Beruflich Dokumente
Kultur Dokumente
Infinite Series
2.1
Sequences
(2.1)
That is, for every positive integer k, there is a number, the kth term of the
sequence, zk , in the set {zn }
n=1 . Mathematically, a sequence is a complexvalued function defined on the positive integers.
We say that the sequence possesses a limit l,
lim zn = l,
or zn l
as
n ,
(2.2)
if, for every > 0, no matter how small, there exists a number N for which
|zn l| <
(2.3)
(Note that the difference |n m| may be arbitrarily large.) Thus, all elements
of the sequence {zn }
n=N +1 lie within a disk of radius . Briefly, we say that the
Cauchy condition is
|zn zm | 0
for all n, m
sufficiently large.
(2.5)
Sequences having this property are called Cauchy sequences. Every Cauchy
sequence of complex numbers possesses a limit (which is, of course, a complex
number)this property means that the complex numbers form a complete space.
7 Version of August 27, 2011
2.2
Series
n
X
ak ,
n = 1, 2, 3, . . . .
(2.6)
k=1
ak = lim
k=1
n
X
ak
(2.8)
k=1
ak = S.
(2.9)
k=1
(2.10)
k=m
ak
(2.11)
k=1
2.3
2.3.1
Examples
Harmonic series
X
1
1 1
.
1 + + + ... =
2 3
n
n=1
(2.12)
Note that if the nth term of the series is denoted an = 1/n, we have for the sum
of n adjacent terms
1
1
1
1
+ ...+
>n
(2.13)
= ,
an+1 + . . . + a2n =
n+1
2n
2n
2
no matter how large n is. This violates Cauchys criterion, so the harmonic
series diverges.
2.3.2
Geometric series
arm ,
(2.14)
m=0
n
X
arm = a
m=0
so
S = lim sn =
n
2.4
a
1r
1 rn+1
,
1r
if r < 1,
(2.15)
(2.16)
P
P
Suppose we have a convergent series n=1 an . If also n=1 |an | converges, we
say that the original series converges absolutely. Otherwise, the original series
is conditionally convergent. (That is, it converges because of sign alternations.)
A sufficient condition for (at least) conditional convergence is provided by the
following theorem due to Leibnitz:
If the terms of a series are of alternating sign and in addition their absolute
values tend to zero, |an | 0, monotonically, i.e., |an | > |an+1 | for sufficiently
large n, then
X
an converges.
(2.17)
n=1
In absolutely convergent series one can rearrange the terms without affecting
the value of the sum. With conditionally convergent series, one cannot rearrange
terms; in fact, such rearrangements can make a conditionally convergent series
converge to any desired value, or to diverge!
2.4.1
Example
Consider the conditionally convergent series formed from the divergent harmonic
series by alternating every other sign:
1
1 1 1 1 1
+ + + . . . = ln 2,
2 3 4 5 6
(2.18)
1
1
3
1 1 1 1 1 1
+ + + +
+ . . . = ln 2.
3 2 5 7 4 9 11 6
2
(2.20)
Since the reciprocal of each integer occurs exactly once in the last series, we
would be tempted to rearrange the series to obtain
1
1 1 1 1 1
+ + + . . . = ln 2,
2 3 4 5 6
(2.21)
2.4.2
Not only can absolutely convergent series be rearranged without changing their
value, but they can be multiplied together term by term: If two series
S =
ui ,
(2.22a)
vi
(2.22b)
ui vj
(2.23)
i=1
T =
i=1
X
i=1
j=1
formed from the product of their terms written in any order, is absolutely convergent, and has a value equal to the product of of the individual series,
P = ST.
2.5
(2.24)
Convergence Tests
The following tests can determine whether a given series is absolutely convergent
or not.
2.5.1
Comparison test
n=1 bn
n=1
an
(2.25a)
an
n=1 bn
diverges, then
(2.25b)
n=1
2.5.2
Root test
The series
n=1
where q 0 is independent of n.
P
n
Proof: If the inequality holds, |an | qP
. But n=1 q n converges for q < 1,
2.5.3
Ratio test
The series
n=1
where q 0 is independent of n.
Proof: Without loss of generality, we may assume the inequality holds for
all n; otherwise, we renumber the {an } sequence so that 1 labels the first term
for which the inequality (2.27) holds. Then
an an an1 an2 a2
n1
=
.
(2.28)
a1 an1 an2 an3 a1 q
n=1
(2.29a)
(2.29b)
In either case, we see that the series is absolutely convergent if |q| < 1, and
divergent otherwise.
1 Because
ln
n=
1
n
n 1.
The following are refinements of the ratio test, which fails (that is, fails to
reveal whether the tested series converges or not) when
an+1
= 1.
(2.30)
lim
n an
For example, this indeterminate limit results for the case an = 1/n, which
yields a divergent series, but also for an = 1/(n ln2 n), which corresponds to a
convergent sum (see Sec. 2.5.8).
2.5.4
Kummers test
(2.31)
(2.32)
converges absolutely.
n=1
and
(2.33)
b1
n
diverges,
(2.34)
|an | diverges.
(2.35)
n=1
then
n=1
(2.36)
l=N +1
|al |
bN |aN |
bN |aN | bn |an |
.
C
C
C
(2.37)
n
X
i=1
|ai |
N
X
i=1
|ai | +
bN |aN |
.
C
(2.38)
The right-hand side of this inequality is a constant, independent of n. Therefore, the positive sequence of increasing terms {sn } is bounded above, and consequently possesses a limit. The series is absolutely convergent.
If the inequality (2.33) holds,
|aN |bN
, n > N,
bn
P
diverges, so does n=1 |an |.
|an |
so since
2.5.5
1
n=1 bn
(2.39)
Raabes test
n=1
|an | diverges.
(2.40)
(2.41)
(2.42)
2.5.6
If
Gauss test
an
h B(n)
an+1 = 1 + n + n2 ,
(2.43)
where
P h is a constant and the function B(n) is bounded as n , then
n=1 |an | converges for h > 1 and diverges for h 1.
Proof: For h 6= 1 we can use Raabes test:
h B(n)
lim n
= h.
(2.44)
+
n
n
n2
For h = 1, Raabes test is indeterminate. In that case use Kummers test with
bn = n ln n: for large n,
h B(n)
(n + 1) ln(n + 1)
n ln n 1 + +
n
n2
1
h B(n)
(n
+
1)
ln
n
+
n ln n 1 + +
n
n2
n
B(n)
h+
ln n ln n 1
n
(h 1) ln n 1 < 0, if h 1.
(2.45)
1 2 3 4 5 6 7 8 9 10
Figure 2.1: Bounds on a monotone series provided by an integral.
Because
1
diverges
n
ln
n
n=2
P
(see homework), the series
n=1 |an | diverges.
2.5.7
(2.46)
Integral test
n=1
|an | converges if
X
dx f (x) <
f (n) <
1
n=1
(2.47)
dx f (x) < ,
(2.48)
dx f (x) + f (1),
(2.49)
for this follows merely from the geometrical meaning of the integral as the area
under the curve of the function. See Fig. 2.1.
2.5.8
Examples
X
1
= ().
n
n=1
n+1
1+
for large n.
n
n
Thus the series converges if > 1, and diverges if 1.
(2.50)
(2.51)
1
.
(ln n)
n=1
(2.52)
ln n + ln(1 + 1/n)
ln(n + 1)
=
1+
.
ln n
ln n
n ln n
Because
n
=
0
n ln n
ln n
as n ,
(2.53)
(2.54)
1
,
n(ln
n)
n=2
(2.55)
dx
=
x(ln x)
=
1
1
,
1 (ln x)1
x=2
ln(ln x)x=2 ,
ln 2
d(ln x)
(ln x)
6= 1,
=1
finite > 1,
1.
(2.56)
Thus the series converges if > 1 and diverges for other real .
2.6
2.6.1
Series of Functions
Continuity
as z z0
(2.57)
from any direction. That is, given > 0 we may find a > 0 such that
|f (z) f (z0 )| <
whenever |z z0 | < .
(2.58)
f
=f
= fn
x
Figure 2.2: Uniform convergence of the partial sum fn (x) to the limit f (x). For
all x, fn (x) is within a band of width 2 about f (x).
2.6.2
Uniform Convergence
gi (z)
(2.59)
i=1
n
X
gi (z)
(2.60)
i=1
(2.61)
This is Cauchys criterion. In general the N required for this to occur will depend
on the point z. If, however, Eq. (2.61) holds for all z if n > N independent of
z, we say that the series converges uniformly throughout the region of interest.
Equivalently, there exists a function f (z) such that
|f (z) fn (z)| <
independent of z.
(2.62)
That is, the partial sum fn is everywhere uniformly close to f , the limiting
function. This situation is illustrated in Fig. 2.2 for a real function of a real
variable.
Contrast absolute and uniform convergence through the following examples.
The series
X
(1)n
(2.63)
n + z2
n=1
is only conditionally convergent, because asymptotically the terms become (1)n /n.
On the other hand, for real z it is uniformly convergent because
N +p
X (1)n
1
1
,
(2.64)
<
n + z2 N + z2
N
n=N +1
z2
(1 + z 2 )n
n=0
(2.65)
1
z2
= 1 + z2.
=
1
2
n
(1
+
z
)
1
2
1+z
n=0
(2.66)
Since
fn (z) f (z) uniformly,
(2.68)
for all z
(2.69)
(2.71)
(2.72)
Therefore,
QED.
Even if the limit function is continuous, convergence to it need not be uniform, as the following example shows:
@
@
@
@
@
1/n
2/n
x
0
Figure 2.3: Sketch of the function fn (x) given by Eq. 2.73).
Example
Consider the sequence of continuous functions,
nx,
0 x 1/n,
0,
otherwise.
(2.73)
This function in sketched in Fig. 2.3. Note that the maximum of the function
fn (x) is 1. On the other hand, for all x,
lim fn (x) = 0,
(2.74)
which is certainly a continuous limit function. But the convergence to this limit
is not uniform, for there is always a point, x = 1/n, for which
0 fn 1 = 1
(2.75)
n
gn (x).
(2.76)
n=1
n=1
n=1
n gn
is uni-
(2.77)
d
gn are continuous, and
2. If the gn and gn = dx
gent, then we can differentiate term by term:
f (x) =
gn (x).
n gn
is uniformly conver-
(2.78)
The following condition is sufficient, but not necessary, to ensure that a series
is uniformly convergent.
P
If |gn (z)| < aP
n , where {an } is a sequence of constants such that
n=1 an
n=N
PN +p
(2.80)
n=N
2.7
Power Series
cn z n = c0 + c1 z + c2 z 2 + . . . ,
(2.81)
n=0
X
X
X
< ,
(2.84)
|cn z n |
|cn | n < M
|z0 |
n=0
n=0
n=0
since /|z0 | < 1. This proves absolute convergence. Uniform convergence follows
from the theorem above.
2.7.1
Radius of Convergence
n=0
cn z n
(2.85)
&%
Figure 2.4: Circle of convergence of a power series. The series (2.85) converges
inside the circle, and diverges outside. The radius of convergence is given by
Eq. (2.87).
converges. That test says if
p
lim n |cn ||z| < 1,
n
(2.86a)
(2.86b)
while if
lim
p
n
|cn ||z| > 1,
1
limn
p
,
n
|cn |
(2.87)
and diverges outside that circle, as shown in Fig. 2.4. More detailed examination
is required to determine whether or not the series converges on the circle of
convergence.
2.7.2
1. The function defined by the power series is continuous. [This follows from
the theorem in Sec. 2.6.2.]
2. It may be differentiated or integrated term by term.
follows from
P [This
n
c
z
converges,
so
the theorem
above,
togther
with
the
fact
that
if
n
n=0
P
n1
does
nc
z
,
by
the
ratio
test,
n
n=0
(n + 1)cn+1 z n n + 1 cn+1
=
|z|.
(2.88)
ncn z n1
n cn
Now if z lies within the circle of convergence,
cn+1
|z| < 1.
lim
n
cn
(2.89)
cn z n = 0
z,
n=0
cn = 0 n.
(2.90)
Indeed,
f (0) = c0 = 0,
(2.91a)
2.7.3
f (0) = c1 = 0,
...,
(2.91b)
(2.91c)
Taylor Expansion
The Taylor expansion for a real function of a real variable is obtained from the
above argument. If we write a function as a power series,
f (x) =
cn xn ,
(2.92)
n=0
then
1 (n)
f (0).
(2.93)
n!
Hence, the power series is the Taylor series of the function it represents,
cn =
X
1 (n)
f (x) =
f (0)xn .
n!
n=0
2.7.4
(2.94)
Hypergeometric Function
n=0
An z n =
X
(a)n (b)n z n
.
(c)n n!
n=0
(2.95)
(a + n)
.
(a)
(2.96)