Convergence Sums and the Derivative of a Sequence at Infinity
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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 -
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. -
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. -
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. -
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. -
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. -
Mathematics 1
Mathematics 1 MATH 1141 Calculus I for Chemistry, Engineering, and Physics MATHEMATICS Majors 4 Credits Prerequisite: Precalculus. This course covers analytic geometry, continuous functions, derivatives Courses of algebraic and trigonometric functions, product and chain rules, implicit functions, extrema and curve sketching, indefinite and definite integrals, MATH 1011 Precalculus 3 Credits applications of derivatives and integrals, exponential, logarithmic and Topics in this course include: algebra; linear, rational, exponential, inverse trig functions, hyperbolic trig functions, and their derivatives and logarithmic and trigonometric functions from a descriptive, algebraic, integrals. It is recommended that students not enroll in this course unless numerical and graphical point of view; limits and continuity. Primary they have a solid background in high school algebra and precalculus. emphasis is on techniques needed for calculus. This course does not Previously MA 0145. count toward the mathematics core requirement, and is meant to be MATH 1142 Calculus II for Chemistry, Engineering, and Physics taken only by students who are required to take MATH 1121, MATH 1141, Majors 4 Credits or MATH 1171 for their majors, but who do not have a strong enough Prerequisite: MATH 1141 or MATH 1171. mathematics background. Previously MA 0011. This course covers applications of the integral to area, arc length, MATH 1015 Mathematics: An Exploration 3 Credits and volumes of revolution; integration by substitution and by parts; This course introduces various ideas in mathematics at an elementary indeterminate forms and improper integrals: Infinite sequences and level. It is meant for the student who would like to fulfill a core infinite series, tests for convergence, power series, and Taylor series; mathematics requirement, but who does not need to take mathematics geometry in three-space. -
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. -
Convergence Tests: Divergence, Integral, and P-Series Tests
Convergence Tests: Divergence, Integral, and p-Series Tests SUGGESTED REFERENCE MATERIAL: As you work through the problems listed below, you should reference your lecture notes and the relevant chapters in a textbook/online resource. EXPECTED SKILLS: • Recognize series that cannot converge by applying the Divergence Test. • Use the Integral Test on appropriate series (all terms positive, corresponding function is decreasing and continuous) to make a conclusion about the convergence of the series. • Recognize a p-series and use the value of p to make a conclusion about the convergence of the series. • Use the algebraic properties of series. PRACTICE PROBLEMS: For problems 1 { 9, apply the Divergence Test. What, if any, conlcusions can you draw about the series? 1 X 1. (−1)k k=1 lim (−1)k DNE and thus is not 0, so by the Divergence Test the series diverges. k!1 Also, recall that this series is a geometric series with ratio r = −1, which confirms that it must diverge. 1 X 1 2. (−1)k k k=1 1 lim (−1)k = 0, so the Divergence Test is inconclusive. k!1 k 1 X ln k 3. k k=3 ln k lim = 0, so the Divergence Test is inconclusive. k!1 k 1 1 X ln 6k 4. ln 2k k=1 ln 6k lim = 1 6= 0 [see Sequences problem #26], so by the Divergence Test the series diverges. k!1 ln 2k 1 X 5. ke−k k=1 lim ke−k = 0 [see Limits at Infinity Review problem #6], so the Divergence Test is k!1 inconclusive. -
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. -
1 Notes for Expansions/Series and Differential Equations in the Last
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 . -
Derivative of Power Series and Complex Exponential
LECTURE 4: DERIVATIVE OF POWER SERIES AND COMPLEX EXPONENTIAL The reason of dealing with power series is that they provide examples of analytic functions. P1 n Theorem 1. If n=0 anz has radius of convergence R > 0; then the function P1 n F (z) = n=0 anz is di®erentiable on S = fz 2 C : jzj < Rg; and the derivative is P1 n¡1 f(z) = n=0 nanz : Proof. (¤) We will show that j F (z+h)¡F (z) ¡ f(z)j ! 0 as h ! 0 (in C), whenever h ¡ ¢ n Pn n k n¡k jzj < R: Using the binomial theorem (z + h) = k=0 k h z we get F (z + h) ¡ F (z) X1 (z + h)n ¡ zn ¡ hnzn¡1 ¡ f(z) = a h n h n=0 µ ¶ X1 a Xn n = n ( hkzn¡k) h k n=0 k=2 µ ¶ X1 Xn n = a h( hk¡2zn¡k) n k n=0 k=2 µ ¶ X1 Xn¡2 n = a h( hjzn¡2¡j) (by putting j = k ¡ 2): n j + 2 n=0 j=0 ¡ n ¢ ¡n¡2¢ By using the easily veri¯able fact that j+2 · n(n ¡ 1) j ; we obtain µ ¶ F (z + h) ¡ F (z) X1 Xn¡2 n ¡ 2 j ¡ f(z)j · jhj n(n ¡ 1)ja j( jhjjjzjn¡2¡j) h n j n=0 j=0 X1 n¡2 = jhj n(n ¡ 1)janj(jzj + jhj) : n=0 P1 n¡2 We already know that the series n=0 n(n ¡ 1)janjjzj converges for jzj < R: Now, for jzj < R and h ! 0 we have jzj + jhj < R eventually.