Alternating Series

A series in which the terms are alternately positive and negative is an alternating series. u1 u 2 + u 3 u 4 + ...............
1 1 1 (1) n +1 1 + + ............. + + ...... 2 3 4 n

Lebnitzs Rule for convergence of an alternating series.

The series (-1)n +1 u n = u1 u 2 + u 3 u 4 + ..........converges if
n =1

Ms. Deepali Gupta. JIIT, NOIDA

 uns are all positive. un un+1 for all n N, for some integer N.
lim u n = 0
n

u1 u2

u3 u4

s2

s4

s3

s1

Ms. Deepali Gupta. JIIT, NOIDA

Test the convergence of the series

3 4 5 6 2 + + ....... 2 3 4 5
n lim u n = lim =1 0 n n n + 1

1 1 1 1 (1 + 1) 1 + + 1 + 1 + + 1 + .......... 2 3 4 5 1 1 1 (1 1 + 1 1 + 1 .....) + 1 + + ..... 2 3 4

Series is oscillatory.

Ms. Deepali Gupta. JIIT, NOIDA

Absolute Convergence : A series un converges absolutely if the corresponding series of absolute values |un| converges.
1 1 1 1 + + ......... 2 4 8

1+

1 1 1 + + + ......... 2 4 8

The geometric series converges absolutely because the corresponding series of absolute values converges. Absolute convergence of series implies ordinary convergence.
Ms. Deepali Gupta. JIIT, NOIDA

1 1 1 1 1 + + ......... 2 3 4 5

The series is convergent by Lebnitz Test

1 1 1 1 1 + + + + .........is divergent. 2 3 4 5

Conditional Convergence : A series that converges but does not converge absolutely.
sin n n 2 is absolutely convergent. n =1
Ms. Deepali Gupta. JIIT, NOIDA

Power Series
The power series method is the basic method for solving linear differential equations with variable coefficients. It gives solutions in the form of power series. A power series about x = 0 is a series of the form a m x m = a 0 + a 1 x + a 2 x 2 + ...........a n x n + ....

m =0

A power series about x = x0 is a series of the form

m =0

a m ( x x 0 ) m = a 0 + a 1 ( x x 0 ) + a 2 ( x x 0 ) 2 + ..............

where a0,a1,a2. are constants coefficients, x0 is the center of the series. x2 x3 x3 x5 e.g. e x = 1 + x + + + .......... sin x = x + ......... 2! 3! 3! 5!
Ms. Deepali Gupta. JIIT, NOIDA

The power series is said to converge at a point x if the limit

m

lim a n ( x x 0 ) n
n =1

exists, and in this case the sum of the series is the value of this limit. The series always converges at the point x = x0. For e.g. n! x n = 1 + x + 2! x 2 + 3! x 3 + .......
n =0

u n +1 (n + 1)! x n +1 = = (n + 1) x as n n un n! x

The series diverges for all values of x except x = 0.

Ms. Deepali Gupta. JIIT, NOIDA

xn x 2 x3 n! = 1 + x + 2! + 3! + ....... n =0 u n +1 n! x n +1 1 = = x 0 as n n un (n + 1)! x n +1

The series converges for all values of x.

x n = 1 + x + x 2 + x 3 + .......
n =0

The series converges for |x| < 1 and diverges for |x| > 1. This means that to each series of this kind there correspond a positive real number R, called the radius of convergence, with the property that the series converges if |x| < R and diverges if | x | > R.
Ms. Deepali Gupta. JIIT, NOIDA

a
n =0

x n = a 0 + a1x + a 2 x 2 + ....... n

a n +1x n +1 a n +1 lim = lim x =L n n a n a x n n

The series converges for L < 1 and diverges for L > 1.

1 1 R= R= a n +1 lim n a n lim n n a n if this limit exist. If R = the power series converges for all values of x. If R = 0 the power series converges only at x = 0.
Ms. Deepali Gupta. JIIT, NOIDA

Example
Find the radius of convergence of the series
(1) n 3n x3 x6 x9 8n x = 1 8 + 82 83 + ....... n =0

This is a series in powers of t = x3 .

a n +1 8n 1 = n +1 = lim n a 8 8 n

Thus R = 8. Hence the series converges for |t| < 8, i.e. |x| < 2.
Ms. Deepali Gupta. JIIT, NOIDA

Suppose that the power series converges for |x| < R with its sum given by f(x):
f (x) = a k x k = a 0 + a1x + a 2 x 2 + .........
k =0

Then f(x) is continuous and has derivatives of all orders. Also the series can be differentiated term wise
f (x) = ka k x k 1 = a1 + 2a 2 x + 3a 3 x 2 + .........
k =1

f (x) = k(k 1)a k x k 2 = 2a 2 + 3.2a 3 x + .........

k =2

Ms. Deepali Gupta. JIIT, NOIDA

Analytic Function: A function f(x) is called analytic at a point x = x0 if it can be represented by a power series in powers of x x0 i.e f(x) = a0 + a1(x-x0)+ a2(x-x0)2 + .. with radius of convergence R > 0. A rational function is analytic except at those values of x at which its denominator is zero. x Rational function : 2 is analytic everywhere x 5x + 6 except at x = 2 and x = 3
log(1+x) is not analytic at x = -1.
All polynomial functions e x , sin x , cosx are analytic at all points.
Ms. Deepali Gupta. JIIT, NOIDA

Ordinary Point:: A point x = x0 is called an ordinary point of the equation y+ P(x)y + Q(x)y = 0 (1) if both the functions P(x) and Q(x) are analytic at x = x0. Singular points: If the point x = x0 is not an ordinary point of the differential equation, then it is called a singular point of equation (1). Regular singular point: A singular point x = x0 is called a RSP of (1) if both (x-x0)P(x) and (x-x0)2Q(x) are analytic at x = x0. Irregular singular point: A singular point which is not regular is called an irregular singular point.
Ms. Deepali Gupta. JIIT, NOIDA

y + xy = 0

y+ P(x)y + Q(x)y = 0

P(x) = 0, Q(x) = x. At x = 0, both P(x) and Q(x) are analytic, hence x = 0 is an ordinary point.
x 2 ( x 2 1) 2 y x (1 x ) y + 2 y = 0

x (1 x ) 2 + 2 2 y y=0 2 2 2 2 x ( x 1) x ( x 1)
x (1 x ) x 2 ( x 2 1) 2 Q( x ) = 2 x 2 ( x 2 1) 2
Ms. Deepali Gupta. JIIT, NOIDA

P( x ) =

P( x ) =

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

Q( x ) =

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

Singular points are x = 0, 1, -1.

xP( x ) = x 2 Q( x ) =

Since xP(x) and x2 Q(x) are analytic at x = 0. Hence x = 0 is a regular singular point. 1 2 ( x 1)P( x ) = ( x 1) 2 Q( x ) = 2 x ( x + 1) 2 x ( x + 1) 2 Since (x-1)P(x) and (x-1)2 Q(x) are analytic at x = 1. Hence x = 1 Ms. Deepali Gupta. JIIT, NOIDA is a regular singular point.

1 ( x + 1)P( x ) = x (1 x )( x + 1)

2 ( x + 1) Q( x ) = 2 x ( x 1) 2
2

Since (x + 1)P(x) is not analytic at x = -1. Hence x = -1 is a irregular singular point.

Ms. Deepali Gupta. JIIT, NOIDA

Solution in Series
y + y = 0
Exact so ln : C.F. m 2 + 1 = 0 m = i

y = c1 cos x + c 2 sin x

Since P(x) = 0, Q(x) = 1, x = 0 is an ordinary point of the equation.

Let y = a k x k = a 0 + a1x + a 2 x 2 + ......... y = ka k x k 1 = a1 + 2a 2 x + 3a 3 x 2 + .........
k =1

k =0

y = k(k 1)a k x k 2 = 2a 2 + 3.2a 3 x + .........

k =2

Ms. Deepali Gupta. JIIT, NOIDA

y + y = 0 (2a 2 + 6a 3 x + 12a 4 x 2 + 20a 5 x 3 ........) + (a 0 +a 1 x + a 2 x 2 + a 3 x 3 .........) = 0

Equating the coefficient of each power of x to zero a x 0 2a 2 + a 0 = 0 a 2 = 0 2 a x 1 6a 3 + a 1 = 0 a 3 = 1 6 a a x 2 12a 4 + a 2 = 0 a 4 = 2 = 0 12 4! a a x 3 20a 5 + a 3 = 0 a 5 = 3 = 1 20 5! Ms. Deepali Gupta. JIIT, NOIDA

y = a 0 +a 1 x + a 2 x 2 + .........
a 0 2 a1 3 a 0 4 a1 5 x + x ......... y = a 0 +a 1 x x x + 4! 5! 2! 3!
x2 x4 x3 x5 y = a 0 1 + ........ + a 1 x + ....... 2! 4! 3! 5!
y = a 0 cos x + a 1 sin x

Thus any solution of differential equation about an ordinary point will be of the form y = a 0 + a 1 ( x x 0 ) + a 2 ( x x 0 ) 2 + .........
Ms. Deepali Gupta. JIIT, NOIDA

Example on RSP
3xy + 2 y + y = 0
y + 1 2 y + y=0 3x 3x

x = 0 is an regular singular point of the differential equation.

Let y = a k x m+k
k =0

be the solution of DE.

where m may be a negative integer, a fraction or even an irrational no.

y = (m + k)a k x
k =0 m + k 1

y = (m + k)(m + k 1)a k x m + k 2
k =0

Ms. Deepali Gupta. JIIT, NOIDA

3xy + 2 y + y = 0

3(m + k)(m + k 1)a k x

k =0 k =0

m + k 1

+ 2(m + k)a k x
m + k 1

m + k 1

+ a k x m+ k = 0
k =0

[3(m + k)(m + k 1) + 2(m + k)] a k x

+ a k x m+k = 0
k =0

The coefficient of lowest degree term xm-1 is obtained by putting k = 0 in the first summation and equating it to zero. Then the indicial equation is
k = 0 x m 1 : [3m(m 1) + 2m ] a 0 = 0
3m 2 m = 0 as a 0 0

m(3m 1) = 0

1 m = 0, 3

Ms. Deepali Gupta. JIIT, NOIDA

 [3(m + k)(m + k 1) + 2(m + k)] a k x

k = 1 x m : [3(m + 1)m + 2(m + 1) ] a1 + a 0 = 0
a0 a1 = ( m + 1)(3m + 2) k = 2 x m +1 : [3(m + 2)(m + 1) + 2(m + 2) ] a 2 + a1 = 0
k =0

m + k 1

+ a k x m+k = 0
k =0

a0 a1 = a2 = (m + 1)(m + 2)(3m + 2)(3m + 5) ( m + 2)(3m + 5)

Ms. Deepali Gupta. JIIT, NOIDA

k = 3 x m + 2 : [3(m + 3)(m + 2) + 2(m + 3) ] a 3 + a 2 = 0

a0 a2 = a3 = (m + 3)(3m + 8) (m + 1)(m + 2)(m + 3)(3m + 2)(3m + 5)(3m + 8)

For m = 0
1 a1 = a 0 2
a2 = 1 a0 20 a3 = 1 a0 480

1 3 1 2 1 x x + ........ Hence for m = 0, y1 = a 0 1 x + 20 480 2

Ms. Deepali Gupta. JIIT, NOIDA

1 For m = 3

1 a1 = a 0 4

1 a2 = a0 56

1 a3 = a0 1680

1 1 1 1 x 3 + ........ Hence for m = , y 2 = a 0 x 1 3 1 x + x 2 3 56 1680 4

Thus complete solution is

y = Ay1 + By 2

x x2 x3 x x2 x3 13 y = a 0 1 + 2 20 480 + ........ + b 0 x 1 4 + 56 1680 + ........

Ms. Deepali Gupta. JIIT, NOIDA