SERIES
OF FUNCTIONS
already run into series developments of functions several times : exponential, sine, cosine functions were expanded into power series; Taylor's theorem provides a way to develop series expansions for suitable functions; the exponential of a matrix gives us the only sure way to solve" We shall see in this chapter a system of constant coefficient linear equations. that a general technique for solving a differential equation involves approxi mation of the solution by series expansions. We shall begin by formulating the definition of convergence of a series of continuous functions and verifying the general criteria guaranteeing conver One of the most important of series expansions is that of power series. gence. We shall say that a function is analytic if it can be locally developed into a power series. We shall finally verify the fundamental theorem of algebra and complete the discussion of constant coefficient equations. We have delayed this until now because the kind of analytic techniques involved in the fundamental theorem are those which are most appropriately developed for the class of analytic functions. Further techniques for operating with power series will be explored, as well as the question of estimation of the error in replacing the power series by a partial sum.
We have
the
"
400
5.7
Convergence
401
5.1
Convergence
{/J be a sequence of continuous functions defined on a The series formed of the {fk} is the sequence of partial sums We say that the series converges if the sequence of these partial
(in the
sense
Definition 1.
Let
subset X of R".
(Zfc=i /*}
sum
converges
of Definition 19 of
Chapter 2),
to every
limitbyi?=iA.
Precisely then, /=
JV such that
Xfc=iA
if. corresponding
e >
0, there is
an
/(x)
k=l
ZA(x)
a
< e
for all
n >
N and
xe
uniformly convergent
(Theorem 2.14),
sequences,
we
we can
corresponding
Proposition 1. (Cauchy Criterion) Let {fk} be a sequence of continuous functions. The series /k converges if and only if, to each e > 0 there cor respond an N such that
X
Proof.
criterion.
m
<
for all
n,
m >
We must show that the sequence gn=^l=i fk satisfies the Cauchy For a given e > 0, let N be as in the proposition. Then, for any x,
>
:> N
\gm(x)
g(x)\
< e, so the
I /*(x)
<
2 /.
is proven.
<
Thus \\gm
g\\
proposition
guaranteed if the series of real numbers X*=i /J converges (for !!?=+ 1 /J !*=,,+ 1 ll/J). This gives us a powerful technique for verifying convergence of series.
Notice that the Cauchy criterion is Definition 2.
set X.
Let {fk} be a sequence of continuous functions defined The series is said to converge absolutely if ^f=1 /J < oo.
on a
402
Series
of Functions
Of course, as remarked above, an absolutely convergent series is conver gent. In the case of absolute convergence we can pose a comparison test,
just
as
Theorem 5.1.
sequence
sequence
numbers and
an
integer N
>
0 such that
(0 \\fk\\<Pn
00
fork>N
(ii)
Z Pk k
=
<
Then
/fc
converges
absolutely.
same as
Proof.
Examples
1.
r
zk
1.
VU
in
{z
<
r} for
any
<
For
\\zk\\ < rk in
Zr"
2.
Tzr
< oo
zk does
a
not
converge
uniformly
in
{\z\
<
1}.
In
fact, the
series is not
Cauchy
\fk
L,fk
k=l
m > n >
Thus, for \, say, there is no JV such that  "=,,/& II in n + 1 N, fact, not even for m
= =
.
<
i for all
3.
e7
X^=1 zk/k\
R"
and
converges
uniformly
in any disk
{z
<
R}
with
R finite.
Again, by comparison
Rk
*T\
zr!<0
5.1
Convergence
403
cos nx
4^ n
converges
uniformly
on
For any x,
cos nx
^n2
Since
1/rc2
{ak}
< oo
the
comparison
test
easily applies.
5. If
f(z)
=1
is any sequence of numbers such that \ak\ < oo, then on the closed unit disk. function is a continuous zk ak
The series converges uniformly since \\akzk\\ < \ak\. Finally, for the purpose of availability, we record the obvious extensions to series of the concerning integration and differentiation of
propositions
sequences of functions.
Proposition 2. (i) Let {/} be a sequence of continuous functions on the Let gn(x) \xafn V tne series offunctions / converges, so
=
interval
[_a,b~].
n=l
if/.=r(/.)
Ja
'a
<"> of continuously differ entiable functions on the If the series of functions # converges, and
\n=l
(ii)
Let
{/}
c,
be
for
some
/(c)
converges.
The limit is
(Z/,y =z/;
Examples
6.
CO
(52)
ln(lx)=Zr K
k
=
1<*<1
404
Series of Functions
This follows
term
!*
by integrating
the
term
by
CO
.*
j0T^~t=S'oLt
co
in(ix)= y
tk jfc+1

oo
=
k=ok + l
k^k
fk

"
,.
cos nx

fix)
is
k=i
n\
infinitely differentiable.
"
sin
nx
is also convergent.
the series
S
"
(5.3)
can
be differentiated term
n cos nx
(fi
1)!
which is
8. We
again convergent.
can
develop
following
1
i
observations.
according
to the
r~x=^xk
x
k
=
",*
o
we
obtain
1 + x
t=o
Integrate:
v2[+l
arctanx=
(1)' n=o
zk + 1
5.1 EXERCISES
1. For what values of
x
Convergence
405
(a)
n=0
22V
cos nx
(d)
n=0

n
(jr+18)"
(b)
2
n=
(e>
1
2
=
""
(c)
n=0
(f )
 x<"2>
=
(a)
 hz=
(b)

=
il
(Z)!
can
(c)
 V
=
be differentiated
or
integrated
on
their
domain of convergence ?
(a) (b)
Exercise 1(a)
(c) (d)
Exercise
1(d)
cos nx
Exercise
1(b)
2
n
=
fl
expansion (c)
(a)
(l+x2)
Jo
e'1
dt
(b)
nm
Find
a
<
yx cos x.
PROBLEMS
1. (a) (Hint : (b)
expansion for sin 2x.) Find power series expansions for sin2 2. Prove Proposition 2.
power series
=
2 sin
x cos x
sin
and cos2
x.
3. Show that
lim
.l
n=l
log 2
L_ii=i0g2?
406
Series
of Functions
5.2
Algebra
we
complexvalued
functions
are
functions of
chapter complex
restrict attention
The
variable.
the
P(z)
az"
are
a^iz"'1
+ axz + a0
complex numbers). We shall always assume a # 0; in degree of P. It is a basic fact of mathematics that every polynomial has a root; that is, there is a number c e C such that P(c) 0. The proof of this fact consists in a systematic investigation of the analytic properties of polynomials. First, we recall de Moivre's theorem.
this
case n
(where the at
is called the
Lemma.
Every
ce
nonzero
complex
number has
Proof.
em*
_
Let
C,
^ 0.
most convenient.
An nth root of
polar representation
w
=
re'" is
r
pe'*
Let
such that
p"
and
n^
q js
an
277
i
=
47T
.
2tt(u
,
. .
.
1)
,
<*2
a*
a_!
2n
Then
a>i
=
expO'aj),
These
=
a>
exp(z'a)
are
all
distinct
and
p
have
=
the
property
=
(co)n
then
are
=
unity.
...,
Now, if
(pe'*)n
reie
c.
pe^ioi,
pe'^cu,,
...,
distinct, and
are
Now,
z*co.
we
need two
polynomials.
place
The first is
deeper facts depending on the continuity properties intuitively clear: that \P(z)\ gets arbitrarily large
of
as
The second is the crucial fact for the fundamental theorem: the where a polynomial has a minimum modulus must be a root.
Lemma.
Let
(i)
lim
z>CO
>
P(z) \P(z)\
=
anz"
>
+ axz + a0 be a polynomial
of degree
n>0.
oo, that
>
0 there is
P(z) (ii)
are z
M whenever
\z\
K.
# 0, then z0 cannot be a minimum point for close to z0 such that \P(z)\ < P(z0).
If P(z0)
5.2
of Algebra
407
Proof. (i) The point here is that the highestdegree term of P is regards the behavior of P as z^ oo. For z ^ 0,
the
dominating
term
as
1^)1
If z>ii:>l, then
k <n,
so
tf
>
!ai("j>l)
Mj\
)>2M
Let M > 0 be
max(l,2Ma1,2fl1 (2
_l
"v
ak
>\a\[l
Thus
\P(z)\^\z\"i\an\>.Ki\a\>M
(ii) Suppose
now
that
P(z0) ^0.
Let
G(0)
1, and
we
minimum
Q(z)
1 +
2 * z*
as
! +
zm(am + z#(z^
where
# 0, and g(z) thus continuous (and that is all we is and a is polynomial 2s=m+i a*z"(",+1). ^ to use the fact that for small z, zm need to know about g). Here again we want +* the to close polynomial 1 + zmam which has no minimum so Q is very dominates zm with r < 1). zm that z so rjam 0 modulus at (choose choose an mth root of a1 ; call it z, and consider the function
m
is chosen
the least
positive integer
k for which
ak
In
our
case,
we
408
Series
of Functions
r.
We have
l+rm(l+rh(r))
is
a
h(r)
a^girzo)
Thus
\Q(rzo)\<\ln+r+1\h(r)\
Now
limrrt(r) =0,
r.0
so
we can
choose
r0 <
1 small enough
so
that
\r0h(r0)\ <i.
Then
I Q(rz0) I <, 1
which proves part
r0m +
ioG)
< 1
ir0m
< 1
(ii).
Let P be
=
Theorem 5.2.
polynomial of
positive degree.
z0
C such that
P(z0)
0.
Proof. Let P(0) c0 By part (i) of the lemma, there is a K > 0 such that for \z\>K, \P(z)\>\c0\. Now A={zeC; z <K} is compact, so \P\ attains a minimum value on A, say at z0 But then z0 is a minimum point for all of C. For, since OeA, \P(z0)\ < P(0) and for z A, P(z) > c0 > P(z0). Thus, even c0 for z A, we have P(z0)  :< IP(z)  But then, by part (ii), there is no alternative : we must have P(z0) 0.
. .
Factorization
Theory
c
is
a zero
of the
(this is degree
zero
Thus
>
polynomial P, then z c factors P P(z) (z c)Q(z) and Q has 0, Q has a zero c', which is also a

of P.
Further, Q(z)
(z
c')2'(z)
of P.
and
we can
order to find
exactly deg P
zeros
algebra.
Theorem 5.3.
n >
0.
There
are
Let P be
z1;
.
polynomial of degree
z such that
P(z)
Proof.
a(z
zi)
(z
z)
on n.
The
proof is by induction
If
=1 the situation is
simple:
P(z)
OiZ
a0
ai
Iz
1)
5.2
of Algebra
409
(since ai ^ 0). Now we consider the case of general degree n, assuming the corollary for polynomials of degree n 1. By the theorem, there is a point c such that P(c) 0. Then
=
P(z)
P(z)
P(c)
2 *(z"
c*)
n
2 *(*
<o
\
( zW1 )
"J
nl/
on the right is a polynomial of degree n 1, so the induction assumption zi. z_i) for suitable a^O, zu (z applies: it can be written as a(z Zi) we obtain z Thus, writing c
The factor
...,
P(z)=a(zzi)(zz)
This factorization is
(54)
clearly unique, except for the order of the z;'s: a is the P and {zu of coefficient z} are the roots of P. Of course, leading If let not be need distinct; rs be the set of distinct roots. ru z Zjl, the list {zu zj, we let m,. be the number of occurrences of the root r{ in We can rewrite (5.4) as is called the multiplicity of the root r{
. . .
...,
mt
P(z)
and
a(z
rt)mi
=
(z
rs)m
(5.5)
on
real
=
polynomials.
a
Real
polynomials
come
in
+ axz + a0 be
polynomial.
+
P(z)
az"
\
P(f)
so r
ani?)n ++a1r
root of P.
a0=(anr"+
+ a1z +
a0)~
PirY
is also
Since
+
(z
the
r)(z r)
z2(r
r)z
rr
z22 Re(r)z
\r\2
has real coefficients. Thus, if we rearrange the roots of P r, r, we into the real roots ru ...,rk and the conjugate pairs rk + l, rk+u and linear of a into quadratic product can rewrite the factorization (5.5)
polynomial
real
polynomials.
P(z)
=
a(z
rj"1
(z
rk)m\z2
Rfi(rt+1)z
k+il2) (z22Re(rt)z
+
' '
rr2)
410
Series
of Functions
PROBLEMS
4. Let w i, ...,co be the n nth roots of unity. Show that they are arranged at n equidistant points around the unit circle. Show that the sets {cui, oi}, {a>i, oil2, oj'c1} are the same, if u>, is the nearest such point to 1. 2 is 5. Let a>u Choose k so that kn w be the nth roots of unity. divisible by 4. Show that ikoju ikwn are the nth roots of 1. 6. Show that : (a) deg PQ deg P + deg Q. max(deg P, deg Q) if deg P # deg Q. (b) deg(P + Q) (c) When is the equation in (b) not true? 7. Given two polynomials P, Q show that there is a polynomial R which factors both P, Q and is factored by any polynomial which factors both P, Q. R is called the greatest common divisor of P and Q. 8. Show that a real polynomial of odd degree has a real root. 9. Prove that the polynomial 1 + zma (m > 0) has no minimum modulus
.
..,
.,
...,
at
0.
10. For
P(z)
2S'=o
az"
polynomial,
let
P'(z)=
Znanz"'1
n=
(a) Verify that the transformation P^P' is linear and satisfies (PQY=PQ' + P'Q (by induction
(P *P' is
a
on
deg P).
is
multiple
root of P if and
only if P(r)
0 and
P'(r)
0.
(c)
Define P"
=(P')',
m
P"
of at least multiplicity
if and
r
=
is
root of P
Pfm"
*>(r)
0.
Equations
complete
a
the
study
a
of constant coefficient
tion.
L is
Let L be
mapping L(f)
=
by
fm
'. f{i)
i
=
^C
(56)
5.3
Constant
Coefficient
Linear
Differential Equations
411
Corresponding
to L is the
polynomial
PLiX)
Xk
kZaiXi
>
=
we
already
given by (5.6).
=
The collection
the equation
functions.
Lf=0 If r is a
ndimensional
root
ofPL(X)
0,
solutions of Lf
polynomial are distinct, we have n 0, and it is easily verified (Problem 1 1) that they are inde
span
S(L). To examine the case of multiple roots, closely the relationship between the given differential operator and its characteristic polynomial. If P is a polynomial, we will let LP represent the corresponding operator; that is, for P(X) j=0 a,*', FP is defined by
pendent.
we
Thus
they
we
already
equations
we can
.
guess that the factorization of P will tell us all we want to know about LP In fact, we can factor the corresponding operator accordingly as the next
Lp+q
LP
Lq\ LPq
LpLq
Proof.
LP(LQ(f)).
composition
a0 then 0, that is, P(x) will prove it by induction on the degree of P. If deg P differentiable for sufficiently and any =LP(LQ(f)\ a0LQ(f) LPQ(f) PQ=a0Q function / Now suppose the lemma is true for all polynomials of degree n. Let P of degree n+ 1. If a is a root of P, we can write P(X) be a
,
Lsq
polynomial LsLq. We have left only to verify the lemma for polynomials of degree 1. That is, we must show that if R is a polynomial of degree 1 and T is any polynomial, X a, so that For once this is verified, we take R(X) then Lrt=LrLt.
S
a
n.
= =
is
of
degree
Thus, by hypothesis,
RS.
Then
412
Series
=
of Functions
=
Xa, T(X)
2?U b, X'.

Then
RT(x)
Now
=f(b, abl+1)X,+1
(
=
abo
we
compute LRLT :
\
in m
(m
(
=
IW" =2(w,0)'^i,r
o
m
=
tibiabi+l)f'^ab0f
=
Q is
0.
0 is
solution of LP(f)
Now let P be
by
the factorization
theorem,
write P
P(X)
with mt +
+ ms
deg P
(X
corresponding

to the factors
aj)1"1
in
Thus
=
we
0, where P(X) (X c)m. Consider, for example, the differential operator corresponding to (X c)2. We know one solution: ecx; we find another by the technique of variation of parameters. iX c)2 X2 2cX + c2. Test the operator on y zecx.

y'
Then
z'ecx + zcecx
y"
/'
Thus
z
=
2cy'
c2y
z"e"
or
z"
We
can
general
situation is this.
Lemma 2.
The solutions
of LiX_c)m(f)
are
...,
xm~V*.
Proof. We by induction.
have to show that the named functions The
case m
=
are
solutions.
We do that Thus
we
1 is
may
5.3
Constant
Coefficient
Linear
Differential Equations
m
413
we
assume
+ 1
By Lemma 2,
Llx_c)m+i(xme")
=
But this is
L(xc>"<Lixc,(xmeC')
La.c)m(mxm'e" +
cxme"
cxme")
La_c)m(mxm1e")=0
by induction.
Theorem 5.5. Let
p(X)
X" +
j=o fl<^f
oe a
=
coefficients. Let au ...,asbe the roots Then the space S(Lp) ms, respectively.
nl
ofp(X) of solutions
0 with
lp(/)=/
is the linear span EXERCISES
+
i
Ei/(0 <
=
0 <j
<
m{
equations: 1 0, y"(0) 0, y'(0) 0, y(0) 4y 1 1 y'(0) 2, v"(0) 0, y(0) 5/ 3y y y" 1. 1, /(0) 0, y"(0) y 6y" + 12/ ~Sy=0, y(0) 1 2, y"(0) 0, y(0) 3, /(0) y y~ 3y" + 3/ 2. 2, y '(0) 2, v"(0) 2, y'(0) yw + 2y" + ^ 0, v(0) "> 1, I2y' + 9y 0, y(0) /(0) y"(0) /4) + 4y('"> 2y<
y 5y" + 8/

^"(0)=0. 3/ "' + 2y y^

0, y(0)
0, y'(0)
y"(0)
y "(0)
PROBLEMS
11.
(a)
Show that if ru 1
r
r are n
r2 'It
is
nonsingular.
(Hint: If the
rows
are
dependent,
we
obtain
poly
1 with n distinct roots.) nomial of degree n functions The exp(/x) are independent. (Hint: exp(rix), (b) If these functions were dependent, we would be able to prove that the
..
.,
are
dependent.)
414
Series
of Functions
5.4
Solutions in Series
we are
If now
or
has variable coefficients, we have a problem of a much different magnitude. In general, such problems cannot be solved explicitly. Thus, we must seek
ways to obtain
approximate solutions. This is one of the places where representations of functions are usable. The procedure of series approximation has two aspects. First, we must establish the theoretical validity of such a technique and, secondly (and this is essential from the practical point of view), we need a technique for effectively computing the In this section we shall describe this procedure, deferring these two error. essential points (which turn out to be the same!) until Section 5.7.
series
First,
an
example.
Suppose
we want
f"(x)+gl(x)f'(x)+g0(x)f(x)
where g0 and gx
/(0)
a0
f'(0)
a,
that
they
us
are
give f(x)
Our
the
are defined in a neighborhood of 0. We shall assume sufficiently differentiable. Now our initial conditions first two terms of the Taylor expansion of/ at 0 :
a0 + atx +
higherorder
on
terms
(5.7)
"
assumption that the higherorder terms" are computable, and knowing enough of them will give a usable approximation to the solution. Now, evaluating the differ ential equation itself at 0 gives us the secondorder term :
technique
will be based
the tacit
f"i0)+g1(0)f'(Q)+go(0)fi0)
or
f"(0)
so
(g1(0)a1
go(0)ao)
f(x)
a0 + atx
i(aog0(0)
fli#i(0))x2
equation
(5.8)
Differentiating the
differential
will
identity
express
5.4
Solutions in Series
415
ing/'" Fix)
so
in terms of lower
derivatives,
+
so we
may
+
continue,
g[ix)f'(x)
<h(x)/"(x)
g'0ix)f(x)
g0ix)f'(x)
/'"(0)
(^(0)
g0(0))ai
~
g'0i0)ao
+
^1(O)(01(O)a1

5o(0)ao)
(gi(0)2
9'M
9oiO))at
(0o(O)fif!(O)
g'oi0))a0
and
so we
/(x)
a0 + ajx
+ +
i(ao0o(O)

+

0i0i(O))x2
fif0(0))ai+ 0o(O)<h(O)

iCGhW2
3i(0)
3o(0))a]x3
higherorder
terms
is in order.
We shall find
an
/'
(x2
=
1)/
+ xy
=
x2
(5.9)
X0)
y\0)
begins fix)
2x +
by substituting
to calculate
f(x)
2x + x2 +
we
Differentiating (5.9),
obtain
y"
2x/
(x2
1)/
+ y +
xy'
2x
(5.10)
=
Evaluating at 0 we find /""(O) =/"(0) /(0) 2. Differentiating (5.10) and evaluating at 0, we obtain /(4,(0) 2; once again gives 10. Thus, to five terms the Taylor expansion of the /(5>(0)
= =

desired solution is
fix)
2x + x2 +
\x3
h x4
A x5
higherorder
is
terms
Admittedly
glamorous, but it
computable!
The
phrase
416
Series
of Functions
represents the
error
"higherorder
terms"
pletely meaningless without some estimate on the error incurred. But our method gives no hint as how to estimate. So, in the hope of being able to give more form to the "higherorder terms," we will try a more brazen approach : we begin by assuming that the desired solution is the sum of a convergent power series (its full Taylor expansion") and we try to find the coefficients. If /(x) =0 ax", then differentiating term by term we
"
=
obtain
/'(x)=
/"(x)=
n=l
fn^x"1
n(lK'x""2
=
/w(x)
=
=
n(n
n
1)
(n
k +
\)anx"k
given differential equations
and
{a} by equating
us
the coefficients
offm.
=
reconsider
(5.9).
Let
solution.
f(x) problem
"=0 ax"
becomes
be the desired
n(n
= n 1=2 2
lKx"2
ay
=
(x2
1)
n=l
ax"x
+
n=0
ax"
z2
(5.11)
a0
(5.11)
is
ik
2)(k
we
l)ak+2
ik 1K_!
(k
l)ak+1
+ ak_x
Thus
equations
ay
2 0 0
=0
(initial conditions) ik 0) (k 1) (k 2)
=
= =
n(n
l)a
(n
(k
2)
5.4
We
can
417
can
n>2
(5.12)
we can we
However,
at
an
we
have
an
added
advantage
.
in that
In fact,
make
guess
assert
k,
<
[n/3]!
largest integer less than or equal to x). This 0, 1, 2; we verify it in general by induction.
=
(5.13)
is in fact true for
([x]
n
=
Kl<
(fil)aM1+(n2)fl.3 nin 1)

<(an_!
n
a_3)
+
W
<
n
2P_

\l(n
l)/3]!
[(n3)/3]!
Now, since
in
3)
in
3)'
3
so
r?i ?
3
(?)
in
3)"
>
_
I [51 3
Similarly,
my
Thus,
1
2"
\a\<
3[n/3]!(
;_W3]!
418
Series
of Functions
tells
us a
This
now
lot.
to the
problem
in
(5.9)
differs from
+ + ^"X
ZX
T^X
by
at most
>6 ax",
by
satisfy (5.13).
Thus the
error
is
dominated
^3k\v\3k
LnL+
fe!
<)3k+lv3k+l
ka2
k!

[,
~)lk + 2\ v3Ji+2
+
^
1

*!
(1
2x
4x2) (exp(2x)3
(2x)3)
< x <
1 the solution is
polynomial except for our error of at most 7e2 The reader is forgiven if he is unimpressed with
should not go the paucity of of the
terms
so
estimate, but he
reason.
far
as
to discard the
technique
for this
For
our
le2
Let
us
If we pushed this procedure up to 1000 a task for (an easy computer), then the error would be at most which is less than (50)"90; a good estimate indeed. 2looo/l000!
Taylor development.
recapitulate
+
i
We
are
given
an
initial value
problem :
ym
We
iW*)/0
=
m, yiO)
c0
y'iO)
Cl,
y*x>(0)
"
ck_,
the #'s and h by power series expansions and test the solution" f(x) jj= 0 a x". The first k terms are found from the initial conditions, and the rest are found by equating the coefficient of x" on both sides of the
replace
=
equation.
This leaves
us
with these
problems
to
resolve:
(i) Can we represent the given #'s and /; by power series? (ii) Can we differentiate a power series term by term ? (iii) How do we multiply power series? (In the above illustration, the g's were polynomials, so there was not much difficulty.) (iv) Can the system of relations between the aks really be solved uniquely? (v) Can we effectively estimate the error between the solution and a finite part of its (supposed) Taylor expansion ?
Little
answer
to
by little, we will resolve these problems. Suffice it to say that the (i) in general is No (see Section 5.8). However, in problems that
Solutions in Series
419
naturally, the given functions usually are sums of convergent power If this is the case, all other questions can be satisfactorily answered; that is, the solution also is the sum of a convergent power series whose co efficients can be determined by the above technique and the estimate on the
remainder
can
be
effectively computed.
Let
us
Examples
10.
x3y'"
y(0)
+
=
x2y"
1
xy'
+ y
ex
(5.14)
=
y'iO)
y"i0)
1/6
in
f(x)
^=0ax". Substituting
CO
(5.14),
we
obtain
QO OO
CO
n(n
n=0
l)(n
2)anxn
+
n
=
n(n
0
l)ax"
+
n=0
naxn
+
=0
anx"
CO
=
y"

t0!
which
gives
these
equations
+
ain(n
or
l)(n
2)
n(n
1)
1)
for all
a. "
(5.15)
n!(n32n2n
we
l)
Notice, that
they
equation,
ditions.
have not used the initial conditions and fortunately conform to the requirements (5.15). That is, for this particular there is a unique solution independent of any initial con
This
does
not
contradict
any
apply (since
the
invertible).
11.
xy'
=
2y
0
=
(516)
0
yiO)
y'iO)
420
Series
of Functions
apply,
so we
should get
=
date.
initial conditions.
Let/(x)
"=0
nin
n=0
l)flx"2
nanxn
n=0
+
n=0
2ax"
or
a0
fli
0
+
(n
or
2)(n+l)an+2nan
2an
n>0
(n
fl"+2
(n
2)a 2)(n+l)

0, aA
are
is/(x)
x2.
In the next
section,
we
shall
we
is most
domain.
advantageous (as
have
fully develop the theory of power series. It already seen) to do so in the complex
EXERCISES 6. Find
an
y"
xy
y'(0)
with
an error
[ 1, 1].
7. Do the
for
yx2y
with
y(0)=0
/(0)=0
/'(0)=0
an error a
recursive formula for the coefficients of the solution, and reasonable estimate:
8. Find
2/ + v 1 /(0) 0. 0, v(0) /' 1 1 + /(0) y" 2/ xy e\ y(0) 1, arbitrary initial conditions. y(k) + v /'/c2v=0. 0. / x2 + xy, y(0)

5.5
Power Series
421
PROBLEMS
Why doesn't Picard's theorem apply to Equation (5.14)? equation xy" + y'=0 seems to have only one solution by the series method, but two independent solutions by the method of separation of variables. Explain that.
13. The secondorder
12.
5.5
Power Series
already discussed at length the power series expansion of the and trigonometric functions, the geometric series and some others. We have also seen that the Taylor formula produces a power series expansion exponential
for suitable functions.
We have observed that there is
a
We have
certain disk
corre
series, called the disk of convergence. The series We shall recollect all this converges inside that disk and diverges outside. information as the starting point of our discussion of complex power series.
sponding
to each power
Theorem 5.6.
Let cn be
sequence
of complex
numbers.
There is
a non
z")
and
uniformly
in any disk
{zeC:
descriptions:
(i) (ii)
R P
l.u.b.
{t: \c\t"
is
bounded}.
(limsup(c)1/")"1.
to
Proof. For at least part of the proof we could refer proposition we consider the set
[t
>0
:
Proposition
9.
As in that
there is
an
n)
upper
we can
take R
<x>,
(a)
Suppose \z\
>R.
Then there is
t,
un
bounded.
n, we cannot
=0sojrz"
such that
diverges.
(b)
Let r<R, A
Then there is
t,r<t<R
422
Series
of Functions
say
{c/"} is bounded,
by
M.
If \z\ < r,
'
\cz"\
\c\t"
'
Thus, letting   be the uniform norm for C(A), we have cz" < M(r/t)". Since rjt < 1, 2 (r/t)" < , so by comparison 2 c z" converges absolutely and uniformly
in
C(A).~
more
esoteric formulation
(ii)
we
Problem 14.
Examples
12.
If
cnz"
is
given
the circle
is that
practically anything
can
happen. \c\ < oo, then by 1}. Thus the series converges uniformly in
sequence
2 cz"
{c}
2 (z"/n2)
2 (l"/w)
does
z" has radius of convergence 1 but with \z\ 1 at all (lim z" # 0 if \z\
=
21 z"
=
!).
the circle of convergence is possible, needn't be concerned with the behavior of the series there (except
no on
general assertion
in
particular cases).
13.
The
geometric series
convergence 1.
absolutely
on
=0 z" is a power series with radius of This series converges to (1 z)_1 uniformly and Thus any disk {z e C: \z\ < r} with r < 1.
for
y~
1

z"
f0
a e
\z\
<
Now let 1
_
C,
^ 0.
1
Then
1
=
1
=
'
lz\"
z"
=
a~^~z
[1
(z/a)]
h \a~)
io ^
{z
6
C:
z
<
a}.
=0 (z"/0
5.5
Power Series
423
Thus the
continuous function on the whole plane, denoted does converge to the exponential function for real values of z. We have seen that, for real x, eix cos x + i sin x. We can use this (or to obtain series for the sine and Taylor's theorem) cosine:
sum a
is
ez since this
sum
cos x
i sin x
>
=
(ix)n
o
n!
x
^;
k%(4k)l
=
~
(4k
+
1)!
(4/c
2)!
(4k
3)!
(l^x2"
(l)fcx2t+1
4^o
(2k)!
lio
(2k
1)!
We
can use
These series also converge on the entire define the complex cosine and sine :
co
plane.
them to
2k
oo
z2k+1
""Rtm
We also have the
elz
to(*c2FM)i
(517)
equation
(5.18)
z
cosz
+ i sinz
for all
15.
complex
numbers
sum
iz and
iz, alternately,
we
cos(
iz)
+ i
+ i
sin(
iz)
cos(i'z)
sin(z'z)
e~z Thus
cos(j'z)
sin(z'z)
ez + e"
=
2~
ez e~
=
cos(iz) isin(iz)
(5.19)
424
Series
of Functions
We
can use
hyperbolic cosine and hyperbolic sine, respectively. these expressions to define the complex cosh and sinh :
the
ez + e~z
.
cosh
sinh
eze~z
z
=
Because of
on
the
z
(5.19) and (5.20), the complex trigonometric imaginary axis, the hyperbolic functions :
cos(zz)
sinh
z
=
functions are,
cosh
i
sin(z'z)
identities
trigonometric
bolic
ones.
Since
z
cos2(/z)
1
sin2(/z)
1, it follows from
cosh2
sinh2
16.
"=1 (z"/!)
(1z)1).
fact, writing the polynomial p(z)
given by a power series. In "=0 anz" is the same as giving its power series expansion. What is more interesting is that any point in C can be chosen as the center of a power series expansion for
17.
A
polynomial
function in C is
=
p.
KZ)
=
=
aniZ
n
Z0 +
Z0)"
Using
P(z)=
All
(nWz0)'zS''
=
(5.23)
terms at will.
V /
sums
rewrite
Thus
we can
z0
Kz)=
n
=
(\ /kr"(zz0)"
=
expansion.
5.5
Power Series
425
generally, any series of the form =0 series Can we expansion centered at z0 power centered at a point other than the origin? The
More
.
15),
and the
proof
is like the
one
above for
analog
of
Equation (5.23)
above.
It is
general fact that for any function given by a power series, we may move the center of the expansion to any other point in the disk of convergence. The
truly courageous student should try to prove this now; it can be done. We will give a proof later which is simple and avoids convergence problems but requires more sophisticated information about functions defined by power series expansions.
Addition and
Multiplication of Power
Series
ex
Suppose /, g are complexvalued functions defined by power series Then we can find series expansions for pansions centered at a point z0 functions /+ g and/# also. Addition is easy: if, say
.
the
f(z)
then
an(z
z0Y
giz)
bn(z
z0)"
(f+g)iz)
yj(a
b)(zz0y
for the
expansion
product requires
little
more care.
0 (this involves no loss of generality). To say that Suppose that z0 that in a certain disk A, /is the limit of the polynomials is to z" say /(z) 2 a Thus, g is the limit of the polynomials ?=0 bnz". Similarly, az".
=
2^=o
fg is
we can
Now,
/
\n
\
=
nz" )(lKz" / 0 / \n
=
=
afcmz"+'"
m
=
expression
z we
do not
the next few get a very aesthetic expression, but if we take some terms from we obtain a reasonable expression. the in sequence polynomials
k=0
g(
\n+m=k
anbm)zk
I
(5.24)
hope that fg is the limit of this sequence of polynomials. This is a reasonable hope; for even though we have modified the original sequence
We could
426
of
Series
of Functions
have neither added
nor
polynomials
we
making
careful
of this
fact,
we can
represented verify
=0 bz"
Then
and suppose
is
(0 (/+ 9)iz) "=o ian + b)z* uniformly and absolutely in {zeC: \z\ <r), (ii) ifd)iz) f=o(.+m=jt anbm)zk uniformly and absolutely
= = =
=
in A.
Proof. Let pn(z) '2}=0akzk, q(z) =^l=0bkzk. By hypothesis p+f, q ^g uniformly in A. Thus p + q >/+ g, pq +fg uniformly in A (Problem 2.55).
Since
Pn(z)
q(z)
k=l
2 ia + b*)z"
rJLz)
0\t + J
we
+fg uniformly
in A.
r.
>fg
so
it would
seem
worth
our
while to compute pq
Pnq
rn
k
I
=
0\l + J
2
=
"'bX
k
t>n
Now, each
term on the
norms on
computing
or
j>n.
Thus,
\\pnq,~
r\\<y+\\aiz'\\\{ Ijl^^llj
+(,i0iia'z'ii)r_ifin^^ii)
<tl+Mr'\(f\bj\A (J>k')( _+ \bj\A
+
5.5
Power Series
427
Now,
we
\bj\ r>
are
finite.
Let M be
number larger
than both.
0, there
are
(1) iVi>0 such that 2<=.+ i \a,\r' < e if n > Nu (2) N2 > 0 such that 2j=+i \bj\ ri<eifn>N2, (3) N3 > 0 such that \\pqfg\\ <e if n>N2.
These assertions follow from the known convergence of each n > max(7V~i, N2 Ns),
,
case.
Thus, if
a,r'
(21^1^
=
+21^1''
2 \bj
<
+ eM+M
(2M+ l)e
the
proposition
is concluded.
EXERCISES
9. Verify, in the way suggested in the text that cos2 z + sin2 z =1 is true 1 is always true. sinh2 z for all complex numbers z, and thus cosh2 z 10. Find a power series expansion for these functions:
=
(a)
exp(z2)
ez sin
(e)
e~'
J" ^Z
z
dt
t
(b)
(f)
cosh
cos z
(c)
(g)
z
sinhz
(d)
Jo
exp(Z2)<fr
the power series that ez+w
=
11.
Verify by multiplying
ezew
12. From the addition formula for the exponential the addition formulas for cos, sin, sinh, cosh.
PROBLEMS
14. If Show
{c} is
the
neighborhood
that
of which has
infinitely
many
radius
of
convergence
of
the
series
2CZ"
is
(limsupflcl)1'")1.
428
Series
15. 16.
of Functions
in
a
Expand ez Assuming
that
(1 +X2)"1'2
can
be
point z0 represented by
.
power series
centered at 0, find it. Find the power series for 17. Assuming that tan x can be represented by a power series centered sin x, find the power series ex at 0 and using the equation tan x cos x
arc cos x.
=
pansion of
tan
x.
5.6
Complex Differentiation
exponential function
is
lim
i+0
=1
z
(525)
For
n=o
n\
so
e'l
oo
_nl
V1+'(^r)
power
oo
7n2\
series,
so
is continuous
1
=
lim
2>0 z
1 + lim
z>0
zg(z)
From
(5.25)
and the
properties
z)

of the
exponential
.
it follows that
exp(z0) ^^
exp(z0) lim
z>0
ez
I
=
exp(z0)
recognize the limit on the left as a difference real ex quotient and the entire equation as a replica of the behavior of the more to consider idea a be It generally such good might ponential function. turns out to be a This the on a process of differentiation complex plane.
5.6
Complex Differentiation
429
very
significant idea,
because there
are so
are
differentiable.
Let/be
ofz0inC.
,. lim
zzo
/is
differentiable at z0 if
/(z)/(zo)
Z
Zq
case we
exists.
U.
In this
as
/'(z0).
we
If/ is
defined in
an
open
point
of U,
The usual
algebraic
facts
on
complex
domain.
are
differentiable
at z0
Then
so
are
f+g
and fg with
by
if+g)'izo)=f'izo)+9'izo)
ifg)'izo)
=
f'izoMzo) +fiz0)9'iz0)
is
entiable at z0 and
g
differentiable at z0 and /(z0) # 0. Then 1// is differ (l/f)'(z0) f'(z0)/fiz0)2. (hi) Suppose f is differentiable at z0 and g is differentiable at f(z0). Then of is differentiable at z0 andig f)'(z0) g'(f(zQ))f'(z0).
(ii) Suppose f
= =
Proof.
These
propositions are so much like the corresponding propositions proofs will be left to the reader.
in
Examples
18. The function
z0
.
is
1 for all
zero.
Since
a suc
any
cession of
are
polynomial operations
is obtained from
as
described in
Proposition 4(i),
all
polynomials
differentiable.
z

is nowhere differentiable.
quotient (z
and
as z
on
takes
z^)/(z z0), for zj= z0, is a point on the unit circle ranges through a neighborhood of z0 this difference quotient all values on the unit circle, so it could hardly converge.

430
Series
of Functions
Sum
of a
Power Series is
Infinitely Differentiable
was
essentially
We
now
proof
of
a
where differentiable.
sum
/(z)
j=0 anz"
have radius
of
convergence R.
Then
is
differentiable f'(z)=
at every
point
in the disk
n=l
Y,nanz"1
of convergence
=
has the
same
radius
as
"=0 az".
=
Proof,
lim
sup(a)1/n
same
lim
sup(a)1/n,
so
the series
radius of convergence as the given series. We must show 2 that it represents the derivative off. Fix a z0 \z0\<R and choose r > z0. The series 2"la"l'"""1 converges absolutely, so given e>0 there is an N such that
2">n "
lank""1
<e.
f(z)f(z0)=
z
/z"z"\
11
=
z0
z0
n=l
fai^z"kzoA \k=l J
< r,
If \z\
<
r as
well
as
z0
then
n>N
2aitz"kzk0A \fc= J
1

Similarly,
Thus,
bi
/(z)/(z)
Zo
<
2e +
\Cn
z0
Now, by continuity, as z > z0 the last term tends to zero. Thus, there is a 8 > 0 such that if  z z0 1 < 8, the last term is less than e. Thus, for \z\ <rand z z0
<
we
have
mfco)
Z0
2anzo"1
<3e
quotient exists
and is
given by (5.26).
5.6
Complex Differentiation
431
In particular, since /' is given by a convergent power series, it also is differentiable, with derivative f"(z) ( \)az"~2, and so forth. We thus obtain these results, which form the complex version of Taylor's theorem
=

for
sums
f(z) Y^azn have radius of convergence R. infinitely differentiable in {z: \z\ <R). Furthermore, for every derivative, fm is given by a convergent power series,
Corollary 1.
Then
is
k the kth
/<(z)
n(n
n>k
1)
=
(n
k +
l)az""
in
a
Corollary 2.
Let
are
coefficients {an}
a
=
disk about 0.
The
/<>(0)
Notice that the definition of complex derivative is of the differentiation of functions of laries hold for functions of
a a
genuine generalization
Thus the
same
real variable.
corol
real variable
represented by
in
a
power series :
Corollary 3.
is
If f(x)
"=0
a(x
x0)"
neighborhood of
x0
then
infinitely differentiable
at x0
and
an
/(n)(*o)
:
/(x)
<n
n>k
1)
in
k)an(x
x0fk
proofs are implication of Corollary 2 is that the coefficients of a power series representation of a function are uniquely and directly determined by the function. In particular, a function cannot be
These corollaries
are
easily derived
written
as
the
us
sum
of
tion allows
cos
2
to
easily verify
z
=
one
way.
This observa
sin2
(527)
sums For the function cos2 z + sin2 z is a polynomial in functions which are can of power series and thus is the sum of a power series. Its coefficients
432
be
Series
of Functions
Corollary 3 just by letting z take on real values. (5.27) is the Taylor expansion of cos2 z + sin2 z, be the Taylor expansion for all z. Hence (5.27) is
to
But the
of
always
The
CauchyRiemann Equation
complex differentiation with that R2, since R2 C. Suppose that is a function defined in a / complexvalued neighborhood of z0 x0 + iy0 is differentiable as a function of two real variables, then the differential If/ is defined and is a valued linear function on R2. Iff dfix0,y0) complexis also complex differentiable, then
of differentiation of functions defined
on
=
=
.
f'(z0)
exists.
Let
ru
r
lim
z>zo
fiz)fizo)
Z
/e /,0.
Zq
(5.28)
line. Then
>z0
(5.28) specializes
to
ft \ f (z0)
x*xo
i;fix>yo)fixo>yo) hm X Xq
along
v
Sf
=
OX
(x0 v0)
,
(5.29)
If
we
let
+z0
vertical,
we
also have
ft \ f (z0)
hm
yjo
fixo,y)fixo,y0) Cv J'o)
~
ldf
=
Sy
(x0 y0)
,
(5.30)
Thus the
a
righthand sides of (5.29) and (5.30) are the same. In conclusion, complex differentiable function must satisfy (when considered as a function of two real variables) this relation
(DM!)
This is called the Riemann
(5.31)
CauchyRiemann equation. More precisely, the Cauchyequations are found by writing /= u + iv and splitting into real and imaginary parts. Let us record this important fact.
Theorem 5.8. Let
f be
Split f
5.6
Complex Differentiation
433
variables
(z
iy).
Then these
hold in D:
dyji
dx
i
dy
du
=
(5.32)
dv dx
was
du dx
dv
dy
d~y
(5.33)
observed above.
Equation (5.33)
follows from
.dv
Bf
8u
,8v
'
d~x~~8~x
~dx
~d~y~~d~y
Hy
is
given by
dfizo ir
,
is))
^ (z0)r
f'(z0)r
jt (z0>
+
+
if'iz0)s
is)
is
a
f'izo)ir
complex
linear
complexvalued
function.
We shall show, via the techniques of the next few chapters, that a complex differentiable function can be written as the sum of a convergent power series. Thus, just by virtue of the differential being complex linear, the
of all
sum
of its power
series.
Proposition
4.
on an
20. Show that if / is an infinitely differentiable function ( , e), and there is an M > 0 such that
interval
/w(x)
then
<M
all of
allx
s<x<e
/is the
sum
a a
the unit disk. power series which converges in complex differentiable function in a domain in the
(a) (b)
if
434
Series
of Functions
CauchyRiemann equations in polar coordinates.
a
(Hint:
disk A.
Differentiate along the ray and circle through a point.) 23. Suppose / ,...,/, are given by convergent power series in If F is
a
polynomial
F(Mz),...,fk(z))=0
for real z, then (5.34) is true for all z in A. 24. Compute the limits of these quotients
(5.34)
as z
>
0:
arc
tan
z
cos z
(a)
(d)
sin hz
cos z
(b)
sin
(e)
z
TT72
sin
z
cos z
tanz
(c)
(f)
n=0, 1,2, 3, 4
complex valued function of two real that/is a complex differentiable if and only if the differential df(z0) is complex linear for all z0 e D. 26. Suppose that / is twice differentiable in D, and is complex differ entiable. Show also that /' is complex differentiable. Supposing that that /is a quadratic polynomial in z. show 0, (/')' 27. If f=u+iv is complex differentiable in D and twice differentiable,
25.
Suppose / is
a
differentiable Show
variables in
domain D.
then
82u dx2
d2u
d2v dx2
82v
dy2
dy2
5.7
Differential
Equations
can
with
Analytic Coefficients
as
A function which
be
represented
the
sum a.
of
convergent power
now return to
series at
study posed
point
a e
We
the
some
of the
questions
verify
the
We
can use
and to
soughtfor
estimates.
particular,
we
shall
5.7
Differential Equations
...,
with
Analytic Coefficients
are
435
Proposition
solution of the
5.
#fc_l5 gk
analytic
at 0.
Then the
ym
is also
+
i
=
g,yw
0
h(x)
y(0)
a0,...,
^""(O)
ak^
analytic
at
0; that is,
in
some
disk centered at 0, it is the sum of a con can be recursively calculated from the
differential equation.
We
already know,
our
of the solution;
from Section 5.5, how to compute the Taylor coefficients business here is to show that the resulting series does in
producing
are
< R.
Then
h(x)
n=0
" x"
g,(x)
n=0
a* x"
We some positive number M, \a\ <MR~", a' <MR'n for all ;' and n. shall obtain the desired estimate in terms of M, R and the initial conditions. For 0), leaving the general case simplicity, we shall do the homogeneous case only (h
and for
(Problem 27).
CO
If
fix)
2
n
=
^ X"
we
have
aki
Co
Oo
ck
=
. . . .
are
equations :
2(nl)(nk)cx""
=
+
(
(5.35)
0\n
now has a pain in his stomach similar to that of the author as this he wrote equation. Patience, dear readerthe fun has just begun ! Equating of equations for the coefficients of xm to zero, we obtain this recursive system
Surely,
the reader
436
Series
of Functions
coefficients :
m(m
\)
(m
+
k)cm
kl mk
2 2 aa'(m +
=
or
1
kl mk
(m
k)
i=o a=o
2 2 ( + '(* + ))
(m
(k
a))a'cm+i(t+1,)
1 k
c0
,
.
(5.36)
1,
so
we
on
+ i the right is m
m
have
cki we can
We
now
estimate.
For this
1, and let
max
^,P(i?l)1(Ptl),^,^y/J,0<y</cl)
on
C is written
so as
to
assure
that
\cj\<iJ
We
now prove
(CM\J
(5.37)
this
m,
by induction.
Thus
we use
(5.36), assuming
(5.37)
for all
n < m:
kl mk
I Cm I
<tn
i=o <z=o
2 2
\'\ km+l(k + )l
/Ml
0fb^
\~r)
(/nk+l)
1 ATC"1
"^
Now
J}=o
R'
(R"
1XP1
I)"'
R(R 1)
1
l)'(Rk
\)R".
Thus
mk+\ Mm
m
R(Rh
R
Rm
(~r
=
by definition of C. By this estimate we see that f(x) 2k*Lo c *" converges in the interval {x: x < R(CM)''}, and in that interval is the solution to our problem.
5.7
We
our we
Differential Equations
with
Analytic Coefficients
437
might perhaps
could
above estimates
usually
a better estimate by more clever substitutions ; but sufficient for the results desired. In any particular case be clever and obtain even better estimates.
have made
were
Examples
20.
y'
exy'
a
+ xy
0, y(0)
0, /(0)
We will find
10~5
tion.
on
polynomial which approximates the solution to within [0.01, 0.01]. Let 2 cx" be the supposed solu By substituting the series we obtain
the interval
n(n
n
=
l)cx"2
+
=
\=i
cx"+1
o
(5. 38)
give
c0
0,
1.
Equation (5.38)
\
becomes
lm2 1
m(m
Thus
1)
(mli>mii
+ cm_3
c2 c3
c4
\cx
\
+ ct +
= =
Cs
TJo
so forth. The question is not really what the coefficients are (that is to be left to a machine) but how many coefficients need to be computed. The coefficients appear to be bounded (we could in fact show that they must be, cf. Problem 29). Let's try to prove that cj < K for all n by induction. We have
and
m_2
1

cJ
^73T) fS 7T('"
m
0Cm1il
Cm31
my
as m >
so
long
4.
Thus
=
we
1/2.
438
Series
of Functions partial
sum
of its
Taylor expansion
is dominated
by
n>k
cx"<^xr
Z >k
ixkl
L
1
X
for
x
<
1.
The interval
error
we are
<
10_1
so our
bound
on
the
is
i.i_.l
2
10"
iio
18
5
if k
"T
1 V4 34X
JT
JJ0A
i_ V5
1 y6 60A
by
at most
good an estimate in the interval just knowing that the coefficients are easy to see bounded is not good enough. We have to know that \c\ < Kr" for Let's try r some r < 1 and some K. \. That is, we attempt to < n. 2~" for all that Now, using the equation \c\ verify by induction defining {c},
Suppose [1, 1]. It is
21.
needed that
that
1
1
Cml
\< S
m(m
K
1)
1
(my I ik
(m
1 i\
\
\ 2mii^2n,3J
1
/m22;
e2
<
+ 4
m
K
7
as soon asm>
2(e2
26
4),
we
=
orm>
26.
Thus choose
Thus
the induction step proceeds K so that the inequality holds for all
26 ;
need 2 will
(K
only do).
'
all
n.
kthorder
1
Taylor polynomials by
1
c(D" n>k
lc*l
~fci
2"1t'o2"^2''
on
ok2
5.7
Differential Equations
5
with
Analytic Coefficients
439
if k is 19.
Thus
we
of the
Taylor expansion
approximation.
(l^y'
f(x)
=
exy
y(0)
y'(0)
to
an
accuracy of 10"
Let
=0
equations
c0=
1,
Ci
1
c
=
n(n
1) \i=
(n2
.cn2i) =oi! /
are
(5.39)
Suppose that
We will show
by inductions
n <m.
{c}
bounded.
Ic.l
<
K for all
1
Then
m2 1
\
lm2
.
cm
<
i
m(m
K
1) \i=o
X(i0K+
.
>=o
t,k)
'!
/
/"" x
j
=
\
/
<
"m(m
1)
1)
m(m
1 K 2
1)1
m(m
<K
m(m
3.
1).
Thus
we can
as soon as w >
take A"
as a
terms.
We have from
(5.39)
c2=
\,c3= 0,
[i, H
is
>k
klW<^ ^
=
n>k^
Z.
when k
10,
so we
need 11 coefficients.
We
compute
c4
=
c$ =20
c6
T20
etc.
440
Series
of Functions (giving
at most an error of
Up
to six terms
1/64),
our
solution is
~T
x^ + x^ + x^ 13x6 L2 20+720+'"
EXERCISES
13. Find
a
power series
for the
general solution in
neighbor
(1
x2) /'
2x/
a
1) v
14. Find
power series 0
expansion
for the
general solution of
yh
Ixy' + 2k v
=/(x) such
that
v'(0)=0
y'(0)
=
16. How many terms of the power series for the solution y do we need: 3 (a) for an accuracy of 10" in the interval ( i, ) in Exercise 3(a)? 5 in the interval ( 10, 10) in Exercise 3(a) ? of 10" for an accuracy (b)
(c) 3(b)?
for
an
are
the solution of
PROBLEMS
in the text prove this theorem:
28.
Theorem.
origin, then
any solution
/k>
k2Zglyi"
r
=
can
be
expressed
as
the
sum
of a convergent power
series in
neighborhood
disk (z < R)
of the
g, h are
some
with R>\.
equation
y" + gy' + hy
(5.40)
5.8
is the
Infinitely
Flat Functions
441
sum of a convergent power series with bounded coefficients. 30. If the power series g(x) ~2,ax", h(x)=^bx" both have infinite radius of convergence, then so does the series expansion of the solution
=
of (5.40).
5.8
Infinitely
Flat Functions
are
which
we
have been
of
derivatives of all order; even that however is insufficient. Another glance at Theorem 5.6 will remind the reader that there is a behavior requirement on these successive derivatives in order that the given function be the sum of its
Taylor expansion.
We shall show
by example
that there
are
infinitely
we
differentiable functions which are not sums of power series. make the notion of analyticity precise.
Definition 4. Let
a e
First,
shall
Let /be
sum
complex valued
a
function defined in
ball
an
open set U.
a
U.
/is analytic
of
at a if there is
a
{z: \z
a\
<
r}
centered at
analytic
/ is analytic
We have deliberately stated this definition without reference to the domain of definition of the function; it applies equally well to functions of a real or are complex variable. The only functions which we know to be analytic For example, if/ is the sum of a convergent power the polynomials and ez. know that we can expand / in a series of we do not series at the
origin,

yet
a) with a any other point in the disk of convergence. We powers of (z shall see in the next chapter that this is the case. We have already seen that and now we will an analytic function has derivatives of all orders (is C) The clue to this function is a C function which is not analytic. produce given by
the
following fact,
6. lim
t.0O
l'Hospital's
rule.
Proposition
Proof.
P(t)e~
Problem 31.
we
The function
have in mind
(Figure 5.1)
0
is defined
by
!exp(
0
*/
x^O
x >
(5.41)
442
Series
of Functions
Figure 5.1
a
is
certainly infinitely
differentiable at any
point
x0 #
0,
so we
need
only
Now,
0 all
n
(7(n)(x)
x <
right
More
precisely
we
must prove
hm
x>0 x>0
<7<">(x)
ffM(Q)
(5.42)
We do this
by induction.
The
case n
0 is easy :
lim
X+0 x>0
lim
x>0 X x>0
expl
X/
lim te~'
(>oo
To do the
x >
general
case we
<7(n)(x)
0.
Now
? (x)
exp( i)

A pattern
seems
to be
developing.
5.8
For each
n
Infinitely Flat
Functions
443
there is
polynomial P
such that
ff(n)(x)
This
can
P ( exp (
^j
for
x >
(5.43)
be verified
by induction.
Assuming (5.43),
we
compute
'""<yyyy(yMi)
'pyi)
where
Now that
we
have this,
(5.42)
lim
x>0 x>0
<T(n)(x)
(T(n)(0)
,. =
1

lim
xo X x>0
/1\

/
exp
1\

,. =
lim
foo
\X/
X]
rP(r)*T'
/N
a is also infinitely differentiable at 0. But it is certainly not analytic. Taylor expansion is "=0 0 x" which converges to o(x) only for x <, 0 and provides a poor means for approximating the value of <r(x) for x > 0. However, the fact that infinitely differentiable functions exist with this property has its bright side. The following construction will prove to be
Thus
Its
'
useful.
Lemma.
Given
<b, there
1
is
C00
function
<
t^x)
x < a.
x))
has the
required properties
of
t0i.
We
then define
Toli(x)
T0
(H) "((K)('r3)
444
Series
of Functions
Figure 5.2
Theorem 5.9.
tion
Let
[a, b~] be a given interval and Uu Un a finite collec There exist C [a, b~\. functions pt such that
.
..,
x e
Let Let
[/,
rt
Tib{
Then
t(x)
2 Tt(x) > 0
if
(ti(x)
Pix)
=
x 6
<*)
0
x
(a, bi)
,
^ (a, bi)
,
properties.
0.
be denned
by (5.31).
Define
\\t(\t))dt
<d(x)
Jo
\\t(\t))dt
= =
(a) w is C, (b) 0 ^ o(x) < 1, for all x, (c) to(x) 0, if x < 0, l,ifx>l. 33. Using Theorem 5.9 it can be shown that any continuous function is the limit of C" functions. Let/e C([0, 1]) and e > 0. Find a C function e. such that < # / g\\ Here's how to do it. First pick an integer N>0 such that /(x) f(y)\ < e/2 if \x y\<ljN. Now cover the interval [0,1] by the intervals
Show that
(d)a>(x)
5.9
Summary
445
U0,
...,
UN, where
u'(n n)
and let px,...,pN be the
/il /+1\
Let
^l/^H
For any x,
x
is in
only
{U,},
say
UT, U,+1.
e
e
Then
l/(*)*(*)l=M*)
**>'()
+ Pr+1
/,(^)
<2
5.9
Let
Summary
{/J
be
a
the/k is the sequence of sums Q=1/J. If this sequence converges, we The series say that the series converges and denote the limit by = t fk
.
converges
absolutely
if
"=1/t
< oo.
made
arbitrarily
small
by choosing
If there is
a
m,
The
be
comparison test.
sequence
{pk}
of
positive
numbers and
an
integer
(0 ()
then
IIAII<P*
fork>iV
YjPk
<
/k converges absolutely.
If
integration.
converges,
so
does
Jj/
and
j;(z/.)i({
fundamental theorem of algebra.
If P is
polynomial :
(5.44)
P(z)
anz',

+ a1z + a0
446
Series
of Functions
.
.
with a # 0. Then P(z) has a complex root. If r1; rk are all the roots of P, then corresponding to each root there is a positive integer m( (called
.
the
multiplicity)
mt +
such that
+ mk
(i) (ii)
Piz)
(z
r^"'
iz
rk)m*
we
(5.45)
associate the constant
To the
coefficient
LP(f)
afM

a1f'
a0f
of LP
.
polynomial
These formulas
are
valid :
Lp+Q
If
LP
Lq
LPq
LpLq
of
solutions of LP(f)
erix
LP the collection of
,
xmi~1erix
r2x
ritx
xm2ler2X mjilgikjc
be
a
Let
{cn}
sequence of
number R
There is
nonnegative
c z") with
power series
>
R.
absolutely
in
{z
<
/}
for
r <
R.
(c)
P=[limsup(C)1/"]1.
=
If/(z)
anz", g(z)
+
YJbnzn
in the disk
{\z\
<
r},
then
f(z)
g(z)=
n
t(an + bn)z"
=
fiz)giz)=
k=0
\n+m=k
abm)zk
1
in that
same
disk.
5.9
Summary
C,
we
447
function defined
if
near
z0 in
say that
is
fiz)fizo)
z

,,, =/(z0)
z0
exists.
The
sum
of
at
sum
00
/(z)=az" n=0
Thus the
sum
/'(z)=
n=l
az"1
A
of
differentiable
complexvalued function of two real variables is complex differentiable if and only if it satisfies the CauchyRiemann equations :
f4f) \dy!
dx in If h, g0 gk can be represented as sums of convergent power series a disk centered at zero, then the same is true for all solutions of the differ
,
. . .
ential
equation
ym
kZgiyw
i=0
+ h
Furthermore,
once
given
y(0)
ao,...,/ki\0)
ak1
the coefficients of the power series can be recursively calculated using the differential equation. Given any finite covering of the interval [a, b~] by open intervals Uu
...,
...,
p such that
(a)
(b) (c)
0<p,<l 0, outside Ut pt
=
Piix)
1 for all
x e
[a, U]
partition of unity
on
These functions
cover
are
called
[a, 6] subordinate
to
the
Uu
...,
U.
448
Series
of Functions
FURTHER READING
I. I.
1962.
Cartan, Elementary Theory of Analytic Functions of One or Complex Variables, AddisonWesley, Reading, Mass., 1963. This text develops the subject of complex analysis from the point
H.
of power series. It also contains a complete discussion of the theorem existence of solutions of analytic differential equations. Further material
T. A. Bak and J.
can
be found in
Lichtenberg,
Benjamin,
Inc.,
New
York, 1966.
Kreider, Kuller, Ostberg, Perkins, An Introduction to Linear Analysis, AddisonWesley, Reading, Mass., 1966. W. Fulks, Advanced Calculus, John Wiley and Sons, New York, 1961. M. R. Spiegel, Applied Differential Equations, PrenticeHall, Englewood Cliffs, N. J., 1958.
MISCELLANEOUS PROBLEMS 34. Find defined
x e on
sequence {/} of continuous nonnegative realvalued functions the interval (0,1) such that f(x) =2=i /(*) exists for all
35. For
oo
lnz=2r k
k=l
Show that for all such z, z 36. Show that the series
exp(ln(l
z)).
i(zn)2
converges to
a
C{1,2,
...,,
exp(z)
lim
(1 + z/m)m.
(Hint:
Compute the
power
m^oo
series expansion of (1 + zjm)m.) 38. Show that a real polynomial of odd degree always has 39. Let oj exp(277f'//j). Show that
=
real root.
z"
(1
ojz)(\
5.9
40. Let P be
Summary
449
a polynomial. Show that P is the square of another poly only if every root of P occurs with even multiplicity. 41 If P, Q are two polynomials, P divides Q if and only if every root of P is a root of Q with no larger multiplicity. 42. Suppose P is a polynomial of degree at least two. Show that there is a c such that P(z) c 0 has at least one multiple root. (Hint: Con sider P' as defined in Problem 10. If P'(d) 0, take c P(a).) 43. Let /i, / be functions in C(X). Show that these functions are independent if and only if there are points x,,...,x such that the matrix (f(xj)) is nonsingular. 44. Show that the functions e'x, xe", x"e'x are independent. 45. Show that if P, Q are polynomials, S(LP) c S(LQ) if and only if P divides Q. 46. If P is a polynomial of degree at least two, there is a c e C such that the equation LPf= c/has a solution of the form xe'x. 47. If a linear differential equation has polynomial coefficients, it has global solutions on all of R. 48. Let {c} be a sequence of complex numbers such that 2 knl < o. Let f(z) =2=o cz". Prove that c0 is not a relative maximum of /,
nomial if and
.
..,
f(x, y)
x2
y2 + iv(x, y)
is complex differentiable. Find v. 50. If / is a polynomial in x, y which is complex differentiable, then /(x, v) has the form Q(x + iy), where Q is a polynomial. (Hint: Substi
tute
x
51. in C.
52.
(z + z)/2, y (z z)/2, and use the CauchyRiemann equation.) Suppose /is a C2 complexvalued function defined on a domain D Show that if / and fz are both harmonic, then / is complex differ
= =
entiable.
If/
are
/,
A
are
constant. onetoone
53.
<=
Suppose that / is
Let g : A * Z> be the inverse of differentiable, so is g. C. the 54. We may consider the function ez x + iy, u Re ez, v plane. Let z
=
=
to
\mez; that is
e"
cos
e* sin y
that this
mapping
const,
on
the circles
centered at the
origin,
the lines y
through the
takes
{a
+ 2n} this
mapping
every value
precisely
once.
450
Series
of Functions
particular,
ez maps the horizontal
strip { tt <y < it) onetoplane negative real axis. Call this domain D. Define the complex logarithm log z: Z)  { tt <y <tt} as the inverse of this mapping. Show that log z is complex differentiable
one
(c)
In
and
(log)'
z can
be
represented by
in the disk {z 1 < 1}. (Recall Miscellaneous Problem 35.) that this provides a way for extending real functions to the
Notice
complex
.
expansion
domain besides that of power series. For example, the power series about 1 of log x extends it only to the unit disk centered at 1 The above extension of
log is defined
in the entire
as a
This process is called analytic continuation. mapping of the plane into the plane. Show that it
onetoone onto the domain D of Problem 54.
Let V
a
Provide
similar discussion for the mapping z". 56. Discuss the mapping properties of
= =
z,
sin
z.
57. Show that the power series expansion of the solution of Exercise 8(d) with initial values y(0) 0 does not converge outside the unit disk. 1, y'(0) 58. I.
Suppose that/
are
on
the interval
Show that
/(r)
j dt
hzg(t)
is
complex differentiable and can be represented by a power series at any point of the image of g. 59. If /is C'inCx Xand for each fixed x,f(z, x) is differentiable in z,
then
F(t)=jf(z,x)dx
is also complex differentiable. 60. The equation of Exercise 6 is called Legendre's equation and the solutions {/*} for integral k are called the Legendre polynomials. They have this
interesting property:
fm(x)f(x)
dx
if
5.9
To prove this
we
Summary
451
as
must
((lx2)/)'
Thus
k(k+l)v
\\
ff
^TT)
/.
[(1
i
*'>/<*>]'/<*>
dx
same,
interchanging
=
and
n.
d.
ep(2' is complex
that/(n)(z)e"',<z)
polynomial
is
polynomial
of
d"
exp(x2)
(exp(x2))
equation y"
2/ + 2ny
0.
C realvalued function
/ defined
on
(i) 0</(x)<l (ii) f(x)>0if \\xx0\\<R (iii) /(x)=0if xXo!l>P (By C" we tinuous.) (b) Let
Bi,
. . .
mean
all
exist and
are con
A' be
<=
are
balls in
to
B is
(i)0</<l
(ii) /,(x)
(iii)
0 if
x
=
$ Bi
lif*e*
2;=i/<
a
Find such
partition of unity.
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