: Geometric Brownian Motion According to Lévy's Representation Theorem, Quoted A
    LECTURE 6: THE ITOˆ CALCULUS 1. Introduction: Geometric Brownian motion According to Levy´ ’s representation theorem, quoted at the beginning of the last lecture, every continuous–time martingale with continuous paths and finite quadratic variation is a time–changed Brownian motion. Thus, we expect discounted price processes in arbitrage–free, continuous–time markets to be time–changed Brownian motions. However, Brownian motion (with no time change) is not an appropriate model for the behavior of stock price processes. Why not? Among other x reasons is this: If {W (t)}t≥0 is a Brownian motion started at x > 0, then eventually the path W (t) will drift below 0.1 But the share prices of stocks traded on major exchanges do not drop below 0. So what is a more appropriate model for stock price behavior? Consider the issue of expected return on investment. If an investor has $100 to invest, he/she should, at the very least, expect the same return on the $100 investment when the share price is $10 as when the share price is $5. (If the expected return were higher for $5 shares than for $10 shares, the shareholders would split the $10 shares into twice as many $5 shares, thus increasing their expected return by a mere accounting trick!) Similarly, the uncertainty about the return on a $100 investment should be the same for $5 shares as for $10 shares. Thus, fluctuations in share price should be twice as great when the share price is twice as high, three times as great when the share price is three times as high, etc.
    [Show full text]
  • Real Infinite Series, Daniel D
    AMS / MAA CLASSROOM RESOURCE MATERIALS VOL 56 Real Infinite Series Daniel D. Bonar Michael J. Khoury Real Infinite Series Originally published by The Mathematical Association of America, 2006. ISBN: 978-1-4704-4782-3 LCCN: 2005937268 Copyright © 2006, held by the Amercan Mathematical Society Printed in the United States of America. Reprinted by the American Mathematical Society, 2018 The American Mathematical Society retains all rights except those granted to the United States Government. ⃝1 The paper used in this book is acid-free and falls within the guidelines established to ensure permanence and durability. Visit the AMS home page at https://www.ams.org/ 10 9 8 7 6 5 4 3 2 23 22 21 20 19 18 10.1090/clrm/056 AMS/MAA CLASSROOM RESOURCE MATERIALS VOL 56 Real Infinite Series Daniel D. Bonar Michael J. Khoury, Jr. Council on Publications Roger Nelsen, Chair Classroom Resource Materials Editorial Board Zaven A. Karian, Editor William C. Bauldry Stephen B Maurer Gerald Bryce Douglas Meade George Exner Judith A. Palagallo William J. Higgins Wayne Roberts Paul Knopp Kay B. Somers CLASSROOM RESOURCE MATERIALS Classroom Resource Materials is intended to provide supplementary classroom material for students— laboratory exercises, projects, historical information, textbooks with unusual approaches for presenting mathematical ideas, career information, etc. 101 Careers in Mathematics, 2nd edition edited by Andrew Sterrett Archimedes: What Did He Do Besides Cry Eureka?, Sherman Stein Calculus Mysteries and Thrillers, R. Grant Woods Combinatorics: A Problem Oriented Approach, Daniel A. Marcus Conjecture and Proof, Miklos Laczkovich A Course in Mathematical Modeling, Douglas Mooney and Randall Swift Cryptological Mathematics, Robert Edward Lewand Elementary Mathematical Models, Dan Kalman Environmental Mathematics in the Classroom, edited by B.
    [Show full text]