LECTURE - 8 - Sequences and Series - S2 - 2015-2016 PDF

IIUM, Faculty of Engineering,
Department of Science in Engineering
Engineering Mathematics 2, MATH 1320

Chapter V. Sequences & Series
V. SEQUENCES AND SERIES

5.1 Convergence and divergence of a sequence. A partial sum of a series. The concept
of a power series
5.2 Simple tests for convergence of a series. A radius of convergence of a power series
5.3 Maclaurin series for standard functions. Taylor series. Bessels functions. Fourier
trigonometric series
5.1 Convergence and divergence of a sequence. A partial sum of a series. The concept
of a power series
Introduction
In this chapter we will expand our discussion of series to the case where the terms
of the series are functions of the variable x . This chapter shows how functions that are
infinitely differentiable generate power series called Taylor series. Here we investigate
more general problems:
Which functions have power series representation?
How can we find such representation?
In many cases, these series can provide useful polynomial approximations of the
generating functions.
So the question:
What is the Series?
Why we need the series?
Answers:
A series is represented as a list of numbers with addition operators between them;
The integrals and differential equations studied in earlier courses often possessed
solutions expressible in terms of elementary functions such as polynomials,
exponentials, sins, and cosines. However, many important equations and integrals
arise that do not have solutions that can be so conveniently expressed which are
ease solve by series.


For example:
1 2 3 4
99 100
A series may finite or infinite. So, now I am going to talk about series.
Convergence and Divergence of a Sequence
All series is basically is began, as
1, 2 , 3 , 4 , 5 , ...
We start add these numbers
1 2 3 4 5 ...
this will be example for series. Another series like:
1, 0.01, 0.001, 0.0001, ...

Again I start adding wizard
1 0.01 0.001 0.0001 ...

So you can add infinitely many terms
1 2 3 4 5 ... (going to infinite)
(*)
But, if you adding small enough and fast enough maybe it will infect not going to
infinity.
1 0.01 0.001 0.0001 ...

0.1 extra term
An case this 1 0.01 0.001 0.0001 ... 1. 1 so this series converge 1.1 is
repeating. That is the basic, we gone add up infinity many in fact and ask converge or
diverge. This particularly example I was able to you address exactly.
Question: What is the converge to you?
In this case a converge 1.1 repeating. In general we can see series answer to
question. Typical you say yes this converge never diverges.


The same thing plays series. If the formula series is just lode different you can
have very difference thing to showing converge and diverges. One of the few types
series you can enter yes converge not diverges. Is example we have here
1 0.01 0.001 0.0001 ...

1.11 1 1 extra
2
1 1
1
1
1
1 1 1 1 1 1 ...
10 10
10
10
10
This types series when you keep multiply term by one term. We were multiplying the
same number to get the next term.
2
1 1
1
1
1
1 1 1 1 1 1 ...
10 10
10
10
10
If we try to add the terms of an infinite sequence an
n 1
we get an expression of
the form
a1 a2 a3 ... an ...
(1)
Which is called an infinite series (or just a series) and is denoted, for short, by the
symbol
an or an .
n 1
It would be impossible to find a finite sum for the series
1 2 3 4 5
Because if we start adding the terms we get the cumulative sums 1, 3 , 6 ,10 ,15, 21,
and, after the
nth term, we get
n n 1
2
, which becomes very large as n increases.
However, if we start to add the terms of the series
1 1 1 1 1

2 4 8 32 64
We get
1
n
2


1 3 7 15 31 63
, , , , ,
2 4 8 16 32 64
1
,1 n ,
2
In fact, by adding sufficiently many terms of the series we can make the partial sums as
close as we like to 1 . So it seems reasonable to say that the sum of this infinite series is
1 and to write
n
2 4 8 32 64
n 12
1
1 1
1
n
2
1.
We use a similar idea to determine whether or not a general series (1) has a sum.
We consider the partial sums
S1 a1 ,
S2 a1 a2 ,
S3 a1 a2 a3 ,
S4 a1 a2 a3 a4 .
And, in general,
n
Sn a1 a2 a3 a4 ... an ai .
i 1
Definition 7.1 (Convergent and Divergent Series):

n
Given a series
an a1 a2 a3 a4 ... , let Sn denoted its nth partial sum:
i 1
Sn ai a1 a2 a3 a4 ... an .
If the sequence
S n
i 1
is convergent and lim Sn S exists as a real number,

n
then the series
ai
i 1
is called convergent and we write
a1 a2
an
S or
ai S .
n 1
The number S is called the sum of the series. Otherwise, the series is called
divergent.
Actually we divided the series to two types:
1. Arithmetic series;


2. Geometric series.
Arithmetic series
The formula of arithmetic series is
a, a , a 2 , a 3 , , a n 1
If we denoted last term by L, and it is equal L a n 1 , the sum of series S for
nth terms, is:

S
n
2
a L .
If substituted L, we will get
n
a a n 1 2a n 1
2
2
(2)
So now I want to talk about Geometric series.
Geometric series (GS)
Definition: Geometric Series with a constant ratio between successive terms.
For example:
2 4 8 16 32
This is a Geometric Series, because each term is equal to twice of the previous
term.
I will start about the Geometric series formula
a, a r , a r 2 , a r 3 ,
, a r n 1
n 1
Again, I denoted last term by L, and it is equal L a r
the sum of series S is:
n
a L
2
(*)


So now, how to find terms Geometric Series or Geometric Progression (GP). If the first
(initial) term of a GP is a and the common ratio of successive number is r , then
the n
th
term of GR is
Common ratio
an a r n 1
(2)
nth term
First term
Consider the Geometric sequence; we looked some geometric segments, like
3, 6, 12, 24,
48,
Let find the formula:

The first thing we write the series, like scale form
3 a1
6 a2
12 a3
24 a4
48 a5
a1 3
a 3 21
3, 6, 12, 24, 48, , and this segment is Geometric 2
a3 3 22
segment. In this case common ration is equal r 2 . I
a4 3 23
rewrite the series, plug the numerical value.
a5 3 24
a6 3 25
For
segment,
so
we
have
segment
an a1 r n1
th
For example, what is the 8 term?
a8 a1 r 81 3 2 81 3 27 3 128 384
We can check through segments:
3,
6, 12, 24,
a1, a2 , a3 , a4 ,
48,
a5 ,
96, 192, 384

a6 , a7 , a8
Example 7.1:
Given series 4 16 64 256 1024
th
. What is the 8 term in GS?


Solution:
Here, first term: a1 4 , common ratio: r 4 , number of term:
n 8 . Use the
formula (2) and plug the numerical value of each term, we will take
a8 a1 r 81 4 4 81 4 47 4 16384 65536
Examples for converges or diverges of GS.
The condition of converges, is common ratio must be between 1, 1 , so 1 r 1 .
GS is one of few types of series, when you can answer yes converge never diverges.
So we again go to our general series and write much more compactly. We can
rewrite this series using the summation.
n1
If plug
1
1
10
n 1
(3)
n 1 , we take first term, if plug 2, we take second term and .

1
In GS 10 number said common ration and denoted with r . Basically GS says and

sometimes GS module of converge is r 1 (less than one). Another way number
between rise to the power should be between 1 r 1 . From ratio with anything all
you can conclude GS are diverges.
Again this is one of the a few types can answer converge or diverge. If you know
a
converges of GS 1 r ,
a~
is consider to be first term in formula (3). In our case
is value and equal to 1 . This formula is works when GS started from 1 . So
first term
1 (common ratio)
(4)
Again use the formula (3) I recognize the question the series converge or diverge. The
condition of converge
rewrite the formula (4)
1 it is right dose converge. What is the converge we can


1 1 10
9
1 1 9
10 10
10
If we put 9 to the calculated (*) we take

1.1 . This is definitely GS. One other thing
we want to do point out very useful before this one. Again we looked origin series (*)
1 2 3 4 5 ...
(*)
I couldnt write short formula an n . So is nice way to say by formula (4).
lim a
n n
(do not equal to zero)
(5)
so series is diverges. This is very useful result. You must be careful what
lim a
n n
(equal to zero)
(6)
to say converge or diverges. This same times said test for diverges.
For example, we have this series. 1 .4 .16 .64 .256
multiply by 0.4 , this will be my common ratio,
, so each terms
r 0.4 . Then what will be first term?
Let find the first term:

1
1 10 5
1.66
1 0.4 6
6 3
10
Example 7.2:
2
5
Given next series
3
n3
n 1
, what is the first term this series?
Solution:
5
If you just take first term 5, 2 is incorrect. So when
1
3
2
5
3
31
4 20
2
5 5
9 9
3
n3:


this now, first term of the series, and series again definitely converge. This is the basic
idea to get first term.
Example 7.3:
n
n 2 , what is the first term this series?
Given series
n 1 3
Solution:
1
n 1
3
n
n 2
n 2
9
9
3
3
3
3
n 1
n 1
n 1
n 1
Again we must to think about converge, so our common ratio is should be between
3
1, 1 ,
but our common ration
divergence, because r
is outside, any way we can concluded this is
1.
3
Example 7.4:
Given series
n2
2
.
n 1 2n 1
Solution:
n2
If just look
it like almost limit problem. Let me check limit this series.
2n 2 1
n2
1 n2
1
lim
lim
0,
,
we
can
divided
everything,
and
look
separately.
2
2
n 2n 1
n 2 n 1 2
this limit dose not equal to zero. So we can conclude the original series is diverges by
Diverge Test divergence.


A Partial Sum of a Series
I will talk about partial sums and limits of series. Some series
an a1 a2 a3 ... an S
n 1
If you arranges
a1 a2 a3 ... an Sn
(7)
this is called Partial sum of series, and
you can take
S lim Sn
n
(equal to zero)
(7*)
Here question is the limit dose
1
ln
1
n
n 1
(8)
Converge or diverge?
a
Here again I use test for diverges. nlim
n
0,
an diverge. Well I check
n 1
the limit.
1
1
lim ln 1 ln lim 1 ln(1) 0
n
n
n n
Let to think breaking up (7)
n 1
ln
ln n 1 ln n
n
n1
n 1
ln 2 ln 1 ln 3 ln 2
ln 4 ln 3 ln 5 ln 4 ln 6 ln 5 ...
where ln(1) 0 , if we opening brackets


n 1
ln
ln n 1 ln n
n
n1
n 1
ln 2 0 ln 3 ln 2 ln 4 ln 3
ln 5 ln 4 ln 6 ln 5 ...
S4 ln(5), S5 ln(6), Sn ln(n 1)

So, everything is canceling out we should said that the series actually converges
to zero, because everything is gone. But we remember that we have to take limit as an
go infinity.
S lim S n lim ln( n 1) ,

n
1
l
n
~ diverges.
n
n 1
So now in next section we will to talk about power series.


The Concept of a Power Series
Introduction
Now I want to talk about power series. More important and useful are series
whose terms are functions of x .
Definition 7.2 (power Series):
More generally, a series of the form
a x
n
a0 a1 x a2 x 2 a3 x3
(9)
n 0
or
x c n a0 a1 x c a2 x c 2 a2 x c 3
n 0
(9*)
is called power series in powers of x c or power series centered at c or a power

series about c . We refer to the constant an , n 0, 1, , 2,... as the constants of the
series.
Here are some examples:
a)
x x 2 x3
1
2 4
8
b)
x 2 x3 x 4
2
3
4
c)
x3 x5 x 7
3! 5 ! 7 !
d)
( x 2)
2
( x 2) 2
3
( x) n
;
2n
(1)n 1 x n
;
n
(1)n 1 x 2 n 1
;
2n 1 !
( x 2) n
n 1
n 0, 1, 2, 3,
n 0,
n 1, 2, 3,
n 0,
n 1, 2, 3,
The first question is:

for what values of x does the series converge?
Answer for this question we find in next section


5.2 Simple tests for convergence of a series. A radius of convergence of a power series
SIMPLE TESTS FOR CONVERGENCE OF A SERIES
Whether a power series converges or not depends on the value of x we are considering.
We often use the ratio test to find the value of x for which a series converges.
We begin a brief review of the basic definitions and properties of power series
and real analytic functions.
Example 7.5 (Determining where a Power Series Converges):
Determine the values of x for which the power series
n 0
n 1
x n converges.
Solution:
a) Use ratio test to find when the ration is 1 ;
b) Check endpoint separately.
a
n 1
a) By using the Ratio Test nlim
an
an 1
n 1
3n 11
n 1
n 1 x n 1
n 1 x n 1
a
lim n 1 lim
n an
n
3n 2
n xn
we have,
lim
3n 2
an
n
3n 1
n 1 x n 1
3n 1
3n 2
n xn
n xn
3n 1
Since x n 1 x n x1
Since 3n 2 3n 1 31
3n 1
lim
n 1 x
3n
n 1 x
3.
3 n n
3
x
lim
for x 3, 3 x 3 . So, the series converges absolutely for 3 x 3 and diverges for
x 3 (i.e., for x 3 or x 3 ). Since the Ration Test gives no conclusion for the
endpoints x 3 , we must test these separately.

b) For x 3 , we have the series


3
n 0
n 1
n
n
3
n 1
3
3
n 0
n 0
x n
n
3
0 , the series diverges by the nth term test for divergence. The power
Since nlim
series converges for all x in the interval 3, 3 and diverges for all x outside this
interval.
Example 7.6 (Determining where a Power Series Converges):
For what values of x is the series
n! x
convergent?
n 0
Solution:
an1 n 1 ! xn1 ,
an n ! xn
n
Let, an , as usual, denoted the nth term of the series, then an n ! x . If x 0 ,
we have
n 1 ! xn1 Since n 1 ! n 1 n !
an 1
lim
lim
lim n 1 x
n an
n
n
n ! xn
Since x n 1 x n x1
By the Ratio Test, the series diverges when x 0 . Thus the given series converges
only when x 0 .
One more example:

a) Use ratio test to find when the ration is 1 ;
b) Check endpoint separately.
n 1
We use the ratio test: nlim
lim
x n 1
n 1 x
n
n
an 1
,
an
an 1
xn
n
x n 1
n 1
an
xn
n
x
x lim
,
multiply by sepricol nlim
n
n 1
n 1
x 1, 1 x 1 .


We will check separately,
x 1:
1n
n
n 1
we must show what nlim
1
n
0 and we must show that
1
n
is
decreasing.
The same time we must to check value of positive 1 also.
x 1:
n
,
n 1
x lim
~ power series,
1
n 1 2
n
1
. So in conclusion our limit will be
2
1, 1 this is will be interval of convergence.
Example:
Given the power series as
x 5 n
n 0
Again using the ratio test we check point separately.

an 1 n 1 x 5
3
n 1
, an n3 x 5
so limit
lim
n 13 x 5n 1
n
n3 x 5
n 1
lim
n n
x 5n x 51
x 5 n
n 1
lim x 5
n
n
n 1
x 5 lim
x 5 1;
n n
1 x 5 1;
4 x 1;
1 x 6 ;
We will check separately:
x 4:
n
n 0
x 5
4 5
n 0
n3 0 ;
a) nlim
3
b) n ~ is decreasing.
n
n 0
1n we have to show that:


but in our case n3 0 , and is not decreasing. These dose not convergence.
x 6:
x 5
n 0
6 5
n 0
n 0
n 0
we have to show that:
n3 0 , divergence. This is interval of convergence.

c) nlim
Power Series Expansion

A power series about the point c is an expression of the form
x c n a0 a1 x c a2 x c 2 a2 x c 3
n 0
(9*)
Where x is a variable and the an is a constants. We say that (9*) converges at the point
x c if the infinite series (of real numbers) an x c n converges; thats the limit of
n 0
the partial sums,

N
lim
an x c
n 0
this limit is exists (as a finite number). If this limit does not exist, the power series is
said to diverge at the point x c . Observe that (9) converges at x c since
an x c a0 0 0
n
a0
n 0
But what about convergence for other values of x ?

As stated in the following Theorem 1, a power series of the form (9) converges
for all values of x in some interval centered at
interval.
Radius of Convergence of a Power Series
c and diverges for x outside this


We are starting from the Theorem.

Theorem 7.1:
For each power series of the form
n 0
x c n (9), there are only three possibilities:
(i) The series converges only when x c ,

(ii)
(iii)
The series converges for all x ,

There is a positive number (0 ) , such that the series converges if
x c and diverges if x c
The number in case (iii) Theorem 7.1 above is called the radius of
convergence of the power series, such that (9). By convention, the radius of
convergence is 0 in case (i) and
in case (ii).
The interval of convergence of a power series is the interval that consists of all
values of x for which the series converges.
In case (i) the interval consists of just a single point
c.
In case (ii) the interval is , , and

In case (iii) not that the inequality
xc
can be rewritten as
c xc.
When
x is endpoint of the interval, that is, x c , anything can happen the
series might converge at one or both endpoints or it might diverge at both endpoints.
Notice that, Theorem 1 settles the question of convergence except at the endpoints
c . Thus these two point require separate analysis.


divergence for x c
?
convergence for x c
In Table 1 below provided some of the radius and interval of convergence.

Series
Radius of convergence
Interval of convergence
1, 1
n! x
2, 4
x
n 0
n 0
n 0
n 1
x2n
x 3
Theorem 2 (Ration test): If
lim
an 1
L,
an
the power series
n 0
where 0 L , then the radius convergence of
x c n is
1
, with if L 0 and 0 if
L
L.
Example 7.7:
Determine the convergence set of

Solution:
n 0
n 1
x 3
(10)

Since an

n 1
, we have
n 1
2 n 1
2 n 1
a
lim n 1 lim
lim
2L.
n an
n
2 n n 2 n n 2
By the ratio test, the radius of convergence is 1 2 . Hence the series (10) converges
absolutely for x 3 1 2 and diverges when x 3 1 2 . It remains only to determine
what happens when x 3 1 2 , that is, when x 5 2 and x 7 2 .
Set x 5 2 , and the series (10) becomes the harmonic series
n 1 , which is
n 0
known to diverge. When x 7 2 , the series like (10) becomes an alternating harmonic
series, which is known to converge.
For each value of
x for which the power series
n 0
x c n converges, we get
a number that is the sum of the series. It is appropriate to denote this sum by f ( x ) ,
since its value depends on the choice of
x . Thus we write
f ( x) an x c
n 0
for all numbers
x in the convergence interval.
For example, the GS
f ( x)
x
n 0
has the radius of convergence 1 and the sum function
1
, that is
1 x
1
1 x1 x 2 x3
1 x
x
n 0
for x 1,
1 x 1
(11)


Example 7.8:
For example, given two power series:
a) f ( x)
a x c
n
n 0
b) g ( x)
, (**)
b x c
n
n 0
with nonzero radii of convergence, we want to find power series representations for the
sum, product, and quotient of the function f ( x ) and
g ( x) .
Solution:
a)
Sum of these series:
f ( x) g ( x) an bn x c
n 0
for all
x in the common interval of convergence of the power series in (**).
b)
The power series representation for the product f ( x) g ( x) is a bit more

complicated.
f ( x) g ( x) d n x c
n 0
were
dn an bn .
Differentiation and Integration of Power Series

Theorem 2 (Differentiation & Integration):
If f ( x) an x c
n 0
has a positive radius of convergence
, then f is
differentiable in the interval x c and termwise differentiation gives the

power series for the derivative:
(i)
f ' ( x) a1 2a2 x c 3a3 x c 3a4 x c
xc .
n an x c
n 1
n 1
for


Furthermore, term wise integration gives the power series for the integral of f :
(ii)
f ( x)dx A a x c a
0
x c
2
a2
x c
3
A an
n 0
x c
n 1
n 1
for x c .
Example 7.9:
Express
1 x2
as the sum of a power series and find the interval of convergence.
Starting with GS (11) for 1 , find a power series for each of the following functions:
1 x
a)
1 x
b)
1 x
Solution:
(a)
Replacing x by x in (11) immediately gives

2
n
1
1
n 2n
2
1
x 1 x 2 x 4 x 6 x8
2
2
1 x 1 x n 0
n 0
2
Because this is a geometric series, it converges when x 1 , that is, x 2 1 , or x 1 .
Therefore the interval of convergence is 1, 1 .
(b)
Notice that
1 x
is the derivative of the function f ( x)
differentiating (11) term by term, we obtain

f ' ( x)
1 x
1 2 x 3x 2 4 x3
n x n 1
1
. Hence on
1 x


5.3 Taylor series. Maclaurin series for standard function. Bessels functions. Fourier
trigonometric series
TAYLOR SERIES
Taylor polynomials
Taylors remainder
Taylor series
Taylor Polynomials
Let f be a given function and let
arbitrary many derivatives at
be a given point. We will assume f has
(we assume f is infinitely differentiable at
c ). Let
Pn x be a polynomial function of degree n such that
Pn x a0 a1 x a2 x 2
an x n
(12)
Let Pn x be a a polynomial function of degree n which is to approximate f at
c . If we write Pn x
in terms of power of x c , it will make our computation easer.
Hence, we write
Pn x a0 a1 x c a2 x c
2
with the coefficients a0 , a1 , a2

We first require
next
an x c
(13)
an yet to be determined.
Pn c f c
Pn c a0 f c .
Pn' c f c
Pn' c a1 f ' c
''
''
Equate the second derivatives. Since Pn c 2a2 f c we must have a2
1 ''
f c .
2
Continuing this procedure, we find that
a3
1 '''
1
1
f c , a4
f ( 4) c and, in general an f ( n ) c .
23
2 3 4
n!


Therefore, Pn x can be write as
Pn x f c f ' c x c
1 ''
2
f c x c
2
1 ( n)
n
f c x c
n!
(14)
0
If we write f c f c , then
f (n) c
n 0
n!
Pn x
x c
(15)
The polynomial (15) is called Taylor Polynomial of degree n for function f about c .
Example 7.13:
Find the Taylor polynomial of degree 3 for the function f x sin 2 x about x
Solution:
We must compute the first three derivatives of f x about
f x sin 2 x
f ' x 2 cos 2 x
f '' x 4 sin 2 x
f ''' x 8 cos 2 x
:
2

f sin 0 ;
2

f ' 2 cos 2 ;
2

f '' 4 sin 0 ;
2

f ''' 8 cos 8 .
2
Hence, we get
Pn x a0 a1 x c a2 x c
an x c
8

0 2 x 0 x
2
3!
2
4
2 x x .
2 3
2
3
To find an approximation of f x sin by using P3 x , we get
4
3
3
sin 2 x sin x
8
4
.
2


3
P3 x P3
8
3 4 3
8 2 3 8 2
3

0.7074
4 384
3
The actual value for sin is 0.7074 .
4
Taylors Remainder:
If Pn x is a Taylor Polynomial for f x , the difference
Rn x f x Pn x
(16)
is called Taylors Remainder for Pn x . That is
f x Rn x Pn x
expresses f x exactly in terms of the polynomial and the remainder. Thus, Rn x is
the error in approximating f x and Pn x .
Taylors Theorem:
Theorem 7.1 (Taylors Theorem)
Let a function f x be infinitely differentiable in an interval a, b containing

c . If
n
f (k ) c
k 1
k!
f ( n 1) t
f x
Then,
Rn x
c
n!
x c
x t
Rn x
dt for all x a , b
Example 7.14:
Estimate the error in approximating sin 2x by Pn x .
Solution:
(17)


By Taylors theorem, the remainder Rn x is
Rn x
f ( n 1) t
n!
x t
dt
If f t sin 2 x , then f
For both case above, f
n 1
n 1
t 2 n1 sin 2t
or f
t 2 n1 , because of
n 1
t 2 n1 cos 2t .
sin 2t 1 and cos 2t 1 .

x
2( n 1) x t n 1
2
2( n 1)
n
Rn x
x

x t dt
n!
n 1
n 1!
2
n !
2
2
x
( n 1)
( n 1)
Taylor Series
The Taylor Polynomial Pn x
f (n) c
n 0
n!
Pn x
x c
th
Is the n partial sum of the power series?
f (n) c
n 0
n!
x c
which is called the Taylor series for f about
(18)
c.
Theorem 7.2 (Taylors Series)
If the Taylors Remainder Rn x converges to 0 for all those value of x , then the
Taylor series for f about
converges to f x , or
f (n) c
n 0
n!
f x
Example 7.15:
x c
(19)


Construct the Taylor series for function f x e about 0 .

x
Solution:
f x ex
f ' x e x f '' x
f (n) x ;
f ( n ) 0 e0 1;
f (n) 0
n 0
n!
x 0
1 n
x 2 x3
x 1 x
2! 3!
n 0 n !
Example 7.16:
Construct the Taylor series for function f x ln x about 1 .
Solution:
f x ln x
1
f ' x ,
x
1
2
f '' x 2 , f ''' x 3 ,
x
x
(k )
k 1
f 1 1 k 1!.
f ( n ) x 1 k 1
k 1! ;
xk
and the Taylor series is
1 n 1
n 0
n!
n 1
x 1
n 0
1
n
x 1
n 1
x 1
1
1
2
3
x 1 x 1
2
3
Example 7.12 (Taylor Series):

Find the Taylor series generated by f x = 1 x at c = 2 . Where, if anywhere, does the
series converge to 1 x ?
Solution:
'
''
We need to find f 2 , f 2 , f 2 ,
. Taking derivatives we get


f x = x 1
f ' x = x 2
f '' x = 2!x 3
f ''' x = 3!x 4
(n)
x = 1
1
f 2 = 21 = ;
2
1
f ' 2 = 2 ;
2
f '' 2
1
= 23 = 3 ;
2!
2
f ''' 2
1
= 4;
3!
2
f ( n ) 2 1
= n1 .
n!
2
n
n!x
( n 1)
The Taylor series is
f '' 2
2
f 2 f 2 x 2
x 2
2!
'
f (n) 2
n
x 2
n!
1 x 2 x 2
n x 2
= 2
1
.
2
2
2
2
2n1
This is a geometric series with first term 1 2 and ratio r = x 2 2 . It converges
2
absolutely for x 2 2 and its sum is

1
1
1
2
=
= .
x 2 2 x 2 x
1
2
In this example the Taylor series generated by f x = 1 x at c = 2 converges to 1 x
for x 2 2 or 0 x 4 .
MACLAURIN SERIES FOR STANDARD FUNCTION
A Taylor series about 0 is called a Maclaurin series. A Maclaurin series is

therefore a power series in
x and has the form
n 0
Some particular Maclaurin Series are
f ( n) 0
n!
xn


x 2 x3 x 4
e 1 x
2! 3! 4!
xn
;
n 0 n !
1 x 2 n 1
;
n 0 2n 1 !
n
1 x 2 n
x 2 x4 x6
cos x 1
;
2! 4! 6!
2
n
!
n 0
n 1
1 x n
x 2 x3 x 4
ln 1 x x
.
2!
3!
x3 x5 x7
sin x x
3! 5! 7 !
4!
n 1
Example 7.17:
Approximate sin
1
to four significant figures (three decimal places) using the
2
Maclaurin series expansion of sin x .

Solution:
From series of sin x , we have
1 1
1
1
1
sin
2 2 3!23 5!25 7 !27
1 x 2 n 1
;
2
n
1
!
n 0
0.5000 0.0208 0.0003 0.000002

1
sin 0.479 .
2
0.5211 ,
Example 7.18 (Taylors methods):

Determine the first few terms of a power series solution for the initial value
problem
y'
1
,
x y 1
y(0) 0 .
(20)
Solution:
Lets assume the solution to this initial value problem is analytic at x 0 . Then
we can write


y n (0) n
y ( x)
x .
n
!
n 0
(21)
We already know that y (0) 0 . Substituting x 0 and y 0 into equation (20), we

find that y (0) 1 . To determine y (0) , we differentiate both sides of the equation in
'
''
''
(21) with respect to x , thereby getting an expression for y ( x) in terms x, y ( x) and
y ' ( x) . That is,

y ''
1
x y x 1
1 y ' x
(22)
'
Substituting x 0 , y (0) 0 and y (0) 1 in equation (22), we obtain
y '' (0)
1
12
1 1) 2 .
Similarly, differentiating (22) and substituting, we obtain
y ''' (0)
1 y ' x x y x 1
x y x 1
2
2
2
y ''' (0) 3 1 1 1 2 10 .
1
3
y '' x ,
Repeating this procedure, we can determine y (0) for any value of n , although the
n
amount of work needed to compute y (0) increases as n increases. Finally, substuting

into (21), we find that the first few terms of the Maclaurin series of the solution are
y ( x) x x 2
5 3 7 5
x x
3!
5!
BESSELS FUNCTIONS
FOURIER TRIGONOMETRIC SERIES


Periodic function. Fourier series and coefficients.

Problems involving vibrations or oscillations occur frequently in physics and
engineering.
Periodic Function and Their Properties

Goal: Interpret and describe graphs that repeat at regular intervals.
Identifying a periodic function from its graph. Determine whether the term
periodic can be used to describe the graph for each situation. If so, state the period,
equation of the axis, and amplitude.
We shall need much of the notation and terminology used in discussing simple
harmonic motion and wave monition. Let us discuss these two topics brifly.
Let particle move at constant speed around a circle of radius r . At the same
time, let particle move up and down along the straight line segment AB in such a
way that the y coordinates of and are always equal. If is the angular velocity
of in radius per second, and (Figure 1) 0 when t 0 , then at a later time t
The y coordinate of (which is equal to the y
coordinate of ) is
(1)
y r sin r sin t
(2)
Figure 1
The back and forth motion of is called simple harmonic motion. By
definition, an object is executing (ispolnyt) simple harmonic motion if its displacement
from equilibrium (ravnovesie) can be written as
r sin t (or r cos t or
r sin( t ) , but these two functions differ from r sin t only in choice of origin;
such functions are called sinusoidal function). You can think of many physical


examples of this sort of simple vibration: a pendulum (mayatnik), a tuning fork (), a
weight bobbing up and down at the end of a spring.
The x and y coordinates of particle in Figure 1 are
x r cos t ;
y r sin t
(3)
If we think of as the point z x iy in the complex plane, we could replace

(3) by a single equation to describe the motion of :
z x iy r cos t i r sin t
r cos t i sin t
re
it
re
(4)
It is often worth while to use this complex notation even to describe the motion of :
we then understand that the actual position of is equal to the imaginary part of z .
For example, the velocity of is the imaginary part of
dz d
reit r i eit ri cos t i sin t

dt dt
(5)
dy
The imaginary part of (5) is r cos t , which is dt from (2). It is useful to draw a
graph of x or y in (2) and (3) as a function of t . Figure 2 represents any of the

functions sin t , cos t , sin( t ) if we choose the origin correctly.
The number r is called the amplitude of the vibration or the amplitude of the
function. Physically it is the maximum displacement of from its equilibrium
position.
Figure 2
The period of the harmonic motion or the period of the functions is the time for
one complete oscillation, that is
(Figure 2).


We could write the velocity of from (5) as
dy
r cos t cos t
dt
(6)
Here is the maximum value of the velocity and is called the velocity amplitude. Note
that the velocity has the same period as the displacement. If the mass of the particle
is m , its kinetic energy is:
Example 1:
The number of hours of daylight at any particular location changes with the time
of year. The table shows the average number of hours of daylight for approximately
twoyear period.
Note: Day 15 is January 15 of year 1.
Day 74 is March 15 of year 1.
Day 411 is February 15 of year 2.
Day
15
Hrs of 6.7
74
135
166
258
349
411
470
531
561
623
653
684
714
11.7
17.2
18.8
12.9
5.9
9.2
14.6
18.8
18.1
12.9
10.2
7.5
5.9
Light
a) The average number of hours of daylight over a three- year period
This motion is periodic. The period is 365 days. The axis is

amplitude is 6 hours.
6 18
12 .
2
The


How many hours of daylight will there be on August first of the third year?
b) The monition of a piston on an automated assembly line
This motion is periodic. The period is 6 seconds. The axis is

amplitude is
6 1
2.5 .
2
The
1 (6) 7
3.5 cm .
2
2
Periodic function:
Definition: A function whose graph repeats at regular intervals; the y values in the
table of values show a repetitive pattern when the x values change by the
same increment.
Lets look the basic sin function.


Period: The change in the independent variable (typically x ) corresponding to one

cycle; a cycle of a periodic function is a portion of the graph that repeats.
Peak:
The maximum point on a graph.
Period: The change in the independent variable (typically x ) corresponding to one

cycle; a cycle of a periodic function is a portion of the graph that repeats.
Peak:
The maximum point on a graph.
Trough: The minimum point on a graph.

Equation of the axis: The equation of the horizontal line halfway between the maximum
and the minimum.
Amplitude: The Amplitude of a function is the half the difference between the maximum
and minimum value of a periodic function. It is also the vertical distance from
the functions axis a maximum or minimum value.


A periodic function is a function whose graph repeats itself identically from left to tight.
A periodic function can be repeated by f ( x) f ( x p) for all x .
The period of a function is the horizontal distance required for a complete cycle.
Actually have special name for the distance , its called period. We can see for sin
function, period going from zero to 360 degree, so basic sin function have period 2 .
Also for cos function is 2 . For the tan function the period is . We just focusing
for sin and cos .
1
The frequency of a function is the reciprocal of the period frequency period .

We can talk about frequency but I dont want to mansion us.
Another characteristic of periodic function we need talk about is posible Phase shift.


We also need to talk about amplitude of function. The Amplitude of a function is the
half the distance between the maximum and minimum values of a periodic function. We
can also think about radius of periodic function.
And remember the Amplitude is always positive. We have negative radius, but with
positive amplitude. We can shift this function not just horizontally, but vertically
The vertical shift of a function is the vertical shift of a periodic function along y - axis
up or down.


Fourier Series
When the French mathematician Joseph Fourier (17681830) was trying to solve
a problem in heat conduction, he needed to express a function f as an infinite series of
sine and cosine functions:
f ( x) a0
an cos nx bn sin nx
n
1
a0 a1 cos x a2 cos 2 x a3 cos 3x

b1 sin x b2 sin 2 x b3 sin 3x
(1)
Earlier, Daniel Bernoulli and Leonard Euler had used such series while
investigating problems concerning vibrating strings and astronomy.
The series in Equation 1 is called a trigonometric series or Fourier series and it
turns out that expressing a function as a Fourier series is sometimes more advantageous
than expanding it as a power series. In particular, astronomical phenomena are usually
periodic, as are heartbeats, tides, and vibrating strings, so it makes sense to express them
in terms of periodic functions.
We start by assuming that the trigonometric series converges and has a
continuous function f ( x ) as its sum on the interval [ 1, 1 ] , that is,
f ( x) a0
an cos nx bn sin nx
x .
(2)
Our aim is to find formulas for the coefficients an and bn in terms of f . Recall
that for a power series f ( x) cn x a we found a formula for the coefficients in
n
terms of derivatives:
f n ( x)
cn
. Here we use integrals.
n!


If we integrate both sides of Equation 2 and assume that its permissible to

integrate the series term-by-term, we get
an cos nx bn sin nx dx
f ( x) dx a0 dx
n
1
2 a0
an
But
cos nx dx
bn
n
1
sin nx dx
1
1
cos nx dx sin nx
sin n sin n
n
n
x
1
sin n sin n 0 .
n
Because
is an integer. Similiraty,
sin nx dx 0 . So
f ( x) dx 2 a0 from this we can find

1
a0
2
f ( x) dx
(3)
To determine a0 for n 1 we multiply both sides of Equation 2 by cos mx

(where m is an integer and m 1 ) and integrate termbyterm from to
0 an cos nx bn sin nx
n 1
f ( x) cos mx dx
a0
an
cos mx dx
n
cos mx cos nx dx
cos mx dx
bn cos mx sin nx dx .
Weve seen that the first integral is 0 . So we that
(4)


cos mx sin nx dx 0
for all n and m ,
for n m ,
0
cos mx cos nx dx
for n m .
So the only nonzero term in (4) is am and we get
f ( x) cos mx dx am
Solving for am and then replacing m by n , we have
an
f ( x) cos nx dx,
sin nx, cos mx
n 1, 2, 3,
(5)
0 sin nx cos mx dx 0 2 sin nx mx sin nx mx sin nx cos mx dx
1
sin n m x dx
2
0 n m x dx
1
1
1
1

cos n m x
cos n m x
2 nm
2 nm
0
0
1 1

cos n m 2 cos n m 0
2 n m
1 1

cos n m 2 cos n m 0
2 n m
1 1
1 1

1 1
1 1 0 .
2 nm
2 n m
Similarly, if we multiply both sides of Equation 2 by sin mx and integrate from
to , we get
bn
f ( x) sin nx dx,
n 1, 2, 3,
(6)


We have derived Formulas 3, 5, and 6 assuming f is a continuous function such

that Equation 2 holds and for which the term-by-term integration is legitimate. But we
can still consider the Fourier series of a wider class of functions: A piecewise
continuous function on
a, b
is continuous except perhaps for a finite number of
removable or jump discontinuities. (In other words, the function has no infinite
discontinuities. See Section 2.5 for a discussion of the different types of discontinuities.)
Definition 1:
Let f be a piecewise continuous function on , . Then the Fourier series

of f is the series a0
an cos nx bn sin nx where the coefficients an
and
bn in its series are defined by:

1
a0
2
f ( x) dx ,
an
f ( x) cos nx dx ,
bn
f ( x) sin nx dx
and are called the Fourier coefficients of f .

Notice in Denition 1 that we are not saying f ( x ) is equal to its Fourier series. Later
we will discuss conditions under which that are actually true. For now we are just
saying that associated with any piecewise continuous function f on
is a
certain series called a Fourier series.
Example 1:
Find the Fourier coefficients and Fourier series of the square-wave function f
0
defined by f ( x) 1
if
if
x 0
and
0 x
f ( x 2 ) f ( x) . So f is periodic
with period 2 and its graph is shown in Figure 1, below.


Figure1: Square-wave fucntion
Solution:
We found the Fourier series of the squarewave function, but we dont know yet
whether this function is equal to its Fourier series. Lets investigate this question
graphically. Figure 2 shows the graphs of some of the partial sums
Sn x
1 2
2
sin x
sin 3x
2
3
2
sin n x
n
when n is odd, together with the graph of the square-wave function.
Figure 2: Partial sums

We see that, as n increases, Sn x becomes a better approximation to the
square-wave function. It appears that the graph of Sn x is approaching the graph of


f ( x ) , except where x 0 or x is an integer multiple of . In other words, it looks

as if f is equal to the sum of its Fourier series except at the points where f is
discontinuous.
The following theorem, which we state without proof, says that this is typical of
the Fourier series of piecewise continuous functions. Recall that a piecewise continuous
function has only a finite number of jump discontinuities on , . At a number n
where f has a jump discontinuity, the one-sided limits exist and we use the notation
f a lim f x ,
xa
f a lim f x
xa
Theorem (Fourier Convergence):

If f is a periodic function with period 2 and f and f ' are piecewise
continuous on , , then the Fourier series (Definition, 7) is convergent. The
sum of the Fourier series is equal to f x at all numbers x where f is

continuous. At the numbers x where f is discontinuous, the sum of the Fourier
1

series is the average of the right and left limits, that is 2 f x f x
If we apply the Fourier Convergence Theorem to the square-wave function f in

Example 1, we get what we guessed from the graphs. Observe that
f 0 lim f x 1 and f 0 lim f x 0
xa
xa
and similarly for the other points at which f is discontinuous. The average of these left
and right limits is
1
2
, so for any integer
the Fourier Convergence Theorem says that
f ( x) if n n ,
1
2
sin 2k 1 x 1
2 k 1 2k 1
if x n .
(This equation is obvious for x n ).


Functions with Period 2L

If a function f has period other than 2 , we can find its Fourier series by
making a change of variable. Suppose f ( x ) has period 2L , that is f x 2 L f x
for all x . If we let t
x
L
and
Lt
g t f x f

then, as you can verify, g has period 2 and x L corresponds to t . The
Fourier series of g is
a0
an cos n t bn sin n t
n1
where
g (t ) dt ;
1
a0
2
an
g (t ) cos n t dt ,
If we now use the Substitution Rule with x
Lt
bn
, then t
x
L
g (t ) sin n t dt
, dt
dx , and we have
the following:
If f is a piecewise continuous function on L, L , its Fourier series is
a0
n x
n x
bn sin
L
L .
an cos
n 1
(7)
where
1
a0
2L
L f ( x) dx
And, for n 1 ,
1
an
L
n x
f x cos
dx ,
L
1
bn
L
n x
f x si n
dx
L
(7*)


Of course, the Fourier Convergence Theorem (1) is also valid for functions with
perio 2L .
Example 2:
Calculate the Fourier series of
1,
f x 0,
1,
for 0 x ,
for
x 0, ,
for x 0,
with
for all x .
Solution:
Our f has a period 2L 2 and so L .
Using the our coefficient formula with L we have

1
a0
2
f ( x) dx 0 ,
so
an
f x cos n x dx 0 ,
also
bn
f x sin n x dx f x sin n x dx 1sin n x dx

2
2
2
cos n x 0
cos n x 1
n
n
0 , n ~ even ,
2
n
4

, n ~ odd .
n
n
Thus
f x f x 2

S f x
n ~ odd

4
sin n x
n
4
sin(2k 1) x.
(2
k
1)
k 1
Example 3:
Find the Fourier series of the triangular wave function dened by f x x for
1 x 1 and f x 2 f x for all x . (The graph of f is shown in Figure 3.) For

which values of x is f x equal to the sum of its Fourier series?
Figure 3: Triangular wave function

Solution:


Average Value of a function

The concept of the average value (AV) of a function is often useful. You know
how to find the AV of a set of numbers: you add then divide by the number of numbers.
This process suggests that we ought to get an approximation to the AV of a function
f x on the interval
a, b
by averaging a number of values of f x , (Figure 4):

Average
f x
of
on
a, b
is
approximately equal to
y=f(x)
f x1 f x2
f xn
(1)
n
x1=a
x2
x3
Figure 3.
xn=b
This should become a better approximation as n

increases. Let the point x1 , x2 ,
be x apart.
Multiply the numerator and the denominator of the approximate average by x . Then
(1) becomes:
f x1 f x2
f xn x
(2)
n x
Now n x b a , the length of the interval over which we are averaging, no matter
what n and are x . If we let n and x 0 , the numerator approaches
b
f ( x) dx , and we have
a
Average of f ( x) on a, b
f ( x) dx
a
ba
(3)
In applications, it often happens that the average value of a given function is zero.
For example, the average of sin x over any number of periods is zero. The average
value of the velocity of a simple harmonic oscillator over any number of vibrations is
zero. In such cases the average of the square of the function may be of interest. For
example, if the alternating electric current (a-c) flowing through a wire is described by a
sin x function, the square root of the average of the sin x squared is known as the root-


mean-square or effective value of the current, and is what you would measure with an ac ammeter. In the example of the simple harmonic oscillator, the average kinetic energy
(average of
1
1
m 2 ) is m times the average of
2
2
2 .
2
Now you can, of course, find the average value of sin x over a period (say
to ) by looking up the integral (3) in tables and evaluating it.

2
2
By considering the graphs of cos x and sin x , (Figure 5) you can probably convince
yourself that the area under them is the same for any quarter period from 0 to
to , etc.

,
2 2
cos 2
sin 2
Figure 5
Then
sin
x dx
cos
x dx
(4)
Similarly (for integral n 0 ),
sin nx dx
2
cos 2 nx dx
(5)
2
2
But since sin nx cos nx 1 ,
sin
nx cos nx dx
2
dx 2
(6)
Using the (5), we get
sin nx dx
2
cos 2 nx dx
(7)


Then using the (3) we see that:

2
The average value (over period) of sin nx is equal to the average value (over period)
2
of cos nx and its equal:
1
2
1
sin nx dx
2
2
cos 2 nx dx
2 2
(8)
2
We can say all this more simply in words. By (5), the average value of sin nx equals
2
2
2
the average value of cos nx . The average value of sin nx cos nx 1 is 1.
2
2
Therefore the average value of sin nx or cos nx is
1
2
Average Value of Fourier coefficients

We want to expand a given periodic function in a series of sin x and cos x . To
simply our formulas of first, we shall start with functions of periodic 2 and call our
basic functions sin nx and cos nx instead of sin n t and cos n t . The functions
sin x and cos x have period 2 : so do sin nx and cos nx for any integral n since
sin n x 2 sin nx 2n sin nx . Then, given a function
f x
of period 2 ,
we write (see formula 1)

f ( x)
a0
a1 cos x a2 cos 2 x a3 cos 3x
2
b1 sin x b2 sin 2 x b3 sin 3 x
(1*)
And derive formulas for the coefficients an and bn .

In finding formulas for an and bn in (1*) we need the following integrals:
The average value of sin m x cos n x (over a period):
1
sin m x cos n x
2
sin mx cos nx dx 0 ,
The average value of sin m x sin n x (over a period):
(9)


sin m x sin n x
sin mx sin nx dx
2
0 , when m n ,
1
, when m n 0 ,
2
0 , when m n 0.
(10)
The average value of cos m x cos n x (over a period):
cos m x cos n x
cos mx cos nx dx
2
0 , when m n ,
1
, when m n 0 ,
2
1, when m n 0 .
2
2
We have already shown that the average value of sin nx or cos nx is
(11)
1
2
. The last
integral in (11) is the average value of 1 which is 1. To show that the other average
values in (9), (10), and in (11) are zero, we could use the trigonometry formulas for
products like sin cos and then integrate.
Complex form of Fourier series

Recall that real sines and cosines can be expressed in term of complex
exponentials by the formulas
ei cos isin
e
cos isin
(13)
This two equations can be solved for sines and cosines , we get
einx einx
cos nx
2
einx einx
sin nx
.
2
(14)
If we substitute equations (14) into a Fourier series like (12) we get a series of
terms of the forms e
inx
and e
inx
. This is the complex form a Fourier series. We can


also find the complex form directly; this is often easier than finding the sine cosine
form. We can then, if we like, work back the other way and [using Eulers formula]
ei cos isin
z x iy r (cos isin ) r e
Eulers formula
(15)
get the sine cosine form from the exponential form.

We want to see how to find the coefficients in the complex from directly. We
assume a series
f x C0 C1eix C1eix C2 e2ix C2 e2ix
Cn einx
(16)
and try to find the Cn s. So from formula this is given below
einx
inx
e dx in
x
x
1 in in ein ein
e
e
0
in
in
We know that the average value of e
inx
on ,
is zero when
(17)
is an integer not
equal to zero.
To find C0 , we find the average values of the terms in (16)
1
1
f x dx C0
dx
2
2
average values of terms of the

C0 0
inx with n an int eger 0
f
orm
e
(18)
and
1
C0
f x dx
2
So to find Cn , we multiply (16) by e
(19)
inx
and again find the average value of
each term. [Note: the minus sign in exponent. In finding an , the coefficient of cos nx


in equation (1*) we multiply by cos mx ; but here in finding the coefficient Cn of e

, we multiply by the complex conjugate e
inx
inx
.]
1
inx dx C 1
inx dx C 1
f
x
e
e
einx eix dx
0
1
2
2
2
1
C1
einx eix dx
2
Then we get
1
inx dx
Cn
f
x
e
2
Note that this formula contains the one for C0 (no
(20) is valid for negative as well as positive
(20)
1
2 to worry about here!). Also, since
n , you have only one formula to memorize
here. You can easily show that for real f x , Cn C n .
Example 4:
Let us expand the same
f x we did before, namely (16).
0 , when x 0 ,
0 x .
1, when
f x
Solution:
We have from (20)
1
Cn
2
0 e
inx
1 einx
2 in
1
dx
1 einx dx
2
0
1
, n ~ is odd ;
1
inx
e
1 in
2 in
0, n ~ is even 0,
(21)

1
C0
2
dx

1
.
2
Then
f x Cn e
inx
eix e3ix e5ix
1
3
5
1 eix e3ix e5ix

i 1
3
5
1 1

2 i
(22)
It is interesting to verify that is the same as the sinecosine series we had before. We
could use Eulers formula for each exponential, but it is easier to collect terms like this:
1 2 eix eix 1 e3ix e3ix 1 e5ix e 5ix

f x
2
2i
3
2i
5
2i
1 2
1
1
sin x sin 3x sin 5 x
2
3
5
(23)
which is the same
1 2 sin x sin 3x sin 5x

f x
2 1
3
5
(24)
In lecture we will took about Fourier Transform in Pair complex number express
in Polar coordinates
In Cartesian (Rectangular) Coordinates, any complex number Ck can be
expressed as:
Ck Rk i I k
Remember again the definition, that i 1 . However if we express the
2
complex number in series of Cartesian or rectangular coordinate, if we expressed that

C.N. in polar coordinates, then that complex number Ck can be expressed as:
Ck Aei Acos i sin Acos Ai sin


A time e rest to the power i tetra, ~ angle tetra is the angle or some people called
first angle. Now official according e rest to the power i tetra time A, is the same
Aei Acos i sin this is the Euler Identity.

How to express complex number in polar coordinate? You can see in this picture
Figure 1: Graphically representation of the complex number system in polar coordinates.
Horizontal axis you have here, represent real component of the complex number, let we
say Rk and vertical axis represent imaginary component of complex number I k , so if
you have any C.N. it can be represented by, let me say any complex number Ck or Ck
(C tuta), that can be represented by the the amplitude A , which is like show another
radius of this sogo with amplitude A and also express by first angler tetra ( ). So in
polar coordinate the complex number Ck can be express in term of the amplitude A ,
which radius in this case and first angle . On the hand the same complex number if
you express in Cartesian coordinate, then that complex number see can be by the reyou
component which Rk and imaginary component which is I k . So complex number we
can be express in the polar and the Cartesian coordinates.
Thus, one obtains the following relations between the Cartesian and polar
coordinate
systems,
Rk A cos
and
similarity
imaginary
component
I k A sin . This is presented graphically in Figure 1.

So what I try tell you it that a complex number can be represented in the
Cartesian coordinate by real component Rk , and imaginary component I k , or we can


be express in term of polar component such as amplitude A and . And the two system
rectangular and polar coordinates they are related by two equation
Rk A cos , I k A sin
(25)
Ok according to the definition, we can say Rk2 I k2 equal to what? From the previous
picture you can see the real part Rk2 plus the imaginary part I k2 should be equal to A2 . Is
many fact if you looked to formula (1), what will be
=1
Rk2 I k2 A2 cos 2 A2 sin 2 A2 cos2 sin 2
(26)
From this we can be say what Rk I k A or we can say the amplitude (is
2
equal to square root of real part and imaginary part) A
Rk2 I k2 .
If you we know the real part Rk and the imaginary part I k of the complex
number then we can find of the amplitude A very easily. Now next, how to get first
angle tetra . Well again it is very easy, according previous formula (25) the angle, we
computed best on Rk divide by A or can be best on I k divide by A . So from formula
(25) we can find angle . And exactly what I show here:
cos
Rk
R
cos 1 k
A
A
(27)
or we can find angle by using the formula
sin
Ik
I
sin 1 k
A
A
(28)
So in principle we can find out angle by formula (27) and (28).

To some razed, if you have complex number Ck , you can express that in the
Rectangular (Cartesian) coordinate by specifying real part Rk and imaginary part I k , or
alternatively you can also express the complex number by amplitude A and by angle .


General Interval
The functions sin nx and sin nx and einx have period 2 . We have been
considering , as the basic interval of length 2 . Given f x on , , we
have first sketched it for this interval, and then repeated our sketch for the intervals
, 3 , 3 , 5 , 3 , ,
etc. there are (infinitely) many other intervals of
length 2 , any one of which could serve as the basic interval. If we are given f x on
any interval of length 2 , we can sketch f x for that given basic interval and then
repeat it periodically with period 2 . Recall that in evaluating the Fourier Coefficients,
we used average values over a period. The formulas for the coefficients are then
unchanged (except for the limits of integration) if we use other basic intervals of length
2 . In practice, the intervals , and
For f x defined on
0, 2
0, 2
are the ones most frequently used.
and then repeated periodically, (5), (6), and (20) would
read
an
f ( x) cos nx dx ,
bn
f ( x)sin nx dx ,

1
1
cn
2
f x e
inx
dx
(29)
and (1) and (16) are unchanged.

Notice how important it is to sketch a graph to see clearly what function you are
talking about. For example, given f x on , , the extended function of period
2
f(x)
f(x)


2 is shown in Figure 6. But given f x on

2
0, 2 , the extended periodic function
is different (see Figure 7).
Figure 6
Figure 7
On the other hand, given f x as in our example (5.11), or given f x 1 on 0, ,

f x 1 on
, 2 ,
you can easily verify by sketching that the answer from either
formulas (5), (6) or formulas (24).

Physics problems do not always come to us with interval of length 2 .
Fortunately, it is easy now to change to other intervals. Consider intervals of length 2l ,
n x
say l , l or 0, 2l . The function sin
ahs period 2l , since
l
sin
n
n x
n x
2n sin
x 2l sin
.
l
l
l
n x
Similarly, cos
and e
l
n x
l
have period 2l . Equation (1) and (16) are now
replaced by
f ( x)
a0
x
2 x
3 x
a1 cos
a2 cos
a3 cos
2
l
l
l
x
2 x
3 x
b1 sin
b2 sin
b3 sin
l
l
l
a
0
2
f ( x)
in x
e l
n 1
cos
n x
n x
bn sin
,
l
l
(30)
We have already found the average values over a period of all the functions we
need to use to find an , bn , and cn here. The period is now of length 2l l to l , so
in finding average values of the terms we replace


1
2
1
by 2l
.
1
Recall that the average of the square of either the sine or the cosine over a period is
2
and the average of e
in x
l
in x
l
1 is 1. Then the formulas (5), (6), and (20) for the
coefficients become
1
an
l
n x
1
f ( x) cos
dx , bn
l
l
n x
1
f ( x)sin
dx , cn
l
2l
f x
in x
e l dx
(31)
For the basic interval 0, 2l we need only change the integration limits to 0 to 2l . the
Direchlet theorem just needs replaced by l in other to apply here.
Example 5:
Given
0 x l,
l x 2l .
0 , when
f x
1, when
Expand
f x
in an exponential
Fourier series of period 2l .
Solution:
First we sketch a graph of f x repeated with period 2l (Figure 8). By
equations (31), we find
f(x)
1
-2l
-l
2l
Figure 8
We have from (20)
3l

l

2l
1
1
Cn
0 dx
1 e
2l
2l
0
in x
l dx
in x
e l
1
2l in x
l
2l
1
e 2in e in
2in
1
,
1
in
1 e
in
2l
0,
1
C0
2l
2l
dx
when n is odd;
(32)
when n is even 0,
l
1
.
2l 2
Then
i x
i x
3i x
3i x
5i x
5i x
1 1 l
1 l
1 l
1 l
1 l
l
f x e e
e
e
e
e
2 i
3
3
5
5
1 2
i x 1
3 x 1
5 x
sin
sin
sin
.
2
l
3
l
5
l
(33)
Perceval theorem
We shall now find a relation between the average of the square (or absolute
square) of f x and the coefficients in the Fourier series for f x , assuming that
2
f x dx
is finite. The result is known as Parsevals theorem or the completeness
relation.
You should understand that the point of the theorem is not to get average of the
square of a given f x by using its Fourier series. [Given f x , it is easy to get its
average square just by doing the integration]. The point of the theorem is to show
relation between the average of the square of f x and the Fourier coefficients. We


can derive a form of Parsevals theorem from any of the various Fourier expansions we
have made; let us use
f x
f x
a0
a1 cos x a2 cos 2 x a3 cos 3 x
2
b1 sin x b2 sin 2 x b3 sin 3 x
a0
an cos nx bn sin nx
2 n1
n 1
(34)
We square f x and then average the square over , :

1
The average of f x is 2
2
f x dx
2
(35)
When we square f x , we get many terms. To avoid writing out a large number of
them, consider instead what types of terms there are in f x and when the averages
2
of the different kinds of terms are.

First, there are the squares of the individual terms in f x . Using the fact that the
average of the square of a sine and cosine over a period is
1
The average of a0
2
The average of
an cos nx 2
The average of
b0 sin nx 2
1
we have:
2
2
1
is a0 ,
2
1
is an2 ,
2
1
is nn2 .
2
1
2
(36)
1
2
Then there are cross-product terms of the forms 2 a0 an cos nx , 2 a0bn sin nx ,
and 2anbn cos nx sin mx , with m n (we write n in the every cosine factor and m in the
sine factor since every sine term must be multiplied times every cosine term).
So by (5.2), the average values of terms of all these types are zero. Then, we have
1 1 2 1 2
The average of f x (over a period) a0 an bn .
2 n 1
2 2 n 1
2
(37)


This is one form of Percevals theorem.

You can easily verify (Problem 1) that the theorem is unchanged if f x has
period 2L instead of 2 and its square is averaged over any period of length 2L .
Problem 1:
Prove (4) for a function of period 2L expanded in a sine - cosine series.
Solution (Proof):
You can also verify (Problem 2, see below) that if f x is written as a complex
exponential Fourier series, and if in addition we include the possibility that f x itself
may be complex, then we find:
The average of f x (over a period)
2
The average of f x (over a period) cn

2
(38)
Parsevals theorem is sometimes called the completeness relation.
Problem 2:
If f x is complex, we usually want the average of the square of the absolute
value of f x . Recall that
f x f x f x , where f x means the complex

2
conjugate of f x . Show that if a complex f x Cn
in x
e L
, then (5) holds.
Solution (Proof):
It seems plausible physically, and it can be proved mathematically, that with one or
more harmonics left out, we would not be able to represent sound waves containing the
omitted harmonics. We say that the set of function sin nx , cos nx is a complete set of
functions on any interval of length 2 ; that is, any function (satisfying Dirichlet


conditions) can be expaned in a Fourier series whose terms are constants times sin nx
and cos nx .
Example:
In an application of sound we said that the intensity (energy per square centimeter per
second) of a sound wave is proportional to the average value of the square of the excess
pressure.
Solution:
1 sin 524 t 30sin(524 2 t ) sin(524 3 t )
4
1
2
3
sin(524 5 t ) 30sin(524 6 t ) sin(524 7 t )
5
6
7
P t
(39)
If for simplicity we write (39) with letters instead of numerical values, we have
P t b sin 2 nft
n 1
(40)
For this case, Parsevals theorem (37) says that:

The average of
2
1
P t bn2 the average of bn2 sin 2 2 nft .
2
n 1
n 1
Now the intensity or energy of the sound wave is proportional to the average of
P t , and the energy associated with the nth harmonic is proportional to the average
2
of bn sin 2 nft . Thus Parsevals theorem says that the total energy of the sound
2
wave is equal to the sum of the energies associated with the various harmonics.
Example:
Let us use Parsevals theorem to find the sum of an infinite series. Let f x x
on the interval 1 x 1 . Sketch the corresponding function of period 2 and expand it
in a complex exponential Fourier series of period 2 .


Solution:
Form problem (8.15) we get:
The function f x x of period 2 which is equal to x on 1, 1 :
i
1
1
1
1
ei x ei x e2i x e2i x e3i x e3i x
x
2
2
3
3
Let us find the average of f x on 1, 1 .

2
1
1
1 x2
1
2
The average of f x x dx .
2 1
2 3 1 3
2
By Parsevals theorem (33), this is equal to
cn
, so we have
1
1
1 1 1 1
2
cn 2 1 1
3
4 4 9 9

2 1
2 2 .
n1 n
Then we get the sum of the series

1 1
1
4 9
1 2 1 2

2
2
3 6
n
n 1

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IIUM, Faculty of Engineering,

Department of Science in Engineering

Engineering Mathematics 2, MATH 1320

V. SEQUENCES AND SERIES

IIUM, Faculty of Engineering,

Engineering Mathematics 2, MATH 1320

Convergence and Divergence of a Sequence

All series is basically is began, as

1, 0.01, 0.001, 0.0001, ...

1 0.01 0.001 0.0001 ...

1 2 3 4 5 ... (going to infinite)

1 0.01 0.001 0.0001 ...

IIUM, Faculty of Engineering,

Engineering Mathematics 2, MATH 1320

1 0.01 0.001 0.0001 ...

If we try to add the terms of an infinite sequence an

It would be impossible to find a finite sum for the series

nth term, we get

, which becomes very large as n increases.

However, if we start to add the terms of the series

IIUM, Faculty of Engineering,

Engineering Mathematics 2, MATH 1320

Definition 7.1 (Convergent and Divergent Series):

an a1 a2 a3 a4 ... , let Sn denoted its nth partial sum:

is convergent and lim Sn S exists as a real number,

then the series

is called convergent and we write

IIUM, Faculty of Engineering,

Engineering Mathematics 2, MATH 1320

nth terms, is:

If substituted L, we will get

So now I want to talk about Geometric series.

Geometric series (GS)

Definition: Geometric Series with a constant ratio between successive terms.

IIUM, Faculty of Engineering,

Engineering Mathematics 2, MATH 1320

Consider the Geometric sequence; we looked some geometric segments, like

Let find the formula:

96, 192, 384

IIUM, Faculty of Engineering,

Engineering Mathematics 2, MATH 1320

n 1 , we take first term, if plug 2, we take second term and .

is consider to be first term in formula (3). In our case

is value and equal to 1 . This formula is works when GS started from 1 . So

1 it is right dose converge. What is the converge we can

IIUM, Faculty of Engineering,

Engineering Mathematics 2, MATH 1320

If we put 9 to the calculated (*) we take

1.1 . This is definitely GS. One other thing

I couldnt write short formula an n . So is nice way to say by formula (4).

(do not equal to zero)

r 0.4 . Then what will be first term?

Let find the first term:

, what is the first term this series?

IIUM, Faculty of Engineering,

Engineering Mathematics 2, MATH 1320

but our common ration

is outside, any way we can concluded this is

IIUM, Faculty of Engineering,

Engineering Mathematics 2, MATH 1320

A Partial Sum of a Series

this is called Partial sum of series, and

you can take