Topics in Integration and Infinite Series
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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 -
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. -
Cauchy's Cours D'analyse
SOURCES AND STUDIES IN THE HISTORY OF MATHEMATICS AND PHYSICAL SCIENCES Robert E. Bradley • C. Edward Sandifer Cauchy’s Cours d’analyse An Annotated Translation Cauchy’s Cours d’analyse An Annotated Translation For other titles published in this series, go to http://www.springer.com/series/4142 Sources and Studies in the History of Mathematics and Physical Sciences Editorial Board L. Berggren J.Z. Buchwald J. Lutzen¨ Robert E. Bradley, C. Edward Sandifer Cauchy’s Cours d’analyse An Annotated Translation 123 Robert E. Bradley C. Edward Sandifer Department of Mathematics and Department of Mathematics Computer Science Western Connecticut State University Adelphi University Danbury, CT 06810 Garden City USA NY 11530 [email protected] USA [email protected] Series Editor: J.Z. Buchwald Division of the Humanities and Social Sciences California Institute of Technology Pasadena, CA 91125 USA [email protected] ISBN 978-1-4419-0548-2 e-ISBN 978-1-4419-0549-9 DOI 10.1007/978-1-4419-0549-9 Springer Dordrecht Heidelberg London New York Library of Congress Control Number: 2009932254 Mathematics Subject Classification (2000): 01A55, 01A75, 00B50, 26-03, 30-03 c Springer Science+Business Media, LLC 2009 All rights reserved. This work may not be translated or copied in whole or in part without the written permission of the publisher (Springer Science+Business Media, LLC, 233 Spring Street, New York, NY 10013, USA), except for brief excerpts in connection with reviews or scholarly analysis. Use in connection with any form of information storage and retrieval, electronic adaptation, computer software, or by similar or dissimilar methodology now known or hereafter developed is forbidden. -
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. -
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). -
1 Approximating Integrals Using Taylor Polynomials 1 1.1 Definitions
Seunghee Ye Ma 8: Week 7 Nov 10 Week 7 Summary This week, we will learn how we can approximate integrals using Taylor series and numerical methods. Topics Page 1 Approximating Integrals using Taylor Polynomials 1 1.1 Definitions . .1 1.2 Examples . .2 1.3 Approximating Integrals . .3 2 Numerical Integration 5 1 Approximating Integrals using Taylor Polynomials 1.1 Definitions When we first defined the derivative, recall that it was supposed to be the \instantaneous rate of change" of a function f(x) at a given point c. In other words, f 0 gives us a linear approximation of f(x) near c: for small values of " 2 R, we have f(c + ") ≈ f(c) + "f 0(c) But if f(x) has higher order derivatives, why stop with a linear approximation? Taylor series take this idea of linear approximation and extends it to higher order derivatives, giving us a better approximation of f(x) near c. Definition (Taylor Polynomial and Taylor Series) Let f(x) be a Cn function i.e. f is n-times continuously differentiable. Then, the n-th order Taylor polynomial of f(x) about c is: n X f (k)(c) T (f)(x) = (x − c)k n k! k=0 The n-th order remainder of f(x) is: Rn(f)(x) = f(x) − Tn(f)(x) If f(x) is C1, then the Taylor series of f(x) about c is: 1 X f (k)(c) T (f)(x) = (x − c)k 1 k! k=0 Note that the first order Taylor polynomial of f(x) is precisely the linear approximation we wrote down in the beginning. -
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. -
SFS / M.Sc. (Mathematics with Computer Science)
Mathematics Syllabi for Entrance Examination M.Sc. (Mathematics)/ M.Sc. (Mathematics) SFS / M.Sc. (Mathematics with Computer Science) Algebra.(5 Marks) Symmetric, Skew symmetric, Hermitian and skew Hermitian matrices. Elementary Operations on matrices. Rank of a matrices. Inverse of a matrix. Linear dependence and independence of rows and columns of matrices. Row rank and column rank of a matrix. Eigenvalues, eigenvectors and the characteristic equation of a matrix. Minimal polynomial of a matrix. Cayley Hamilton theorem and its use in finding the inverse of a matrix. Applications of matrices to a system of linear (both homogeneous and non–homogeneous) equations. Theoremson consistency of a system of linear equations. Unitary and Orthogonal Matrices, Bilinear and Quadratic forms. Relations between the roots and coefficients of general polynomial equation in one variable. Solutions of polynomial equations having conditions on roots. Common roots and multiple roots. Transformation of equations. Nature of the roots of an equation Descarte’s rule of signs. Solutions of cubic equations (Cardon’s method). Biquadratic equations and theirsolutions. Calculus.(5 Marks) Definition of the limit of a function. Basic properties of limits, Continuous functions and classification of discontinuities. Differentiability. Successive differentiation. Leibnitz theorem. Maclaurin and Taylor series expansions. Asymptotes in Cartesian coordinates, intersection of curve and its asymptotes, asymptotes in polar coordinates. Curvature, radius of curvature for Cartesian curves, parametric curves, polar curves. Newton’s method. Radius of curvature for pedal curves. Tangential polar equations. Centre of curvature. Circle of curvature. Chord of curvature, evolutes. Tests for concavity and convexity. Points of inflexion. Multiplepoints. Cusps, nodes & conjugate points. Type of cusps. -
A Quotient Rule Integration by Parts Formula Jennifer Switkes ([email protected]), California State Polytechnic Univer- Sity, Pomona, CA 91768
A Quotient Rule Integration by Parts Formula Jennifer Switkes ([email protected]), California State Polytechnic Univer- sity, Pomona, CA 91768 In a recent calculus course, I introduced the technique of Integration by Parts as an integration rule corresponding to the Product Rule for differentiation. I showed my students the standard derivation of the Integration by Parts formula as presented in [1]: By the Product Rule, if f (x) and g(x) are differentiable functions, then d f (x)g(x) = f (x)g(x) + g(x) f (x). dx Integrating on both sides of this equation, f (x)g(x) + g(x) f (x) dx = f (x)g(x), which may be rearranged to obtain f (x)g(x) dx = f (x)g(x) − g(x) f (x) dx. Letting U = f (x) and V = g(x) and observing that dU = f (x) dx and dV = g(x) dx, we obtain the familiar Integration by Parts formula UdV= UV − VdU. (1) My student Victor asked if we could do a similar thing with the Quotient Rule. While the other students thought this was a crazy idea, I was intrigued. Below, I derive a Quotient Rule Integration by Parts formula, apply the resulting integration formula to an example, and discuss reasons why this formula does not appear in calculus texts. By the Quotient Rule, if f (x) and g(x) are differentiable functions, then ( ) ( ) ( ) − ( ) ( ) d f x = g x f x f x g x . dx g(x) [g(x)]2 Integrating both sides of this equation, we get f (x) g(x) f (x) − f (x)g(x) = dx. -
Operations on Power Series Related to Taylor Series
Operations on Power Series Related to Taylor Series In this problem, we perform elementary operations on Taylor series – term by term differen tiation and integration – to obtain new examples of power series for which we know their sum. Suppose that a function f has a power series representation of the form: 1 2 X n f(x) = a0 + a1(x − c) + a2(x − c) + · · · = an(x − c) n=0 convergent on the interval (c − R; c + R) for some R. The results we use in this example are: • (Differentiation) Given f as above, f 0(x) has a power series expansion obtained by by differ entiating each term in the expansion of f(x): 1 0 X n−1 f (x) = a1 + a2(x − c) + 2a3(x − c) + · · · = nan(x − c) n=1 • (Integration) Given f as above, R f(x) dx has a power series expansion obtained by by inte grating each term in the expansion of f(x): 1 Z a1 a2 X an f(x) dx = C + a (x − c) + (x − c)2 + (x − c)3 + · · · = C + (x − c)n+1 0 2 3 n + 1 n=0 for some constant C depending on the choice of antiderivative of f. Questions: 1. Find a power series representation for the function f(x) = arctan(5x): (Note: arctan x is the inverse function to tan x.) 2. Use power series to approximate Z 1 2 sin(x ) dx 0 (Note: sin(x2) is a function whose antiderivative is not an elementary function.) Solution: 1 For question (1), we know that arctan x has a simple derivative: , which then has a power 1 + x2 1 2 series representation similar to that of , where we subsitute −x for x.