Week 3 Power series
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Notice (Feb 2025): Week 3 lectures begin with the Alternating Series Test, Theorem 2.8.
We now consider series where the
Definition: power series.
Let
A power series can be convergent for some values of
Example: geometric series as a power series.
Let
The set of
Lemma 3.1: absolute convergence for smaller modulus.
If, for a given
-
Proof. Assume
is a convergent series. Then by the Nullity Test, the sequence has limit Sequences that have a limit are bounded, so there exists such that for allGiven
set As the geometric series converges, andHence by the Comparison Test,
is convergent. This means that the series is absolutely convergent. □
Corollary 3.2: the set of points where the power series is convergent.
The set of
-
i. interval
or where -
ii.
-
iii.
We formally put
Figure 3.1: The possible intervals
Definition: interval of convergence, radius of convergence.
The set
Remark: suppose the radius of convergence
-
• be absolutely convergent; or
-
• be conditionally convergent; or
-
• be divergent.
At
We have already obtained the following
Result: interval of convergence of
We will use a practical method to find the interval of convergence of a power series:
Method: finding the interval of convergence.
-
1. Apply the Ratio Test to the non-negative series
-
2. The answer will show absolute convergence of
when where is the radius of convergence. -
3. Use further tests to check convergence of
at and
Example 1: find the interval of convergence of the series
Solution. We apply the Ratio Test to the series
If
What happens when
At
At
Result: the interval of convergence of
The interval of convergence is
Example 2: find the interval of convergence of the series
Solution. We apply the Ratio Test to the series
If
At
Result: the interval of convergence of
The interval of convergence is
Remark. A limitation of power series that it can only define a function on an interval centred at zero. To overcome this, one can consider, for
Such a series defines a function on an interval
The function defined by a power series is continuous
Every power series
Proposition 3.3: infinite sum of increasing continuous functions.
Suppose each of the functions
-
Proof. By criterion of continuity, we need to prove, for each
that We will only prove that is the limit is similar and is left to the student. By Lemma 1.1, we need to show thatgiven any strictly increasing sequence
with limit To prove (*), we sum the double seriesby two methods. The first method is summation by columns, where we calculate
so that
A partial sum of this series is telescoping: the intermediate terms cancel, leaving The sum of the series is the limit of partial sums, soThe second method is summation by rows: using telescoping sums again, we calculate
Here
is continuous, so as implies ThereforeNote that all the
are non-negative: is increasing, so Hence by Proposition 2.3, the sum of all the does not depend on the method of summation, which means that This proves (*) and the Proposition. □
If we consider the function
Proposition 3.4: absolutely convergent sum of monotone continuous functions.
Suppose each of the functions
-
Proof (not given in class). We literally repeat the proof of Proposition 3.3, not including the last paragraph which begins with the words “Note that all the
are non-negative.”: may be negative, so we cannot use Proposition 2.3 to say that the sum of the double series does not depend on the method of summation.Instead, we will use Claim 2.7. For that, we need to check that
Note that in the th row, all numbers are either all non-negative if is an increasing function, or all non-positive if is decreasing. That is, which is a telescopic series with sum By the triangle inequality, is bounded above byTherefore,
This is finite by the assumption about absolute convergence. So Claim 2.7 guarantees that summation of the by colums gives the same answer as summation by rows, leading to the same conclusion as in Proposition 3.3. □
Theorem 3.5: a function defined by a power series is continuous.
Let
-
Proof. Let
Each term is a continuous and monotone function on the convergence for is absolute, so by Proposition 3.4, is continuous onOn
is continuous for exactly the same reason. We have to split the interval into and because if is even, is not monotone on the whole but is monotone on and onIt is easy to check (using one-sided limits at
) that a function, continuous on and on is continuous on □
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