Infinite Sequences and 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 . -
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. -
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. -
Math 142 – Quiz 6 – Solutions 1. (A) by Direct Calculation, Lim 1+3N 2
Math 142 – Quiz 6 – Solutions 1. (a) By direct calculation, 1 + 3n 1 + 3 0 + 3 3 lim = lim n = = − . n→∞ n→∞ 2 2 − 5n n − 5 0 − 5 5 3 So it is convergent with limit − 5 . (b) By using f(x), where an = f(n), x2 2x 2 lim = lim = lim = 0. x→∞ ex x→∞ ex x→∞ ex (Obtained using L’Hˆopital’s Rule twice). Thus the sequence is convergent with limit 0. (c) By comparison, n − 1 n + cos(n) n − 1 ≤ ≤ 1 and lim = 1 n + 1 n + 1 n→∞ n + 1 n n+cos(n) o so by the Squeeze Theorem, the sequence n+1 converges to 1. 2. (a) By the Ratio Test (or as a geometric series), 32n+2 32n 3232n 7n 9 L = lim (16 )/(16 ) = lim = . n→∞ 7n+1 7n n→∞ 32n 7 7n 7 The ratio is bigger than 1, so the series is divergent. Can also show using the Divergence Test since limn→∞ an = ∞. (b) By the integral test Z ∞ Z t 1 1 t dx = lim dx = lim ln(ln x)|2 = lim ln(ln t) − ln(ln 2) = ∞. 2 x ln x t→∞ 2 x ln x t→∞ t→∞ So the integral diverges and thus by the Integral Test, the series also diverges. (c) By comparison, (n3 − 3n + 1)/(n5 + 2n3) n5 − 3n3 + n2 1 − 3n−2 + n−3 lim = lim = lim = 1. n→∞ 1/n2 n→∞ n5 + 2n3 n→∞ 1 + 2n−2 Since P 1/n2 converges (p-series, p = 2 > 1), by the Limit Comparison Test, the series converges. -
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. -
1 Mean Value Theorem 1 1.1 Applications of the Mean Value Theorem
Seunghee Ye Ma 8: Week 5 Oct 28 Week 5 Summary In Section 1, we go over the Mean Value Theorem and its applications. In Section 2, we will recap what we have covered so far this term. Topics Page 1 Mean Value Theorem 1 1.1 Applications of the Mean Value Theorem . .1 2 Midterm Review 5 2.1 Proof Techniques . .5 2.2 Sequences . .6 2.3 Series . .7 2.4 Continuity and Differentiability of Functions . .9 1 Mean Value Theorem The Mean Value Theorem is the following result: Theorem 1.1 (Mean Value Theorem). Let f be a continuous function on [a; b], which is differentiable on (a; b). Then, there exists some value c 2 (a; b) such that f(b) − f(a) f 0(c) = b − a Intuitively, the Mean Value Theorem is quite trivial. Say we want to drive to San Francisco, which is 380 miles from Caltech according to Google Map. If we start driving at 8am and arrive at 12pm, we know that we were driving over the speed limit at least once during the drive. This is exactly what the Mean Value Theorem tells us. Since the distance travelled is a continuous function of time, we know that there is a point in time when our speed was ≥ 380=4 >>> speed limit. As we can see from this example, the Mean Value Theorem is usually not a tough theorem to understand. The tricky thing is realizing when you should try to use it. Roughly speaking, we use the Mean Value Theorem when we want to turn the information about a function into information about its derivative, or vice-versa. -
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 Improper Integrals
July 14, 2019 MAT136 { Week 6 Justin Ko 1 Improper Integrals In this section, we will introduce the notion of integrals over intervals of infinite length or integrals of functions with an infinite discontinuity. These definite integrals are called improper integrals, and are understood as the limits of the integrals we introduced in Week 1. Definition 1. We define two types of improper integrals: 1. Infinite Region: If f is continuous on [a; 1) or (−∞; b], the integral over an infinite domain is defined as the respective limit of integrals over finite intervals, Z 1 Z t Z b Z b f(x) dx = lim f(x) dx; f(x) dx = lim f(x) dx: a t!1 a −∞ t→−∞ t R 1 R a If both a f(x) dx < 1 and −∞ f(x) dx < 1, then Z 1 Z a Z 1 f(x) dx = f(x) dx + f(x) dx: −∞ −∞ a R 1 If one of the limits do not exist or is infinite, then −∞ f(x) dx diverges. 2. Infinite Discontinuity: If f is continuous on [a; b) or (a; b], the improper integral for a discon- tinuous function is defined as the respective limit of integrals over finite intervals, Z b Z t Z b Z b f(x) dx = lim f(x) dx f(x) dx = lim f(x) dx: a t!b− a a t!a+ t R c R b If f has a discontinuity at c 2 (a; b) and both a f(x) dx < 1 and c f(x) dx < 1, then Z b Z c Z b f(x) dx = f(x) dx + f(x) dx: a a c R b If one of the limits do not exist or is infinite, then a f(x) dx diverges. -
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. -
Sequences and Series
From patterns to generalizations: sequences and series Concepts ■ Patterns You do not have to look far and wide to fi nd 1 ■ Generalization visual patterns—they are everywhere! Microconcepts ■ Arithmetic and geometric sequences ■ Arithmetic and geometric series ■ Common diff erence ■ Sigma notation ■ Common ratio ■ Sum of sequences ■ Binomial theorem ■ Proof ■ Sum to infi nity Can these patterns be explained mathematically? Can patterns be useful in real-life situations? What information would you require in order to choose the best loan off er? What other Draftscenarios could this be applied to? If you take out a loan to buy a car how can you determine the actual amount it will cost? 2 The diagrams shown here are the first four iterations of a fractal called the Koch snowflake. What do you notice about: • how each pattern is created from the previous one? • the perimeter as you move from the first iteration through the fourth iteration? How is it changing? • the area enclosed as you move from the first iteration to the fourth iteration? How is it changing? What changes would you expect in the fifth iteration? How would you measure the perimeter at the fifth iteration if the original triangle had sides of 1 m in length? If this process continues forever, how can an infinite perimeter enclose a finite area? Developing inquiry skills Does mathematics always reflect reality? Are fractals such as the Koch snowflake invented or discovered? Think about the questions in this opening problem and answer any you can. As you work through the chapter, you will gain mathematical knowledge and skills that will help you to answer them all.