Chapter4 Caculus2310
Chapter4 Caculus2310
Chapter4 Caculus2310
TECHNOLOGY
——————–o0o——————–
Chapter 4: SERIES
CALCULUS 1
Hanoi - 2021
1 / 50
Department of Mathematics Chapter 4: SERIES
1 4.1. SERIES OF NUMBERS
2 / 50
Department of Mathematics Chapter 4: SERIES
4.1. SERIES OF NUMBERS
Definition 4.1.1
Let {an } be a sequence of real numbers (sequence of complex
numbers). Then, the formal sum
a1 + a2 + ... + an + ...
Example 4.1.1
P∞ 1 P∞ n+3
is a harmonic series; 2
.
n=1 n n=1 n + 5n + 1
3 / 50
Department of Mathematics Chapter 4: SERIES
4.1. SERIES OF NUMBERS
Definition 4.1.2
∞
P
Given a series an = a1 + a2 + · · · + an + · · · , let Sn denote its n − th
n=1
partial sum:
n
X
Sn = a1 + a2 + · · · + an = ak .
k=1
Example 4.1.2
1∞
P
a) Show that the series is convergent, and find its sum.
n=1 n(n + 1)
∞
P n
b) Show that the series ln is divergent.
n=1 n+1
4 / 50
Department of Mathematics Chapter 4: SERIES
4.1. SERIES OF NUMBERS
Special series
∞
X
1. Geometric series pn−1 = 1 + p + p2 + · · · , where p
n=1
1
ís constant, it converges to S = if |p| < 1 and diverges if |p| ≥ 1.
1−p
1 − qn
The sum of the first n terms is Sn = .
1−q
∞
X 1 1 1
2. The α series α
= 1 + α + + α + · · · + is called a Riemann series
n 2 3
n=1
where α is constant, converges for α > 1 and diverges for α ≤ 1.
The series with α = 1 is called the harmonic series.
5 / 50
Department of Mathematics Chapter 4: SERIES
4.1. SERIES OF NUMBERS
|Sn+p − Sn | < ε.
6 / 50
Department of Mathematics Chapter 4: SERIES
4.1. SERIES OF NUMBERS
Remark:
∞
P
a) In the case lim an 6= 0, then we deduce that an is divergent.
n→∞ n=1
∞
P ∞
P
b) The series an is convergent if and only if the series an is also
n=1 n=n0
convergent for each n0 > 0. It follows from
∞
X ∞
X
an = (a1 + a2 + ... + an0 −1 ) + an .
n=1 n=n0
Example 4.1.3
P∞ 2n2 + 5n + 7
Show that the series 2
is divergent.
n=1 n + n + 3
7 / 50
Department of Mathematics Chapter 4: SERIES
4.1. SERIES OF NUMBERS
Theorem 4.1.3
∞
P ∞
P ∞
P
If the series an , bn are convergent, then so are the series can
n=1 n=1 n=1
∞
P ∞
P
(where c is a constant), (an + bn ) and (an − bn ), and
n=1 n=1
∞
X ∞
X
i) can = c an ;
n=1 n=1
∞
X ∞
X ∞
X
ii) (an + bn ) = an + bn ;
n=1 n=1 n=1
∞
X ∞
X ∞
X
iii) (an − bn ) = an − bn .
n=1 n=1 n=1
8 / 50
Department of Mathematics Chapter 4: SERIES
4.2. Positive Series
Definition 4.2.1
∞
an is called a positive series, if an > 0, ∀n ∈ N∗ (i.e, an is
P
The
n=1
positive terms).
Example 4.2.1
P∞ 1 ∞
P n+2
2
; are positive series.
n=1 n n=1 2n3 +n+7
9 / 50
Department of Mathematics Chapter 4: SERIES
4.2. Positive Series
Example 4.2.2
∞
P 1
Determine whether the series 2 + 5n + 2021
converges or diverges.
n=1 n
10 / 50
Department of Mathematics Chapter 4: SERIES
4.2. POSITIVE SEQUENCE
11 / 50
Department of Mathematics Chapter 4: SERIES
4.2. POSITIVE SEQUENCE
Example 4.2.2
Determine convergent or divergent series
∞
X 2
n sin2 .
n2
n=1
12 / 50
Department of Mathematics Chapter 4: SERIES
4.2. POSITIVE SEQUENCE
Example 4.2.3
P∞ n!
Determine whether series is convergent or divergent: n
.
n=1 3
13 / 50
Department of Mathematics Chapter 4: SERIES
4.2. POSITIVE SEQUENCE
∞
X
If C < 1, then the series an converges.
n=1
∞
X
If C > 1, then the series an diverges.
n=1
If C = 1 the test fails.
Example 4.2.4
n
∞ 2n2 + n
P
Prove that the following series is divergent: .
n=1 n2 + 5
14 / 50
Department of Mathematics Chapter 4: SERIES
4.2. POSITIVE SEQUENCE
Example 4.2.5
Prove that the series
∞
X 1
nα
n=1
15 / 50
Department of Mathematics Chapter 4: SERIES
4.3 ALTERNATING SERIES
Definition 4.3.1
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 an = a1 − a2 + a3 − a4 + · · ·
n=1
or
∞
X
(−1)n an = −a1 + a2 − a3 + a4 − · · · ,
n=1
Example 4.3.1
∞
1 1 1 X 1
−1 + − + − ··· = (−1)n ;
2 3 4 n
n=1
16 / 50 ∞
1
Department of Mathematics 1Chapter
1 4: SERIES
X n
4.3. Alternating Series
or
∞
X
(−1)n an = −a1 + a2 − a3 + a4 − · · · (2)
n=1
satisfy
Example 4.3.2
For each of the following alternating series, determine whether the
series converges or diverges
∞
X 1
i) (−1)n ;
n2
n=1
∞
X n
ii) (−1)n−1 .
n+1
n=1
18 / 50
Department of Mathematics Chapter 4: SERIES
Definition 4.3.2
∞
P ∞
P
The series an is called absolutely convergent if |an | converges. If
n=1 n=1
∞
P ∞
P ∞
P
an converges and |an | diverges, then an is called
n=1 n=1 n=1
semi-convergent.
Example 4.3.2
For each of the following series, determine whether the series converges:
P∞ (−1)n P∞ sin(n)
a) ; b) 2
.
n=1 2n + 3 n=1 n
∞
P ∞
P
Note that if |an | is convergent then an is convergent. Inverse is
n=1 n=1
not true.
19 / 50
Department of Mathematics Chapter 4: SERIES
4.4 INFINITE SERIES OF FUNCTIONS
Definition 4.4.1
Let f1 (x), f2 (x), · · · , fn (x), · · · be a sequence of functions defined in
(a, b). Then the infinite sum
∞
X
fn (x) = f1 (x) + f2 (x) + · · · + fn (x) + · · · (∗)
n=1
Example 4.4.1
∞
P xn P∞ cos nx
; .
n=1 n + 5 n=1 n2
20 / 50
Department of Mathematics Chapter 4: SERIES
4.4 INFINITE SERIES OF FUNCTIONS
21 / 50
Department of Mathematics Chapter 4: SERIES
4.4 INFINITE SERIES OF FUNCTIONS
Solution:
n
P (−1)k−1
i) Put Sn (x) = x2 +k
. Then
k=1
(−1)n (−1)n+1 (−1)n+p+1 1 1
|Sn+p (x) − Sn (x)| = x2 +n+1
+ x2 +n+2
+ ... + x2 +n+p x2 +n+1
< n <
1
⇒ n > ⇒ n0 =
+ 1. [ 1 ]
ii) Similar, we can also prove that
x2 1 1
|Sn+p (x) − Sn (x)| < (1+x 2 )n < n < ⇒ n > ⇒ n0 = [ 1 ] + 1.
23 / 50
Department of Mathematics Chapter 4: SERIES
Theorem 4.4.2 (Weierstrass Test)
If sequence of positive constants c1 , c2 , · · · , cn , · · · , can be found such
that
∞
P
then fn (x) is uniformly and absolutely convergent in the domain D.
n=1
Example 4.4.3
∞
P cos nx
n2
is absolutely and uniformly convergent in [0, 2π] since
n=1
cos nx 1 P∞ 1
≤ and converges.
n2 n2 n=1 n
2
24 / 50
Department of Mathematics Chapter 4: SERIES
Theorem 4.4.2 (Properties continuous)
∞
P
If fn (x), n = 1, 2, 3, · · · are continuous in [a, b] and if fn (x)
n=1
converges uniformly to the sum f (x) in [a, b], then f (x) is continuous
in [a, b].
Zb ∞ Z
X
b Zb X
∞ ∞ Z
X
b
25 / 50
Department of Mathematics Chapter 4: SERIES
Theorem 4.4.4 (Differentiable)
If fn (x), n = 1, 2, 3, · · · are continuous and have continuous derivatives
∞ ∞
fn0 (x) is
P P
in [a, b] and if fn (x) converges to the sum f (x) while
n=1 n=1
uniformly convergent on [a, b]. Also on [a,b], we have
∞ ∞ ∞
X d X X d
f 0 (x) = fn0 (x) or fn (x) = fn (x).
dx dx
n=1 n=1 n=1
26 / 50
Department of Mathematics Chapter 4: SERIES
4.5 Power Series
Definition 4.5.1
A power series is an infinite series of functions of the form
∞
X
an xn = a0 + a1 x1 + a2 x2 + · · · ,
n=0
∞
X
or an (x − x0 )n = a0 + a1 (x − x0 )1 + a2 (x − x0 )2 + · · · ,
n=0
Example 4.5.1
∞ n+1 ∞ 1
xn ; (x − 2)n .
P P
n=0 2n + 5 n=1 n
27 / 50
Department of Mathematics Chapter 4: SERIES
4.5 Power Series
∞
an xn is called to be
P
Note that (definition): A power series
n=0
∞
an αn is
P
convergent at the point x = α, if the numerical series
n=0
convergent.
Theorem 4.5.1 (Abel)
∞
an xn converges at the point x0 6= 0, then it
P
If the power series
n=0
converges at any point x satisfying |x| < |x0 |. Moreover, if it diverges
at the point x1 , then it diverges at any point x satisfying |x| > |x1 |.
Definition
∞
an xn converges for all |x| < R and diverges for all
P
A power series
n=0
|x| > R, where the constant R is called the radius of convergence of the
power series. For |x| = R, the series may or may not converge.
28 / 50
Department of Mathematics Chapter 4: SERIES
4.5 Power Series
Example 4.5.2
Determine the radius of convergence and region of convergence for the
following power series
∞ ∞ ∞
X xn X X (x − 2)n
i) ; ii) nn xn ; iii) 2.
n! n+1 n
n=0 n=1 n=1 n
29 / 50
Department of Mathematics Chapter 4: SERIES
4.5 POWER SERIES
Theorem 4.5.3 (Uniformly convergent of power series)
∞
an xn has a radius of convergence
P
If R > 0, then it converges in
n=0
[−R0 , R0 ] for any R0 : 0 < R0 < R.
Zx ∞ Z x ∞
X X an n+1
ii) f (t)dt = an tn dt = x ∀x ∈ (−R, R).
n+1
0 n=0 0 n=0
∞
X
iii)f 0 (x) = nan xn−1 , ∀x ∈ (−R, R).
30 / 50
n=1
Department of Mathematics Chapter 4: SERIES
Example 4.5.3
Calculating sum of the following power series:
x2 x3 x4 xn
f (x) = x − + − + ... + (−1)n−1 + ... with x ∈ (−1, 1).
2 3 4 n
Solution
∞ n
(−1)n−1 xn converges on (−1, 1). Thus
P
The f (x) =
n=1
1
f 0 (x) = 1 − x + x2 − x3 + ... + (−1)n xn + ... = ∀|x| < 1.
1+x
Taking the integral, we get
Z
dx
f (x) = = ln(1 + x) + C.
1+x
f (x) = a0 + a1 (x − x0 ) + a2 (x − x0 )2 + · · · + an (x − x0 )n + · · · (1)
Theorem 4.5.5
Let the function f (x) have the derivatives of all orders on the
neighborhood of the point x0 and in this neighborhood if there is an
M > 0 such that |f (k) (x)| ≤ M ∀k ∈ N, then
∞
X f (n) (x0 ) f 0 (x0 )
f (x) = (x − x0 )n = f (x0 ) + (x − x0 )+
n! 1!
n=0
f (n) (x0 )
· · · + ... + (x − x0 )n + · · ·
n!
33 / 50
Department of Mathematics Chapter 4: SERIES
SOME IMPORTANT MACLAURIN SERIES
Theorem 4.6.1
∞
P ∞
P
If an and bn are absolutely convergent, then the trigonometric
n=0 n=0
series (*) uniformly and absolutely convergent on R.
Theorem 4.6.2
If two sequences of positive numbers (an ) and (bn ) are called
monotonically decreasing and convergent to 0, then the trigonometric
series (*) converges on the domain D = R \ {k2π : k ∈ Z}.
35 / 50
Department of Mathematics Chapter 4: SERIES
4.6.2 Definition of Fourier Series
Let f (x) be defined and integrable on [−π, π]. The trigonometric series
has the form
∞
a0 X
+ (an cos nx + bn sin nx), (3)
2
n=1
is called the Fourier series with the Fourier coefficients an and bn are
defined in the forms:
Zπ Zπ
1 1
an = f (x) cos nxdx, bn = f (x) sin nxdx, n = 0, 1, · · · (4)
π π
−π −π
36 / 50
Department of Mathematics Chapter 4: SERIES
Theorem 4.6.3 (Dirichlet’s theorem)
Let f (x) be defined on [−π, π] satisfies the following condition:
i) f (x) is periodic outside (−π, π) with period 2π.
ii) f (x) and f 0 (x) are piece-wise continuous functions.
iii) f (x) is monotone and bounded.
Then, the series (3) with Fourier coefficients converges to
a) f (x) if x is a point of continuity.
−
f (x+0 + f (x0 )
b) if x0 is a point of discontinuity.
2
Example 4.6.1
Find the Fourier series of a periodic function with period 2π
f (x) = x2 with − π ≤ x ≤ π.
37 / 50
Department of Mathematics Chapter 4: SERIES
Solution:
38 / 50
Department of Mathematics Chapter 4: SERIES
1
Rπ 2
Rπ 4(−1)n
an = π x2 cos nxdx = π x2 cos nxdx = n2
;
−π 0
1
Rπ
and bn = π x2 sin nxdx = 0.
−π
So the Fourier series of the function f (x) has the form
39 / 50
Department of Mathematics Chapter 4: SERIES
4.6.3 Fourier series of a function with period 2T
Given a function f (x) is defined, integrable on [−T, T ] and period of
2T . By puting t = πx
T , we have, the function
T
g(t) = f ( t) periodic with period 2π.
π
Thus, the Fourier series of the function g(t) has the form
∞
a0 X
+ an cos nt + bn sin nt,
2
n=1
40 / 50
Department of Mathematics Chapter 4: SERIES
4.6.3 Fourier series of a function with period 2T
Note that K is called the period of f (x), if K > 0 is the smallest
number such that
41 / 50
Department of Mathematics Chapter 4: SERIES
4.6.3 Fourier series of a function with period 2l
Example 4.6.2
Find the Fourier series of a periodic function with period 2l = 2
42 / 50
Department of Mathematics Chapter 4: SERIES
Solution
Hình 6.2: Graph of the function f (x) = |x|, x ∈ [−1, 1], period 2l
Zl Z1
1
a0 = f (x)dx = 2 xdx = 1.
43 / 50
1
Department of Mathematics −l 4: SERIES
Chapter 0
Zl Z1
1 (−1)n − 1
an = f (x) cos nπxdx = 2 x cos nπxdx = 2. ,
l n2 π 2
−l 0
Zl Z1
1
bn = f (x) sin nπxdx = |x| sin nπxdx = 0.
l
−l −1
Thus, the Fourier series of the function f (x) has the form
44 / 50
Department of Mathematics Chapter 4: SERIES
Replacing x = 0 in f (x), we have
1 21 1 1
0= − 2 2 + 2 + ... + + · · · .
2 π 1 3 (2n + 1)2
∞
P 1 π2
Thus, 2
= .
n=0 (2n + 1) 4
45 / 50
Department of Mathematics Chapter 4: SERIES
4.6.4 Fourier series of the function is defined on
[a, b].[a, b), (a, b], or (a, b)
Suppose for a function f (x) defined on [a, b], we expand the function
f (x) into a function F (x) defined on R and period 2l. Then we have
the Fourier expansion of the function F (x) and also the Fourier
expansion of the function f (x) with x ∈ [a, b]. The function progression
f (x) → F (x) has the following forms:
Form 1: The the function F (x) is periodic with period 2l = b − a.
Form 2. The function F (x) is even.
Form 3. The function F (x) is odd.
46 / 50
Department of Mathematics Chapter 4: SERIES
Example 4.6.3
Given the function f (x) defined on (0, 2]
(
x if x ∈ (0, 1]
f (x) =
1 if x ∈ (1, 2].
Solution:
Expand the function f (x) → F (x) defined on R and have period 2l = 2.
47 / 50
Department of Mathematics Chapter 4: SERIES
Calculating the Fourier coefficients, we have
Zl Z1 Z2
1 3
a0 = F (x)dx = xdx + 1dx = ,
l 2
−l 0 1
Zl Z1 Z2
1 nπx (−1)n − 1
an = F (x) cos dx = x cos nπxdx + cos nπxdx = ,
l l n2 π 2
−l 0 1
Zl
1 nπx
bn = F (x) sin dx
l l
−l
Z1 Z2
−(−1)n + (−1)n − 1 1
= x sin nπxdx + sin nπxdx = =− .
nπ nπ
0 1
48 / 50
Department of Mathematics Chapter 4: SERIES
Since the Fourier expansion of the function F (x) has the form
∞
3 X (−1)n − 1 1
+ cosnπx − sin nπx .
4 n2 π 2 nπ
n=1
Then, the Fourier series of the function f (x) on (0, 2] has the form
∞
3 X (−1)n − 1 1
+ cosnπx − sin nπx .
4 n2 π 2 nπ
n=1
Example 4.6.4
Expand (
x if x ∈ (0, 1]
f (x) = ,
1 if x ∈ (1, 2]
in a Fourier cosine series.
49 / 50
Department of Mathematics Chapter 4: SERIES
Example 4.6.5
Find the fourier sine seriers for a function
(
1 − x if x ∈ (0, 1]
f (x) = .
0 if x ∈ (1, 2]
50 / 50
Department of Mathematics Chapter 4: SERIES