Chapter 2 Improper Integrals and Infinite Series-1

Download as pdf or txt
Download as pdf or txt
You are on page 1of 28

Mathematics 3

Chapter (2)
Improper Integrals and Infinite Series
(4.1) Improper Integrals
Learning Objectives
ˆ Evaluate an integral over an infinite interval.

ˆ Evaluate an integral over a closed interval with an infinite discontinuity


within the interval.

ˆ Use the comparison theorem to determine whether a definite integral is


convergent.

Integrating over an Infinite Interval


Definition 1. 1. Let f (x) be continuous over an interval of the form [a, +∞).
Then Z +∞ Z t
f (x) dx = lim f (x) dx,
a t→+∞ a
provided this limit exists.

2. Let f (x) be continuous over an interval of the form (−∞, b]. Then
Z b Z b
f (x) dx = lim f (x) dx,
−∞ t→−∞ t

provided this limit exists.


In each case, if the limit exists, then the improper integral is said to con-
verge.
If the limit does not exist, then the improper integral is said to diverge.

3. Let f (x) be continuous over (−∞, +∞). Then


Z +∞ Z 0 Z +∞
f (x) dx = f (x) dx + f (x) dx,
−∞ −∞ 0
Z 0 Z +∞
provided that f (x) dx and f (x) dx both converge.
−∞ 0
Z +∞
If either of these two integrals diverge, then f (x) dx diverges.
−∞
Z +∞ Z a Z +∞
(It can be shown that, in fact, f (x) dx = f (x) dx+ f (x) dx
−∞ −∞ a
for any value of a.).

1
Example 1. Evaluate Z 0
1
2
dx.
−∞ x + 4
State whether the improper integral converges or diverges.
Z 0 Z 0
1 1
2+4
dx = lim 2+4
dx
−∞ x t→−∞ t x
−1 x
 0
= lim tan
t→−∞ 2 t
t
= lim (tan−1 0 − tan−1 )
t→−∞
 2  
−1
 −π π
= 0 − tan (−∞) 0 − = .
2 2
The improper integral converges to π2 .
Example 2. Determine whether the following improper integral diverges or
converges
1
f (x) =
x
Z ∞ Z t
1 1
dx = lim dx
1 x t→+∞ 1 x

= lim ln |x||t1 = lim (ln |t| − ln 1) = ∞


t→+∞ t→+∞

Then the improper integral diverges.


Example 3. Determine whether the following improper integral diverges or
converges Z ∞
1
dx
1 x2
Z ∞ Z t
1 1
2
dx = lim dx
1 x t→+∞ 1 x2
t  
−1 −1
= lim = lim + 1 = (0 + 1) = 1
t→∞ x t→+∞ t
1

The improper integral converges to 1.

Integrating a Discontinuous Integrand


Definition 2. 1. Let f (x) be continuous over [a, b). Then,
Z b Z t
f (x) dx = lim− f (x) dx.
a t→b a

2
2. Let f (x) be continuous over (a, b]. Then,
Z b Z b
f (x) dx = lim+ f (x) dx.
a t→a t

In each case, if the limit exists, then the improper integral is said to con-
verge.
If the limit does not exist, then the improper integral is said to diverge.

3. If f (x) is continuous over [a, b] except at a point c in (a, b), then


Z b Z c Z b
f (x) dx = f (x) dx + f (x) dx
a a c
Z c Z b
provided both f (x) dx and f (x) dx converge.
a c
Z b
If either of these integrals diverges, then f (x) dx diverges.
a

Example 4. Evaluate Z 4
1
dx, √
0 4−x
if possible. State whether the integral converges or diverges.
1
The function f (x) = √ is continuous over [0, 4) and discontinuous at 4.
4 − xZ
4
1
From the definition, rewrite √ dx as a limit:
0 4−x
Z 4 Z t
1 1
√ dx = lim− √ dx
0 4−x t→4 0 4−x
√ t √
= lim− (−2 4 − x) 0 = lim− (−2 4 − t + 4) = 4.
t→4 t→4

The improper integral converges.

Example 5. Evaluate Z 1
1
3
dx.
−1 x
State whether the improper integral converges or diverges.
Since f (x) = x13 is discontinuous at zero, then we can write
Z 1 Z 0 Z 1
1 1 1
3
dx = 3
dx + dx.
−1 x −1 x 0 x3

3
If either of the Ztwo integrals diverges, then the original integral diverges.
0
1
Begin with 3
dx:
−1 x
Z 0 Z t
1 1
3
dx = lim dx
−1 x t→0− −1 x3
  t  
1 1 1
= lim− − 2 = lim− − 2 + = ∞.
t→0 2x −1 t→0 2t 2
Z 0
1
Therefore, dx diverges.
−1 x3
Z 0 Z 1
1 1
Since 3
dx diverges, then 3
dx also diverges.
−1 x −1 x

A Comparison Theorem
Let f (x) and g(x) be continuous over [a, +∞). Assume that 0 ≤ f (x) ≤ g(x)
for x ≥ a.
i. If Z +∞ Z t
f (x) dx = lim f (x) dx = +∞,
a t→+∞ a
then Z +∞ Z t
g(x) dx = lim g(x) dx = +∞.
a t→+∞ a

ii. If Z +∞ Z t
g(x) dx = lim g(x) dx = L,
a t→+∞ a
where L is a real number, then
Z +∞ Z t
f (x) dx = lim f (x) dx = M
a t→+∞ a

for some real number M ≤ L.


Example 6. Use a comparison to show that
Z +∞
1
dx.
1 xex
converges.
We can see that
1 1
0≤ x
≤ x
= e−x ,
xe e
4
Z ∞ Z +∞
−x 1
so if e
dx converges, then so does x
dx.
1 Z inf ty 1 xe
To evaluate e−x dx, first rewrite it as a limit:
1
Z ∞ Z t
−x
e dx = lim e−x dx
1 t→∞ 1
t
= lim (−e−x ) 1 = lim (−e−t + e−1 ) = e−1 .
t→∞ t→∞
Z ∞ Z ∞
−x 1
Since e dx converges, so does x
dx.
1 1 xe
Example 7. Use the comparison theorem to show that
Z ∞
1
dx
1 xp
diverges for all p < 1. Z ∞
1 1 1
For p < 1, ≤ p over [1, ∞). Since dx = ∞.
xZ x 1 x

1
Therefore, p
dx diverges for all p < 1.
1 x

(4.2) Infinite Series


We have seen that a sequence is an ordered set of terms. If you add these terms
together, you get a series.

Sums and Series


Definition 3. Let {an } be a sequence.
1. The sum ∞
X
an = a1 + a2 + a3 + · · · .
n=1
is an infinite series (or, simply series).
k
ai ; the sequence {Sk } is the sequence of k th partial sums of
P
2. Let Sk =
i=1
{an }.

P
3. If the sequence {Sk } converges to L, we say the series an converges to
n=1

P
L, and we write an = L.
n=1

5

P
4. If the sequence {Sk } diverges, the series an diverges.
n=1
Example 8. For each of the following series, use the sequence of partial sums
to determine whether the series converges or diverges.

X n
1.
n=1
n+1

X
2. (−1)n
n=1

X 1
3.
n=1
n(n + 1)
Solution:
1. The sequence of partial sums Sk satisfies
1
S1 =
2
1 2
S2 = +
2 3
1 2 3
S3 = + +
2 3 4
1 2 3 4
S4 = + + + .
2 3 4 5
Notice that each term added is greater than 12 . As a result, we see that
1
S1 =
2
 
1 2 1 1 1
S2 = + > + = 2
2 3 2 2 2
 
1 2 3 1 1 1 1
S3 = + + > + + = 3
2 3 4 2 2 2 2
 
1 2 3 4 1 1 1 1 1
S4 = + + + > + + + = 4 .
2 3 4 5 2 2 2 2 2
From this pattern we can see that
 
1
Sk > k ,
2
for every integer k. Therefore, Sk is unbounded and consequently, di-

X n
verges. Therefore, the infinite series diverges.
n=1
n + 1

6
2. The sequence of partial sums Sk satisfies

S1 = −1, S2 = −1+1 = 0, S3 = −1+1−1 = −1, S4 = −1+1−1+1 = 0.

From this pattern we can see the sequence of partial sums is

{Sk } = {−1, 0, −1, 0, . . .}.



X
Since this sequence diverges, the infinite series (−1)n diverges.
n=1

3. The sequence of partial sums Sk satisfies


1 1 1 1 1 1 2
S1 = = , S2 = + = + = ,
1×2 2 1×2 2×3 2 6 3
1 1 1 1 1 1 3
S3 = + + = + + = ,
1 × 2 2 × 3 3 × 4 2 6 12 4
1 1 1 1 4
S4 = + + + = ,
1×2 2×3 3×4 4×5 5
1 1 1 1 1 5
S5 = + + + + = .
1×2 2×3 3×4 4×5 5×6 6
From this pattern, we can see that the k th partial sum is given by the
explicit formula
k
Sk = .
k+1
k
Since k+1 → 1, we conclude that the sequence of partial sums converges,
and therefore the infinite series converges to 1. We have

X 1
= 1.
n=1
n(n + 1)

Algebraic Properties of Convergent Series



X ∞
X
Let an and bn be convergent series. Then the following algebraic prop-
n=1 n=1
erties hold.

X ∞
X ∞
X ∞
X
i. The series (an + bn ) converges, and (an + bn ) = an + bn .
n=1 n=1 n=1 n=1
(Sum Rule)

7

X ∞
X ∞
X ∞
X
ii. The series (an − bn ) converges, and (an − bn ) = an − bn .
n=1 n=1 n=1 n=1
(Difference Rule)

X ∞
X ∞
X
iii. For any real number c, the series can converges, and can = c an .
n=1 n=1 n=1
(Constant Multiple Rule)

Convergence Tests for series


(1) General term test
P
The n-Term test follows from the definition of convergence of a series: if an
converges to a number L then since each term an = sn − sn−1 is the difference
of successive partial sums, taking the limit yields

lim an = lim (sn − sn−1 ) = L − L = 0


n→∞ n→∞

Therefore, the series is divergence if

lim an ̸= 0.
n→∞


X n 1 2 3
Example 9. Show that = + + + · · · is divergent.
n=1
2n + 1 3 5 7
Since
n 1
lim = ̸= 0
n→∞ 2n + 1 2
then by the n-th Term Test the series diverges.

(2) Geometric Series


One important type of series is a geometric series.
Definition 4. A geometric series is a series of the form

X
rn = 1 + r + r2 + r3 + · · · + rn + · · ·
n=0


rn.
P
Consider the geometric series
n=0

1−r n+1
1. The nth partial sum is: Sn = 1−r .

8
2. The series converges if, and only if, |r| < 1. When |r| < 1,

X 1
rn = .
n=0
1−r

3. The series diverges if, and only if, |r| ≥ 1


Example 10. Check the convergence of the following series. If the series con-
verges, find its sum.
∞  n
X 3
1. .
n=0
4
∞  n
X −1
2. .
n=0
2

X
3. 3n .
n=0

3
1. Since r = 4 < 1, then we have that
∞  n
X 3 1
= 3 = 4.
n=0
4 1− 4

2. Since |r| = | −1
2 |=
1
2 < 1, this series converges, and
∞  n
X −1 1 2
= = .
n=0
2 1 − (−1/2) 3

3. Since r > 1, the series diverges.

(3) p-Series
Another important type of series is the p-series.
Definition 5. A p-series is a series of the form

X 1
p
, where p > 0.
n=1
n

1
P
A p-series np will converge if, and only if, p > 1.
n=1

9
Example 11. Determine the convergence of the following series.

X 1
1.
n=1
n

X 1
2.
n=1
n2

X 1
3. √
n=1
n

1. This is a p-series with p = 1. Then this series diverges.


This series is a famous series, called the Harmonic Series.
2. This is a p-series with p = 2. Then it converges.
3. This is a p-series with p = 12 . Then it diverges.

(4) Telescoping series


Definition 6. A telescoping series is a series in which most of the terms cancel
in each of the partial sums, leaving only some of the first terms and some of
the last terms.
The telescoping series takes the form
∞ ∞  
X 1 X 1 1
= −
n=1
n(n + 1) n=1
n n+1

The telescoping series


∞ ∞  
X 1 X 1 1
= −
n=1
n(n + 1) n=1 n n + 1

always converges.

1 1 1
S1 = − =1−
1 2  
  2
1 1 1 1 1
S2 = − + − =1−
1 2 2 3 3
     
1 1 1 1 1 1 1
S3 = − + − + − =1−
1 2 2 3 3 4 4
       
1 1 1 1 1 1 1 1 1
S4 = − + − + − + − =1−
1 2 2 3 3 4 4 5 5

10
1
In general, we see that Sn = 1 − n+1 .
1

The sequence {Sn } converges, as lim Sn = lim 1 − n+1 = 1, and so we
n→∞ n→∞
conclude that ∞ ∞  
X 1 X 1 1
= − =1
n=1
n(n + 1) n=1
n n + 1
The general form of a telescoping series is

X a
, a any number, r ∈ {0, 1, 2, 3, . . .}
n=1
(n + r)(n + r + 1)

For example the following series converges



X 5
n=1
(n + 10)(n + 11)

Note: The convergence or divergence remains unchanged by the addition or


subtraction of any finite number of terms. That is:
1. A divergent series will remain divergent with the addition or subtraction
of any finite number of terms.

2. A convergent series will remain convergent with the addition or subtrac-


tion of any finite number of terms. (Of course, the sum will likely change.)

(5) Comparison Test



X ∞
X
For an with nonnegative terms, compare with a known series bn .
n=1 n=1

X ∞
X
If an ≤ bn for all n ≥ N and bn converges, then an converges.
n=1 n=1

X ∞
X
If an ≥ bn for all n ≥ N and bn diverges, then an diverges.
n=1 n=1

Example 12. For each of the following series, use the comparison test to de-
termine whether the series converges or diverges.

X 1
1.
n=1
n3 + 3n + 1

X 1
2.
n=1
2n +1

11

X 1
3.
n=2
ln n


X 1
1. Compare to 3
.
n=1
n

X 1
Since 3
is a p-series with p = 3, it converges. Further,
n=1
n

1 1
<
n3 + 3n + 1 n3

X 1
for every positive integer n. Therefore, we can conclude that
n=1
n3 + 3n + 1
converges.
∞  n
X 1
2. Compare to .
n=1
2
∞  n
X 1 1 1
Since is a geometric series with r = and < 1, it converges.
n=1
2 2 2
Also,
1 1
n
< n
2 +1 2

X 1
for every positive integer n. Therefore, we see that n+1
converges.
n=1
2

X 1
3. Compare to .
n=2
n
Since
1 1
>
ln n n
∞ ∞
X 1 X 1
for every integer n ≥ 2 and diverges, we have that diverges.
n=2
n n=2
ln n

(6) Limit Comparison Test


Let an , bn ≥ 0 for all n ≥ 1.
∞ ∞
an X X
ˆ If lim = L ̸= 0, then an and bn both converge or both diverge.
n→∞ bn
n=1 n=1

12
∞ ∞
an X X
ˆ If lim = 0 and bn converges, then an converges.
n→∞ bn
n=1 n=1

∞ ∞
an X X
ˆ If lim = ∞ and bn diverges, then an diverges.
n→∞ bn
n=1 n=1

Example 13. For each of the following series, use the limit comparison test to
determine whether the series converges or diverges. If the test does not apply,
say so.

X 1
1. √
n=1
n+1

X 2n + 1
2.
n=1
3n


X 1
1. Compare this series to √ .
n=1
n
Calculate
 
√1 √ √ 1
n+1 n n
lim   = lim √ = lim = 1.
n→∞ √1 n→∞ n + 1 n→∞ 1 + √1n
n

∞ ∞
X 1 X 1
By the limit comparison test, since √ diverges, then √
n=1
n n=1
n+1
diverges.
∞  n
X 2
2. Compare this series to .
n=1
3
We see that
 
2n +1)
3n 2n + 1  1 n
 
lim 2n
 = lim = lim 1+ 2 = 1.
n→∞
3n
n→∞ 2n n→∞

∞  n ∞
X 2 X 2n + 1
Since converges, we conclude that converges.
n=1
3 n=1
3n

13
(7) Ratio Test or D’Alembert’s Ratio Test
an+1
Let {an } be a positive sequence where lim = L.
n→∞ an

P
1. If L < 1, then an converges.
n=1

P
2. If L > 1 or L = ∞, then an diverges.
n=1

3. If L = 1, the Ratio Test is inconclusive.


Example 14. Use the Ratio Test to determine the convergence of the following
series:
P∞ 2n
1. .
n=1 n!

P∞ 3n
2. 3
n=1 n

P 1
3. 2
.
n=1 n + 1

P∞ 2n
1. :
n=1 n!

2n+1 /(n + 1)! 2n+1 n!


lim = lim
n→∞ 2n /n! n→∞ 2n (n + 1)!
2
= lim
n→∞ n + 1
= 0.
P∞ 2n
Since the limit is 0 < 1, by the Ratio Test converges.
n=1 n!

P∞ 3n
2. 3
:
n=1 n
3n+1 /(n + 1)3 3n+1 n3
lim = lim n
n→∞ 3n /n3 n→∞ 3 (n + 1)3

3n3
= lim
n→∞ (n + 1)3

= 3.
P∞ 3n
Since the limit is 3 > 1, by the Ratio Test 3
diverges.
n=1 n

14

P 1
3. 2
:
n=1 n + 1

1/ (n + 1)2 + 1 n2 + 1
lim = lim
n→∞ 1/(n2 + 1) n→∞ (n + 1)2 + 1

= 1.

Since the limit is 1, the Ratio Test is inconclusive.

(8) Cauchy Root Text


Let {an } be a positive sequence and let lim (an )1/n = L.
n→∞


P
1. If L < 1, then an converges.
n=1


P
2. If L > 1 or L = ∞, then an diverges.
n=1

3. If L = 1, the Root Test is inconclusive.

Example 15. Determine the convergence of the following series using the Root
Test:
∞  n
X 3n + 1
1. .
n=1
5n − 2

X 2n
2. .
n=1
n2

 n 1/n
3n + 1 3n + 1 3
1. lim = lim = .
n→∞ 5n − 2 n→∞ 5n − 2 5
Since the limit is less than 1, we conclude the series converges. Note: it
is difficult to apply the Ratio Test to this series.
 n 1/n
2 2
2. lim = lim  = 2.
n→∞ n2 n→∞ n1/n 2

Since this is greater than 1, we conclude the series diverges.

15
(9) Integral Test
If there exists a positive,Zcontinuous, decreasing function f such that an = f (n)

for all n ≥ N , evaluate f (x)dx.
N
Z ∞ X∞
f (x)dx and an both converge or both diverge.
N n=1

Example 16. Use the Integral Test to prove that



X 1
n=1
(an + b)p

converges if, and only if, p > 1.


R∞ 1
Consider the integral p
dx; assuming p ̸= 1,
1 (ax + b)
Z∞ Zc
1 1
dx = lim dx
(ax + b)p c→∞ (ax + b)p
1 1
1 c
= lim (ax + b)1−p
c→∞ a(1 − p) 1
1
(ac + b)1−p − (a + b)1−p .

= lim
c→∞ a(1 − p)

This limit converges if, and only if, p > 1.

Alternating Series
Definition 7. Any series whose terms alternate between positive and negative
values is called an alternating series. An alternating series can be written in
the form
X∞
(−1)n+1 bn = b1 − b2 + b3 − b4 + . . .
n=1
or ∞
X
(−1)n bn = −b1 + b2 − b3 + b4 − . . .
n−1

Where bn ≥ 0 for all positive integers n.

16
(10) Alternating Series Test
An alternating series of the form

X
(−1)n+1 bn
n=1

or ∞
X
(−1)n bn
n=1
converges if

1. 0 ≤ bn+1 ≤ bn for all n ≥ 1 and

2. lim bn = 0.
n→∞

This is known as the alternating series test.

Example 17. For each of the following alternating series, determine whether
the series converges or diverges.

X (−1)n
1.
n=1
n

X (−1)n+1
2.
n=1
n2

X n
3. (−1)n+1
n=1
n+1

1 1 1
1. Since < and lim = 0, the series converges.
n+1 n n→∞ n

1 1 1
2. Since < and lim = 0, the series converges.
(n + 1)2 n2 n→∞ n2

n
3. Since lim = 1 ̸= 0, the series diverges.
n→∞ n + 1

Absolute and Conditional Convergence



X ∞
X
Definition 8. ˆ A series an exhibits absolute convergence if |an |
n=1 n=1
converges.

17

X ∞
X
ˆ A series an exhibits conditional convergence if an converges but
n=1 n=1

X
|an | diverges.
n=1

For examples,

1. Consider the alternating harmonic series



X (−1)n+1
.
n=1
n

The series whose terms are the absolute value of these terms is the har-
monic series, since
∞ ∞
X (−1)n+1 X 1
= .
n=1
n n=1
n
Since the alternating harmonic series converges, but the harmonic series
diverges, then the alternating harmonic series exhibits conditional con-
vergence.

2. Consider the series ∞


X (−1)n+1
.
n=1
n2
The series whose terms are the absolute values of the terms of this series
is the (p = 2)-series (which converges)

X 1
2
,
n=1
n

Since both of these series converge, then the series



X (−1)n+1
n=1
n2

exhibits absolute convergence.

In general the Absolute Convergence Implies Convergence. Which means



X ∞
X
If |an | converges, then an converges.
n=1 n=1

18
(3) Power Series and Functions
Definition 9. A series of the form

X
cn xn = c0 + c1 x + c2 x2 + . . .
n=0

is a power series centered at x = 0.


A series of the form

X
cn (x − a)n = c0 + c1 (x − a) + c2 (x − a)2 + . . .
n=0

is a power series centered at x = a.

Convergence of a Power Series


Consider the power series

X
cn (x − a)n .
n=0
The series satisfies exactly one of the following properties:

ˆ The series converges at x = a and diverges for all x ̸= a.

ˆ The series converges for all real numbers x.

ˆ There exists a real number R > 0 such that the series


converges if |x − a| < R and diverges if |x − a| > R.
At the values x where |x − a| = R, the series may converge or diverge

Radius of convergence
Definition 10. Consider the power series

X
cn (x − a)n .
n=0

The set of real numbers x where the series converges is the interval of conver-
gence.

ˆ If there exists a real number R > 0 such that the series converges for |x −
a| < R and diverges for |x − a| > R, then R is the radius of convergence.

19
ˆ If the series converges only at x = a, we say the radius of convergence is
R = 0.

ˆ If the series converges for all real numbers x, we say the radius of con-
vergence is R = ∞

In general to determine the interval of convergence for a power series, we


typically apply the ratio test.

X an+1
For any series an with nonzero terms, let ρ = lim
n→∞ an
n=1
If 0 ≤ ρ < 1, the series converges absolutely.
If ρ > 1 or ρ = ∞, the series diverges.
If ρ = 1, the test is inconclusive.

Example 18. For each of the following series, find the interval and radius of
convergence.

X xn
1.
n=0
n!

X
2. n!xn
n=0


X (x − 2)n
3.
n=0
(n + 1)3n

To check for convergence, apply the ratio test. We have

1.

xn+1
(n+1)! xn+1 n!
ρ = lim n = lim
n→∞ x n→∞ (n + 1)! xn
n!
xn+1 n! x
= lim = lim
n→∞ (n + 1)n! xn n→∞ n + 1
1
= |x| lim =0<1
n→∞ n + 1

for all values of x.


Therefore, the series converges for all real numbers x. The interval of
convergence is (−∞, ∞) and the radius of convergence is R = ∞.

20
2. Apply the ratio test. For x ̸= 0, we see that
(n + 1)!xn+1
ρ = lim = lim |(n + 1)x|
n→∞ n!xn n→∞

= |x| lim (n + 1) = ∞.
n→∞

Therefore, the series diverges for all x ̸= 0. Since the series is centered
at x = 0, it must converge there, so the series converges only for x ̸= 0.
The interval of convergence is the single value x = 0 and the radius of
convergence is R = 0.
3. In order to apply the ratio test, consider
(x − 2)n+1
(n + 2)3n+1 (x − 2)n+1 (n + 1)3n
ρ = lim = lim
n→∞ (x − 2)n n→∞ (n + 2)3n+1 (x − 2)n

(n + 1)3n
(x − 2)(n + 1) |x − 2|
= lim = .
n→∞ 3(n + 2) 3
The ratio ρ < 1 if |x − 2| < 3.
Since |x − 2| < 3 implies that −3 < x − 2 < 3, the series converges
absolutely if −1 < x < 5. The ratio ρ > 1 if |x − 2| > 3. Therefore, the
series diverges if x < −1 or x > 5.
The ratio test is inconclusive if ρ = 1.
The ratio ρ = 1 if and only if x = −1 or x = 5.
We need to test these values of x separately.
For x = −1, the series is given by

X (−1)n 1 1 1
=1− + − + ....
n=0
n+1 2 3 4
Since this is the alternating harmonic series, it converges. Thus, the series
converges at x = −1.
For x = 5, the series is given by

X 1 1 1 1
= 1 + + + + ....
n=0
n+1 2 3 4
This is the harmonic series, which is divergent.
Therefore, the power series diverges at x = 5.
We conclude that the interval of convergence is [−1, 5) and the radius of
convergence is R = 3.

21
Taylor and Maclaurin series of a function of two
variables f (x, y)
Taylor polynomials for a function of one variable, y = f (x)
If f has n derivatives at x = c, then the polynomial,

′ f ′′ (c) 2 f (n) (c)


Pn (x) = f (c) + f (c)(x − c) + (x − c) + · · · + (x − c)n
2! n!
is called the nth -degree Taylor Polynomial for f at c.
With the same method, we can get the Taylor series of a function of two
variables f (x, y), for (x, y) near the point (a, b) takes the general form:
∞  r
X 1 ∂ ∂
f (x, y) = f (a, b) + (x − a) + (y − b) f (a, b)
r=1
r! ∂x ∂y
fxx (a, b)
= f (a, b) + fx (a, b)(x − a) + fy (a, b)(y − b) + (x − a)2
2
fyy (a, b) fxxx (a, b)
+ fxy (a, b)(x − a)(y − b) + (y − b)2 + (x − a)3
2 6
fxxy (a, b) fxyy (a, b)
+ (x − a)2 (y − b) + (x − a)(y − b)2
2 2
fyyy (a, b)
+ (y − b)3 + · · ·
6

Maclaurin series of a function of two variables


f (x, y)
The Maclaurin series of a function of two variables f (x, y) is the Taylor Polyno-
mial of a function of two variables f (x, y) for (x, y) near the point (0, 0), which
takes the form
∞  r
X 1 ∂ ∂
f (x, y) = f (0, 0) + x + y f (0, 0)
r=1
r! ∂x ∂y
fxx (0, 0) 2
= f (0, 0) + fx (0, 0)x + fy (0, 0)y + x + fxy (0, 0)xy
2
fyy (0, 0) 2 fxxx (0, 0) 3 fxxy (0, 0) 2 fxyy (0, 0) 2
+ y + x + x y+ xy
2 6 2 2
fyyy (0, 0) 3
+ y + ···
6

22
Example 19. Find the Taylor series for the following function at the point
(1, −2)
f (x, y) = x2 y + 3y − 2

f (x, y) = x2 y + 3y − 2 =⇒f (1, −2) = −10,


fx = 2xy =⇒fx (1, −2) = −4,
fy = x2 + 3 =⇒fy (1, −2) = 4,
fxx = 2y =⇒fxy (1, −2) = −4,
fyy = 0 =⇒fyy (1, −2) = 0,
fxy = 2x =⇒fxy (1, −2) = 2,
fxxx = 0 =⇒fxxx (1, −2) = 0,
fxxy = 2 =⇒fxxy (1, −2) = 2,
fxyy = 0 =⇒fxyy (1, −2) = 0,
fyyy = 0 =⇒fyyy (1, −2) = 0.

Then,
fxx (1, −2)
f (x, y) = f (1, −2) + fx (1, −2)(x − 1) + fy (1, −2)(y + 2) + (x − 1)2
2
fyy (1, −2)
+ fxy (1, −2)(x − 1)(y + 2) + (y + 2)2 + · · ·
2
4
= −10 + (−4)(x − 1) + (4)(y + 2) − (x − 1)2 + 2(x − 1)(y + 2)
2
0
+ (y + 2)6 + · · ·
2
Example 20. Determine the Taylor series for the following functions of x and
y near the given point.

1. f (x, y) = sin 2x + cos y, for (x, y) near the point (0, 0)

2. f (x, y) = xey + 1, for (x, y) near the point (1, 0)

1. This is Maclaurin Polynomial, To determine the first-degree Maclaurin


polynomial linear approximation, L(x, y), we first compute the partial
derivatives of f .

fx (x, y) = 2 cos 2x and fy (x, y) = − sin y

23
Then evaluating these patrials and the function itself at the point (0, 0)
we have:

f (0, 0) = sin 2(0) + cos 0 = 1


fx (0, 0) = 2 cos 2(0) = 2
fy (0, 0) = − sin 0 = 0

Now,

L(x, y) = f (0, 0) + fx (0, 0)(x − 0) + fy (0, 0)(y − 0)


= 1 + 2x

To determine the second-degree Taylor polynomial (quadratic) approxima-


tion, Q(x, y), we need the second partials of f :

fxx (x, y) = −4 sin 2x


fxy (x, y) = 0
fyy (x, y) = − cos y

Evaluating these 2nd patrials at the point (0, 0):

fxx (0, 0) = −4 sin 2(0) = 0


fxy (0, 0) = 0
fyy (0, 0) = − cos 0 = −1

Then,
fxx (0, 0)
Q(x, y) = L(x, y) + (x − 0)2 + fxy (0, 0)(x − 0)(y − 0)
2
fyy (0, 0)
+ (y − 0)2
2
0 −1 2
= 1 + 2x + x2 + (0)xy + y
2 2
y2
= 1 + 2x −
2
With the same methods can get the third degree Taylor polynomial, and
so
y2
f (x, y) = 1 + 2x − + ···
2
2. To determine the first-degree Taylor polynomial linear approximation,
L(x, y), we first compute the partial derivatives of f (x, y) = xey + 1 .

fx (x, y) = ey and fy (x, y) = xey

24
Then evaluating these patrials and the function itself at the point (1, 0)
we have:
f (1, 0) = (1)e0 + 1 = 2
fx (1, 0) = e0 = 1
fy (1, 0) = (1)e0 = 1
Now,
L(x, y) = f (1, 0) + fx (1, 0)(x − 1) + fy (1, 0)(y − 0)
= 2 + (1)(x − 1) + (1)y
=1+x+y
To determine the second-degree Taylor polynomial (quadratic) approxima-
tion, Q(x, y), we need the second partials of f :
fxx (x, y) = 0
fxy (x, y) = ey
fyy (x, y) = xey
Evaluating these 2nd partials at the point (1, 0):
fxx (1, 0) = 0
fxy (1, 0) = e0 = 1
fyy (1, 0) = (1)e0 = 1
Then,
fxx (1, 0)
Q(x, y) = L(x, y) + (x − 1)2 + fxy (1, 0)(x − 1)(y − 0)
2
fyy (1, 0)
+ (y − 0)2
2
0 1
= 1 + x + y + (x − 1)2 + (1)(x − 1)y + y 2
2 2
2
y
= 1 + x + y + xy − y +
2
2
y
= 1 + x + xy +
2

Summary of Convergence Tests


1. n-Term test

X
For any series an , evaluate lim an .
n→∞
n=1

25
If lim an = 0, the test is inconclusive.
n→∞
If lim an ̸= 0, the series diverges.
n→∞

2. Geometric Series


X
arn−1
n=1

If |r| < 1, the series converges to a/(1 − r).


If |r| ≥ 1, the series diverges.
3. p-Series


X 1
n=1
np
If p > 1, the series converges. If p ≤ 1, the series diverges.
4. Comparison Test

X ∞
X
For an with nonnegative terms, compare with a known series bn .
n=1 n=1

X ∞
X
If an ≤ bn for all n ≥ N and bn converges, then an converges.
n=1 n=1

X ∞
X
If an ≥ bn for all n ≥ N and bn diverges, then an diverges.
n=1 n=1

5. Limit Comparison Test



X ∞
X
For an with positive terms, compare with a series bn by evaluating
n=1 n=1
an
L = lim .
n→∞ bn

X P∞
If L is a real number and L ̸= 0, then an and n=1 bn both converge
n=1
or both diverge.
X∞ ∞
X
If L = 0 and bn converges, then an converges.
n=1 n=1
X∞ ∞
X
If L = ∞ and bn diverges, then an diverges.
n=1 n=1

26
6. Integral Test
If there exists a positive, continuous,
Z ∞ decreasing function f such that
an = f (n) for all n ≥ N , evaluate f (x)dx.
N
Z ∞ ∞
X
f (x)dx and an both converge or both diverge.
N n=1

7. Alternating Series
X∞ X∞
n+1
(−1) bn or (−1)n bn If bn+1 ≤ bn for all n ≥ 1 and bn → 0, then
n=1 n=1
the series converges.

8. Ratio Test

X an+1
For any series an with nonzero terms, let ρ = lim
n→∞ an
n=1
If 0 ≤ ρ < 1, the series converges absolutely.
If ρ > 1 or ρ = ∞, the series diverges.
If ρ = 1, the test is inconclusive.

9. Cauchy Root Test



X p
For any series an , let ρ = lim n |an |.
n→∞
n=1
If 0 ≤ ρ < 1, the series converges absolutely.
If ρ > 1 or ρ = ∞, the series diverges.
If ρ = 1, the test is inconclusive.

27

You might also like

pFad - Phonifier reborn

Pfad - The Proxy pFad of © 2024 Garber Painting. All rights reserved.

Note: This service is not intended for secure transactions such as banking, social media, email, or purchasing. Use at your own risk. We assume no liability whatsoever for broken pages.


Alternative Proxies:

Alternative Proxy

pFad Proxy

pFad v3 Proxy

pFad v4 Proxy