EEE 305 Lecture 2: Series and Sequence

Series and sequence

A sequence is a possibly infinite collection of numbers lined up in some order:
𝑎1 , 𝑎2 , 𝑎3 , . . .
A series is a possibly infinite sum:
𝑎1 + 𝑎2 + 𝑎3 + . . .
Convergence vs Divergence
∞
Def 1. A sequence 𝑎𝑗 𝑗 =0 is said to be 𝜖-close to a number b if there exists a number N ≥ 0 (it
can be very large), such that for all n ≥ N,
|𝑎𝑗 − 𝑏| ≤ 𝜖.
∞
A sequence 𝑎𝑗 𝑗 =0 is said to converge to b if it is 𝜖-close to b for all f > 0 (however small).
We then write aj → b, or lim𝑗 →∞ 𝑎𝑗 = 𝑏.

If a sequence does not converge we say that it diverges. Unbounded sequences, i.e.,
sequences that contain arbitrarily large numbers, always diverge. (So we never say “converges to
infinity”, although it’s fine to say “diverges to infinity”.)
Examples

∞
Def 2. Consider a sequence 𝑎𝑗 𝑗 =0 . We define the N-th partial sum SN as
𝑁

𝑆𝑁 = 𝑎0 + 𝑎1 + ⋯ + 𝑎𝑁 = 𝑎𝑗 .
𝑗 =0
We say that the series 𝑗 𝑎𝑗 converges if the sequence of partial sums SN converges to some number
∞
b as 𝑁 → ∞. Then we can write 𝑗 =0 𝑎𝑗 = 𝑏.
1
Page

Prepared BY
Shahadat Hussain Parvez
 EEE 305 Lecture 2: Series and Sequence

Again, if the series does not converges we say that it diverges.

Example of divergent series
1 + 2 + 4 + 8 + 16 + ⋯

∞ ∞
Def 3. A series 𝑗 =0 𝑎𝑗 is said to be absolutely convergent if 𝑗 =0 𝑎𝑗 converges. If a series is not
absolutely convergent, but nevertheless converges, we say that it is conditionally convergent.
Taylor series
A Taylor series is a series expansion of a function about a point. A one-dimensional Taylor series is an
expansion of a real function about a point is given by

If , the expansion is known as a Maclaurin series.

Taylor's theorem states that any function satisfying certain conditions can be expressed as a Taylor
series. Taylor series of some common functions include
2
Page

Prepared BY
Shahadat Hussain Parvez
 EEE 305 Lecture 2: Series and Sequence

Maclaurin Series
A Maclaurin series is a Taylor series expansion of a function about 0,

(1)

Maclaurin series for common functions include

(3)

(4)
(5)
(6)
(7)
(8)
(9)
(10)

(11)
(12)

(13)

(14)
(15)

(16)

(17)
(18)

(19)

(20)
(21)
(22)
(23)
(24)
(25)
(26)
(27)
(28)
(29)
(30)
(31)
(32)
(33)
The explicit forms for some of these are

(34)
3

(35)
Page

Prepared BY
Shahadat Hussain Parvez
 EEE 305 Lecture 2: Series and Sequence

(36)

(37)

(38)

(39)

(40)

(41)

(42)

(43)

(44)

(45)

(46)

(47)

(48)

(49)

(50)

(51)

(52)

(53)

where is a gamma function, is a Bernoulli number, is an Euler number and is a Legendre

polynomial.
4
Page

Prepared BY
Shahadat Hussain Parvez
 EEE 305 Lecture 2: Series and Sequence

Estimating value of a function using Taylor Series

A useful way to gain insight into taylor series is to build it term by term. For example the first term in
the series is
𝑓(𝑥𝑖+1 ) ≅ 𝑓(𝑥𝑖 )
This relationship is called zero order approximation and indicates that the value of f at the new point
is same as its value at the old point. This is intuitive because values 𝑥𝑖 𝑎𝑛𝑑 𝑥𝑖+1 are close to each
other. This estimation is perfect when the function is a constant. To estimate any other function
more terms are needed to be added for better approximation.
The first order approximation is developed by adding another term to yield
𝑓 𝑥𝑖+1 ≅ 𝑓 𝑥𝑖 + 𝑓 ′ 𝑥𝑖 (𝑥𝑖+1 − 𝑥𝑖 )
For getting better approximation another term can be added and it will be called second order
approximation
𝑓 𝑥𝑖+1 ≅ 𝑓 𝑥𝑖 + 𝑓 ′ 𝑥𝑖 (𝑥𝑖+1 − 𝑥𝑖 ) + 𝑓 ′′ 𝑥𝑖 𝑥𝑖+1 − 𝑥𝑖 2
The total approximation for n terms with the remainder can be written as
𝑓 ′′ 𝑥𝑖 𝑓 𝑛 𝑥𝑖
𝑓 𝑥𝑖+1 = 𝑓 𝑥𝑖 + 𝑓 ′ 𝑥𝑖 𝑥𝑖+1 − 𝑥𝑖 + 𝑥𝑖+1 − 𝑥𝑖 2 + ⋯ + 𝑥𝑖+1 − 𝑥𝑖 𝑛 + 𝑅𝑛
2! 𝑛!
Since this equation is an infinite series the approximate sign is replace with the equal sign. And as
computer and human cannot count till infinity a remainder term is added to account for the terms
from n+1 to infinity. The term Rn is defined as
𝑛+1
𝑓 𝜉
𝑅𝑛 = 𝑥 − 𝑥𝑖 𝑛+1
𝑛 + 1 ! 𝑖+1
We can simplify the taylor series by defining the step size as ℎ = 𝑥𝑖+1 − 𝑥𝑖 and the equation for
taylor series will represented by the equation
𝑓 ′′ 𝑥𝑖 2 𝑓 𝑛 𝑥𝑖 𝑛
𝑓 𝑥𝑖+1 = 𝑓 𝑥𝑖 + 𝑓 ′ 𝑥𝑖 ℎ + ℎ + ⋯+ ℎ + 𝑅𝑛
2! 𝑛!
Where Rn is the remainder
𝑛+1
𝑓 𝜉 𝑛+1
𝑅𝑛 = ℎ
𝑛+1 !
If we want to find the nth order approximation of a function using taylor series then we have to use
n+1 terms to find the approximation and the remainder will be the truncation error.
The diagram below shows different order approximation of the function
4 3 2
𝑓 𝑥 = −0.1𝑥 − 0.15𝑥 − 0.5𝑥 − 0.25𝑥 + 1.2 using taylor series
5
Page

Prepared BY
Shahadat Hussain Parvez
 EEE 305 Lecture 2: Series and Sequence

Taylor series can be written in another form

𝑓 ′′ 𝑎 𝑓 ′′′ 𝑎 𝑓𝑛 𝑎
𝑓 𝑥 = 𝑓 𝑎 + 𝑓′ 𝑎 𝑥 − 𝑎 + 𝑥−𝑎 2+ 𝑥 −𝑎 3 +⋯+ 𝑥−𝑎 𝑛
+ 𝑅𝑛
2! 3! 𝑛!
Where the remainder Rn is defined as
𝑥
𝑥 − 𝑡 𝑛 (𝑛+1)
𝑅𝑛 = 𝑓 𝑡 𝑑𝑡
𝑎 𝑛!
Where t=a dummy variable
The value of remainder without the integral form is
𝑓 𝑛+1 𝜉
𝑅𝑛 = 𝑥 − 𝑎 𝑛+1
𝑛+1 !
This form of remainder is known as the derivative or Lagrange form of the remainder.

1) Chapra example 4.1

2) Chapra example 4.2
3) Use Maclaurin series to find approximation of the following functions until approximation error
is below 0.1%. If the error is not below 6 terms you can stop
a) 𝑒 2
b) 𝑒 0.5
c) sin 30
d) cos 45
4) Use zero through third order taylor series expansion to predict f(3) using a base point at x=1
𝑓 𝑥 = 25𝑥 3 − 6𝑥 2 + 7𝑋 − 88. Compute the true percent relative error for each approximation

6
Page

Prepared BY
Shahadat Hussain Parvez