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Arkansas Tech University

MATH 2924: Calculus II


Dr. Marcel B. Finan
21 Power Series
Let {a
n
}

n=0
be a sequence of numbers. Then a power series about x = a
is a series of the form

n=0
a
n
(x a)
n
= a
0
+a
1
(x a) +a
2
(x a)
2
+
Note that a power series about x = a always converges at x = a with sum
equals to a
0
.
Example 21.1
1. A polynomial of degree m is a power series about x = 0 since
p(x) = a
0
+a
1
x +a
2
x
2
+ +a
m
x
m
.
Note that a
n
= 0 for n m+ 1.
2. The geometric series 1 + x + x
2
+ is a power series about x = 0 with
a
n
= 1 for all n.
3. The series
1
x
+
1
x
2
+
1
x
3
+ is not a power series since it has negative
powers of x.
4. The series 1 +x +(x 1)
2
+(x 2)
3
+(x 3)
4
+ is not a power series
since each term is a power of a dierent quantity.
Convergence of Power Series
To study the convergence of a power series about x = a one starts by xing
x and then constructing the partial sums
S
0
(x) =a
0
S
1
(x) =a
0
+a
1
(x a)
S
2
(x) =a
0
+a
1
(x a) +a
2
(x a)
2
.
.
.
S
n
(x) =a
0
+a
1
(x a) +a
2
(x a)
2
+ +a
n
(x a)
n
.
1
Thus obtaining the sequence {S
n
(x)}

n=0
. If this sequence converges to a
number L, i.e. lim
n
S
n
(x) = L, then we say that the power series con-
verges to L for the specic value of x. Otherwise, we say that the power
series diverges.
Power series may converge for some values of x and diverge for other values.
The following theorems provide a tool for determining the values of x for
which a power series converges and those for which it diverges.
Theorem 21.1
Suppose that

n=0
a
n
(x a)
n
is a power series that converges for x = c and
diverges for x = d. Then
(i)

n=0
a
n
(x a)
n
converges absolutely for |x a| < |c a|; and
(ii)

n=0
a
n
(x a)
n
diverges for |x a| > |d a|.
Proof.
(i) If c = a then the series converges to a
0
. So we assume that

n=0
a
n
(ca)
n
converges with c = a. By the nth term test, lim
n
a
n
(c a)
n
= 0. Thus,
there exists a positive integer N such that |a
n
(c a)
n
| < 1 for all n N. Let
M =

N1
n=0
|a
n
(c a)
n
| + 1. Then, |a
n
(c a)
n
| M for all n 0. Suppose
that |x a| < |c a|. Then, for n 0 we have
|a
n
(x a)
n
| = |a
n
(c a)
n
|

x a
c a

n
M

x a
c a

n
.
But the series

n=0
M

xa
ca

n
is a convergent geometric series since

xa
ca

< 1.
Hence, by the comparison test

n=0
|a
n
(xa)
n
| converges and consequently

n=0
a
n
(x a)
n
converges absolutely.
(ii) Suppose that |xa| > |da|. If

n=0
a
n
(xa)
n
is convergent at x then
by (i),

n=0
a
n
(d a)
n
is absolutely convergent since |d a| < |x a|. This
contradicts the fact that

n=0
a
n
(da)
n
is divergent. Hence,

n=0
a
n
(xa)
n
diverges.
Theorem 21.2
Given a power series

n=0
a
n
(x a)
n
= a
0
+a
1
(x a) +a
2
(x a)
2
+
2
Then one of following is true:
(i) The series converges only at x = a;
(ii) the series converges for all x;
(iii) there is some positive number R such that the series converges absolutely
for |x a| < R and diverges for |x a| > R. The series may or may not
converge for |x a| = R. That is for the values x = a R and x = a +R.
Proof.
Let C be the collection of all real numbers at which the series

n=0
a
n
(xa)
n
converges. If C = {a} the series converges only at x = a and diverges for all
x = a. This establishes (i). If C = (, ) then the series converges for all
values of x. This establishes (ii). To prove (iii), we assume that C = {a} and
C = (, ). These conditions guarantee the existence of a real number
d = a such that

n=0
a
n
(d a)
n
diverges. Hence, by applying (ii) of the
previous theorem, |x a| < |d a| whenever x is in C. This shows that C is
bounded. Let R > 0 be the smallest number such that |x a| < R for all x
in C. Hence,
(A) if |x a| > R then x is not in C and so

n=0
a
n
(x a)
n
diverges.
(B) If |xa| < R then we can nd an x
0
is C such that |xa| < |x
0
a| R,
by the way R is dened. For otherwise |y a| |x a| for all y in C and
therefore R < |x a|, a contradiction. Since

n=0
a
n
(x
0
a)
n
converges, by
(i) of the previous theorem

n=0
a
n
(xa)
n
converges absolutely. We cannot
asserts what happens at either x = a R or x = a + R. See Example 21.3
below
The largest interval for which the power series converges is called the in-
terval of convergence. If a power series converges at only the point x = a
then we dene R = 0. If a power series converges for all values of x then we
dene R = . We call R the radius of convergence.
Finding the radius of convergence
The next theorem gives a method for computing the radius of convergence
of many series.
Theorem 21.3
Suppose that

n=0
a
n
(x a)
n
is a power series with a
n
= 0 for all n 0.
(a) If lim
n
|a
n+1
|
|an|
= 0 then R = and this means that the series con-
verges for all x.
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(b) If lim
n
|a
n+1
|
|an|
= L > 0 then R =
1
L
.
(c) If lim
n
|a
n+1
|
|an|
= then R = 0 and this means that the series diverges
for all x = a.
Proof.
Consider the ratio

a
n+1
(x a)
n+1
a
n
(x a)
n

a
n+1
a
n

|x a|.
Suppose that lim
n

a
n+1
an

= L 0. Then the sequence

a
n+1
an

|x a|

n=0
converges to L |x a|.
(a) If L = 0 then |xa| L = 0 < 1 and by the ratio test the series converges
for all real numbers x. Thus, R = .
(b) Suppose that L > 0 and nite. If L |x a| < 1 or |x a| <
1
L
then by
the ratio test, the series

n=0
a
n
(x a)
n
is convergent. If |x a| >
1
L
then
by the ratio test, the series is divergent. Hence, R =
1
L
.
(c) If L = then the series diverges for all x = a. Thus, R = 0.
Remark 21.1
It follows from the previous theorem that the radius of convergence satises
1
R
= lim
n
|a
n+1
|
|a
n
|
.
Example 21.2
The radius of convergence of the power series

n=0
x
n
n!
is R = since
1
R
= lim
n
|a
n+1
|
|an|
= lim
n
n!
(n+1)!
= lim
n
1
n+1
= 0. Thus, the series
converges everywhere.
Example 21.3
Consider the power series

n=1
(1)
n1
(x1)
n
n
. Then by the previous theorem
1
R
= lim
n
n
n+1
= 1 so that R = 1. Hence, by Theorem 21.1, the series
converges for |x 1| < 1 (i.e. 0 < x < 2) and diverges for |x 1| > 1.
What about the endpoints x = 0 and x = 2? If we replace x by 0 we obtain
the series

n=1
1
n
which is divergent (Harmonic series). If we replace x
by 2 we obtain the alternating series

n=1
(1)
n1 1
n
which converges by the
alternating series test. Thus, the interval of convergence is 0 < x 2.
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Example 21.4
What is the radius of convergence of the series

n=0
n
2
2
2n
x
2n
?
Solution.
Using the ratio test we nd
lim
n

(n+1)
2
2
2(n+1)
x
2n+1
n
2
2
2n
x
2n

= lim
n
n + 1
n
2
|x|
2
4
=
|x|
2
4
.
Thus, the series converges if
|x|
2
4
< 1 or |x| < 2. Hence, the radius of conver-
gence is R = 2
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