Vous êtes sur la page 1sur 32

Chapter 4.

Sequences and Series


4.1

Infinite sequences

An infinite sequence (or sequence) of real numbers


is an infinite succession of numbers which is usually
given by some rule.
We shall denote an infinite sequence by
a1 , a 2 , a 3 , , a n , ,
and we shall often write the sequence as {an}; and
for each n, the number an is called a term of the
sequence.

4.1.1

MA1505 Chapter 4. Sequences and Series

Example

(i) The sequence


0, 1, 2, , n 1,
is defined by the rule an = n 1.
(ii) The sequence
1 1
1
1, , , , ,
2 3
n
is defined by an = n1 .
(iii) If an = (1)n+1( n1 ), the sequence is
1 1 1 1
1, , , , , .
2 3 4 5
(iv) If an =

n1
n ,

the sequence is
1 2 3 4
0, , , , , .
2 3 4 5
2

MA1505 Chapter 4. Sequences and Series

(v) If an = (1)n+1, the sequence is


1, 1, 1, 1, .
(vi) If an = 3, the sequence is
3, 3, 3,
4.1.2

Limits of sequences

A number L is called the limit of a sequence {an}, if


for sufficiently large n, we can get an as close as we
want to a number L.
We write lim an = L, or simply, an L,
n

Note that the limit of a sequence {an} is unique.


4.1.3

Convergent and divergent

Not all sequences have limits.


3

MA1505 Chapter 4. Sequences and Series

If {an} has a limit, we say the sequence is convergent


and {an} converges to L.
If {an} does not have a limit, we say {an} is divergent.
4.1.4

Example

(i) 0, 1, 2, 3, is divergent.
(ii) 1, 12 , 13 , , n1 , is convergent, its limit is 0.
(iii) 0, 12 , 23 , 34 , 45 , converges to 1.
n1
(since lim
= 1. See example 4.1.6 (ii).)
n
n
(iv) 1, 1, 1, 1, is divergent.
(v) 1, 12 , 13 , 14 , 15 , . converges to 0.
(vi) If c is any real number, c, c, c, clearly con-

MA1505 Chapter 4. Sequences and Series

verges to c. Such a sequence is called a constant


sequence.
4.1.5

Some Rules on Limits

Let lim an = A, and lim bn = B, with A and B


n

real numbers.
(1) Sum rule:

lim (an + bn) = A + B.

(2) Difference rule:


(3) Product rule:
(4) Quotient rule:

lim (an bn) = A B.

lim (anbn) = AB.

an A
= , if B 6= 0.
n bn
B
lim

Using the above rules, we obtain:


4.1.6

Example

1
1
(i) lim ( ) = (1) lim = 1(0) = 0.
n
n n
n
5

MA1505 Chapter 4. Sequences and Series

n1
1
(ii) lim
= lim (1 )
n
n
n
n
1
= lim 1 lim = 1 0 = 1.
n
n n
5
1
1
(iii) lim 2 = 5 lim lim
n n
n n n n
= 5 0 0 = 0.
4
7 07
4 7n6
n6
(iv) lim 6
= lim
= 7.
=
n n + 3
n 1 + 36
1
+
0
n

(Note that all the four rules in (4.1.5) are used in this
example.)
4.1.7

Sequence and function

Let {an} be a sequence. Suppose there is a function


f (x) such that an = f (n).
If lim f (x) = L, then
x

lim an = L.

4.1.8

MA1505 Chapter 4. Sequences and Series

Example

Consider the sequence {an} where an =

n+1

n.
Then an = f (n) where

f (x) is the function x + 1 x. So

lim an = lim ( x + 1 x) = lim

4.1.9

1
= 0.
x+1+ x

Example
ln n
= 0.
n n

Show that lim

Consider the function

ln x
x

(defined for x > 0).

ln n
ln x
1/x
= lim
= lim
= 0.
x n
x x
x 1
lim

We apply LHopitals rule in the second equality above.

4.2
4.2.1

MA1505 Chapter 4. Sequences and Series

Infinite series
Definition.

Given a sequence of numbers {an}, an expression of


the form
a1 + a2 + a3 + + an +
is called an infinite series. The term an is the nth
term of the series.
For example,
1
1
1
1 1 1
+ + + + + +
2 4 8 16 32 64
1
is an infinite series whose nth term is n .
2

MA1505 Chapter 4. Sequences and Series

The sequence {sn} defined by


s1 = a1
s2 = a1 + a2
s3 = a1 + a2 + a3
..
sn = a1 + a2 + + an =

n
X

ak

k=1

is called the sequence of partial sums of the series.


The number sn is called the nth partial sum.
If the sequence of partial sums {sn} converges to a
limit L, then we say that the series is convergent and
that its sum is L. We write

an = a1 + a2 + + an + = L.

n=1
9

10

MA1505 Chapter 4. Sequences and Series

If the sequence of partial sums does not converge, we


say that the series is divergent.
Note that

X
X
an ,
ak ,

n=1

r=1

k=1

ar ,

an ,

ak ,

ar

represent the same series.


4.2.2

Geometric series

The series
a + ar + ar2 + + arn1 + =

arn1

n=1

is called a geometric series, where a and r are fixed


numbers, a is called the first term, and r is the (common) ratio.

10

11

MA1505 Chapter 4. Sequences and Series

For this series, the nth partial sum sn is given by


sn = a + ar + ar2 + + arn1
rsn = ar + ar2 + ar3 + + arn1 + arn.
Thus sn rsn = a arn,
1 rn
,
= sn = a
1r

r 6= 1.

If r = 1, then clearly sn = na (or ), if


a 6= 0, and the series is divergent.
If |r| < 1, then rn 0. Thus
a
sn
,
1r
and the sum of the series is

a
.
1r

If |r| > 1, then |r|n , and the series diverges.


We summarize this as follow:
11

12

4.2.3

MA1505 Chapter 4. Sequences and Series

Convergence of Geometric series

The geometric series


a + ar + ar2 + + arn1 +
with a 6= 0 converges to the sum

a
if |r| < 1 and
1r

it diverges if |r| 1.
4.2.4

Example

1
1 1
(i) + + + is a geometric series whose first
9 27 81
term is

1
9

and common ratio 13 . It converges to 61 .

(ii) 4 2 + 1

1 1
+ converges to 83 .
2 4

12

13

MA1505 Chapter 4. Sequences and Series

Some rules on series

4.2.5

If

an = A, and

bn = B, then

P
(1) Sum rule.
(an + bn) = A + B.
(2) Difference rule.

(an bn) = A B.

P
(3) Constant multiple rule.
(kan) = kA.
4.2.6

Let

Ratio test
P

an be a series, and let

an+1
= .
lim
n an

Then
(1) the series converges if < 1.
(2) the series diverges if > 1.
(3) no conclusion if = 1.
13

14

4.2.7

MA1505 Chapter 4. Sequences and Series

Example

n
(i) a1 = 1, an+1 =
an and the series is
2n + 1
X
1 12 123
+
+ .
an = 1 + +
3 35 357

an+1
n
1

For this series


=
as n . So
an 2n + 1
2
the ratio test implies the convergence of the series.
X (n!)2
(ii)
(2n)!

an+1

= (n + 1)!(n + 1)! (2n)!


an
(2n + 2)!
n!n!
(n + 1)(n + 1)
n+1
1
=
=
.
(2n + 2)(2n + 1) 2(2n + 1)
4
So the given series is convergent by ratio test.
X

3n
(iii)
2n + 5

n+1
n
n
an+1
3
1
+
5

2
3
2
+
5

=
=
3

.
an 2n+1 + 5 3n
n
2+52
2
X 3n
By ratio test,
is divergent.
2n + 5
14

15

(iv)

MA1505 Chapter 4. Sequences and Series

X1
n

an+1

= n = 1 1.
an n + 1 1 + 1
n

We cannot draw conclusion from ratio test.


(In fact, this series is divergent.)
X 1
(v)
n2

2
an+1
n
1

=
an (n + 1)2 = (1 + 1 )2 1.
n
We cannot draw conclusion from ratio test.
(In fact, this series is convergent.)

15

16

MA1505 Chapter 4. Sequences and Series

Power Series

4.3
4.3.1

Power series about x = 0

A power series about x = 0 is a series of the form

cnxn = c0 + c1x + c2x2 + + cnxn +

n=0

where c0, c1, . . . , cn, . . . are constants while x is a


variable.
So a power series can be regarded as a function for x
where it converges.
4.3.2

Example
xn = 1 + x + x2 + + xn + .

n=0

This power series about x = 0 converges to


when |x| < 1.

16

1
1x

17

MA1505 Chapter 4. Sequences and Series

We state this as
1
= 1 + x + x2 + + xn + , 1 < x < 1.
1x
4.3.3

Power series about x = a

More generally, a power series about x = a is a


series of the form

cn(x a)n = c0 + c1(x a) + c2(x a)2 +

n=0

+ cn(x a)n + .
The number a is called the centre of the power series.
4.3.4

Convergence of power series

We observe that a power series always behaves in


exactly one of the following three ways:

17

18

MA1505 Chapter 4. Sequences and Series

Case 1. The series

cn(x a)n converges at x = a

and diverges elsewhere.


Case 2. There is a positive number h such that the
series converges for all x in the interval (a h, a + h)
but diverges for all x > a + h and x < a h.
The series may or may not converge at either of the
end points x = a h and x = a + h.
Case 3.
4.3.5

The series converges for every x.

Radius of Convergence

The number h in case 2 of the previous section is


called the radius of convergence of the series.
Note that we can describe all the points in the interval in this case as |x a| < h. Here a is at the center
18

19

MA1505 Chapter 4. Sequences and Series

of the interval.
If the power series converges for all x, we say that
the radius of convergence is infinite .
If it converges only at a, we say that the radius of
convergence is zero.
4.3.6

Example

(i) Find the radius of convergence of the power series

X
n
x2 x3
n1 x
= x + .
(1)
n
2
3
n=1

Solution. We apply ratio test to the series with nth


n1 x

term un = (1)
.
n

un+1

= n |x| |x| as n .
un n + 1
Therefore, the series converges for |x| < 1. It diverges if |x| > 1.
19

20

MA1505 Chapter 4. Sequences and Series

The radius of convergence is therefore equal to 1.

X
xn
x2 x3
(ii) For the series
= 1 + x + + +
n!
2! 3!
n=0

un+1 xn+1 n!

=
= |x| 0 as n .
un (n + 1)! xn n + 1
Therefore, the series converges for all x.
The radius of convergence is therefore equal to .

X
(iii) For the series
n!xn = 1+x+2!x2 +3!x3 + .
n=0

un+1 (n + 1)!xn+1


= (n + 1)|x|
un =

n
n!x
as n unless x = 0.
Therefore, the series diverges for all x except x = 0.
The radius of convergence is zero.

20

21

MA1505 Chapter 4. Sequences and Series

Differentiation and Integration of power


series

4.3.7

If

cn(x a)n has radius of convergence h,

it defines a function f :
f (x) =

cn(x a)n, a h < x < a + h.

n=0

(i)

The function f has derivatives of all orders in

(a h, a + h). The derivatives can be obtained by


differentiating the power series term-by-term:
f 0(x) =
f 00(x) =

X
n=1

ncn(x a)n1,
n(n 1)cn(x a)n2, . . . .

n=2

The differentiated series converges for a h < x <


a + h.
21

22

MA1505 Chapter 4. Sequences and Series

(ii)

The function f has anti-derivatives in (a

h, a + h). The anti-derivatives can be obtained by


integrating the power series term-by-term:
Z
f (x)dx =

X
0

(x a)n+1
cn
+ c.
n+1

The integrated series converges for ah < x < a+h.


Example
1
f (x) =
= 1 + x + x2 + + xn + ,
1x

4.3.8

1 < x < 1
0

f (x)

1
n1
=
1
+
2x
+

+
nx
+ ,
(1 x)2
1 < x < 1

00

f (x)

2
n2
=
2
+
6x
+

+
n(n

1)x
(1 x)3
+ , 1 < x < 1

22

23

4.3.9

MA1505 Chapter 4. Sequences and Series

Example

1
= 1 t + t2 t3 + ,
1+t

1 < t < 1

So
Z

dt
0 1+t
x2 x3 x4
= x + + ,
2
3
4

ln(1 + x) =

1 < x < 1.
4.4
4.4.1

Taylor Series
Definition

Let f be a function with derivatives of all orders


throughout some interval containing a as an interior
point.

23

24

MA1505 Chapter 4. Sequences and Series

The Taylor series of f at a is

X
f (k)(a)
k=0

k!

(x a)k = f (a) + f 0(a)(x a) +


f (n)(a)
+
(x a)n + (1)
n!

4.4.2

Example

The Taylor series of ex at x = 0 is


ex =

X
xn
n=0

n!

This follows from the formula (1) and the fact that
d x
e = ex .
dx
The radius of convergence of this series is .

24

25

4.4.3

MA1505 Chapter 4. Sequences and Series

Example

The Taylor series of sin x and cos x at x = 0 are


sin x =

X
(1)nx2n+1
n=0

cos x =

(2n + 1)!

X
(1)nx2n
n=0

(2n)!

This follows from the formula (1) and the fact that
d
sin x = cos x
dx
and
d
cos x = sin x
dx
The radius of convergence of these two series is .

25

26

4.4.4

MA1505 Chapter 4. Sequences and Series

Example

The Taylor series of ln(1 + x) at x = 0 is


ln(1 + x) =

X
(1)n1xn
n=1

This follows from integrating the following geometric


series from 0 to x:

X
1
=
(1)ntn
1 + t n=0
The radius of convergence of this series is 1.
4.4.5

Example

The Taylor series of tan1 x at x = 0 is


tan1 x =

X
(1)nx2n+1
n=0

26

2n + 1

27

MA1505 Chapter 4. Sequences and Series

This follows from integrating the following geometric


series from 0 to x:

X
1
n 2n
=
(1)
t
2
1+t
n=0
The radius of convergence of this series is 1.
4.4.6

Example

1
Find the Taylor series of
at x = 2.
2x + 1
Solution.
1
1
1
=
=
2x + 1
2(x
+ 2) 4 + 1 3
! + 2(x + 2)
1
1
=
3 1 ( 23 (x + 2))
n

X
1
2
=
(x + 2)
3 0
3


n
X
2
=
n+1 (x + 2)n
3
0
The radius of convergence of this series is 3/2.
27

28

4.4.7

MA1505 Chapter 4. Sequences and Series

Taylor polynomials

The nth order Taylor polynomial of f at a is


Pn(x) =

n
X
f (k)(a)
k=0

k!

(x a)k = f (a) + f 0(a)(x a) +


f (n)(a)
+
(x a)n
n!

It provides the best polynomial approximation of degree n.


4.4.8

Example

The Taylor polynomials of ex at x = 0 of order 1, 2


and 3:
P1(x) = 1 + x
x2
P2(x) = 1 + x +
2!
x2 x3
P3(x) = 1 + x + +
2! 3!
28

29

MA1505 Chapter 4. Sequences and Series

In the diagram below, notice the very close agreement


between ex and its Taylor polynomials near x = 0.

Note that the graph of P1(x) is in fact the tangent


line of ex at x = 0.

29

30

4.4.9

MA1505 Chapter 4. Sequences and Series

An application of Taylor polynomials

Suppose you are at the top of a lighthouse, height H


above sea level. How far out to sea can you see? The
most distant spots are called the HORIZON.

From the diagram you can see that the ray of light
from the centre of the earth, define a right angled
triangle. Simple trigonometry gives us
R
= cos
R+H
30

31

MA1505 Chapter 4. Sequences and Series

and we can write this as

1+

H
R

1
= cos .

Now of course H/R and are extremely small numbers. The radius of the Earth is about 6370 km, while
a very tall lighthouse might be 0.1 km tall.
For the left hand side, we approximate it with the
order 1 Taylor polynomial:
1
H
1
H
R
1+ R
while for the right hand side, we approximate it with
the order 2 Taylor polynomial (note that the order 1
Taylor polynomial of cos is 1):
2
cos 1 .
2
31

32

MA1505 Chapter 4. Sequences and Series

So we obtain
H
2
1
=1
R
2
approximately. Thus
R22 = 2RH
and so the distance to the horizon (measured along
the curved surface of the ocean) is
R = (2R)1/2H 1/2 = 113H 1/2
where everything is measured in kilometers.
For a lighthouse 100m (=0.1km) in height, that comes
to about 35.7 km. Notice that if you double the
height of your lighthouse, you dont double the distance you can see (or from which you can be seen)!
32

Vous aimerez peut-être aussi