In the preceding section on power series and functions we showed how to represent certain functions using power series. In this section we discuss how power series can be combined, differentiated, or integrated to create new power series. This capability is particularly useful for a couple of reasons. First, it allows us to find power series representations for certain elementary functions, by writing those functions in terms of functions with known power series. For example, given the power series representation for
we can find a power series representation for
Second, being able to create power series allows us to define new functions that cannot be written in terms of elementary functions. This capability is particularly useful for solving differential equations for which there is no solution in terms of elementary functions.
If we have two power series with the same interval of convergence, we can add or subtract the two series to create a new power series, also with the same interval of convergence. Similarly, we can multiply a power series by a power of x or evaluate a power series at
for a positive integer m to create a new power series. Being able to do this allows us to find power series representations for certain functions by using power series representations of other functions. For example, since we know the power series representation for
we can find power series representations for related functions, such as
In [link] we state results regarding addition or subtraction of power series, composition of a power series, and multiplication of a power series by a power of the variable. For simplicity, we state the theorem for power series centered at
Similar results hold for power series centered at
Suppose that the two power series
and
converge to the functions f and g, respectively, on a common interval I.
converges to
on I.
and any real number b, the power series
converges to
on I.
and any real number b, the series
converges to
for all x such that
is in I.
We prove i. in the case of the series
Suppose that
and
converge to the functions f and g, respectively, on the interval I. Let x be a point in I and let
and
denote the Nth partial sums of the series
and
respectively. Then the sequence
converges to
and the sequence
converges to
Furthermore, the Nth partial sum of
is
Because
we conclude that the series
converges to
□
We examine products of power series in a later theorem. First, we show several applications of [link] and how to find the interval of convergence of a power series given the interval of convergence of a related power series.
Suppose that
is a power series whose interval of convergence is
and suppose that
is a power series whose interval of convergence is
is a common interval of convergence of the series
and
the interval of convergence of the series
is
is a power series centered at zero with radius of convergence 1, it converges for all x in the interval
By [link], the series
converges if 3x is in the interval
Therefore, the series converges for all x in the interval
Suppose that
has an interval of convergence of
Find the interval of convergence of
Interval of convergence is
Find the values of x such that
is in the interval
In the next example, we show how to use [link] and the power series for a function f to construct power series for functions related to f. Specifically, we consider functions related to the function
and we use the fact that
for
Use the power series representation for
combined with [link] to construct a power series for each of the following functions. Find the interval of convergence of the power series.
as
Using the power series representation for
and parts ii. and iii. of [link], we find that a power series representation for f is given by
Since the interval of convergence of the series for
is
the interval of convergence for this new series is the set of real numbers x such that
Therefore, the interval of convergence is
as the sum of two fractions. We have
First, using part ii. of [link], we obtain
Then, using parts ii. and iii. of [link], we have
Since we are combining these two power series, the interval of convergence of the difference must be the smaller of these two intervals. Using this fact and part i. of [link], we have
where the interval of convergence is
Use the series for
on
to construct a series for
Determine the interval of convergence.
The interval of convergence is
Use partial fractions to rewrite
as the difference of two fractions.
In [link], we showed how to find power series for certain functions. In [link] we show how to do the opposite: given a power series, determine which function it represents.
Consider the power series
Find the function f represented by this series. Determine the interval of convergence of the series.
Writing the given series as
we can recognize this series as the power series for
Since this is a geometric series, the series converges if and only if
Therefore, the interval of convergence is
Find the function represented by the power series
Determine its interval of convergence.
The interval of convergence is
Write
Recall the questions posed in the chapter opener about which is the better way of receiving payouts from lottery winnings. We now revisit those questions and show how to use series to compare values of payments over time with a lump sum payment today. We will compute how much future payments are worth in terms of today’s dollars, assuming we have the ability to invest winnings and earn interest. The value of future payments in terms of today’s dollars is known as the present value of those payments.
Suppose you win the lottery and are given the following three options: (1) Receive 20 million dollars today; (2) receive 1.5 million dollars per year over the next 20 years; or (3) receive 1 million dollars per year indefinitely (being passed on to your heirs). Which is the best deal, assuming that the annual interest rate is 5%? We answer this by working through the following sequence of questions.
We conclude that
Similarly, consider the payment of 1.5 million dollars made at the end of the second year. If you were able to receive that payment today, you could invest that money for two years, earning 5% interest, compounded annually. Therefore, the present value of that money P2 satisfies
We conclude that
The value of the future payments today is the sum of the present values
of each of those annual payments. The present value Pk satisfies
Therefore,
We can view the present value as a power series in r, which converges as long as
Since
this series converges. Rewriting the series as
we recognize this series as the power series for
We conclude that the present value of this annuity is
paid out every year indefinitely, assuming an annual interest rate
is given by
We can also create new power series by multiplying power series. Being able to multiply two power series provides another way of finding power series representations for functions.
The way we multiply them is similar to how we multiply polynomials. For example, suppose we want to multiply
and
It appears that the product should satisfy
In [link], we state the main result regarding multiplying power series, showing that if
and
converge on a common interval I, then we can multiply the series in this way, and the resulting series also converges on the interval I.
Suppose that the power series
and
converge to f and g, respectively, on a common interval I. Let
Then
and
The series
is known as the Cauchy product of the series
and
We omit the proof of this theorem, as it is beyond the level of this text and is typically covered in a more advanced course. We now provide an example of this theorem by finding the power series representation for
using the power series representations for
Multiply the power series representation
for
with the power series representation
for
to construct a power series for
on the interval
We need to multiply
Writing out the first several terms, we see that the product is given by
Since the series for
and
both converge on the interval
the series for the product also converges on the interval
Multiply the series
by itself to construct a series for
Multiply the first few terms of
Consider a power series
that converges on some interval I, and let
be the function defined by this series. Here we address two questions about
differentiable, and if so, how do we determine the derivative
We know that, for a polynomial with a finite number of terms, we can evaluate the derivative by differentiating each term separately. Similarly, we can evaluate the indefinite integral by integrating each term separately. Here we show that we can do the same thing for convergent power series. That is, if
converges on some interval I, then
and
Evaluating the derivative and indefinite integral in this way is called term-by-term differentiation of a power series and term-by-term integration of a power series, respectively. The ability to differentiate and integrate power series term-by-term also allows us to use known power series representations to find power series representations for other functions. For example, given the power series for
we can differentiate term-by-term to find the power series for
Similarly, using the power series for
we can integrate term-by-term to find the power series for
an antiderivative of g. We show how to do this in [link] and [link]. First, we state [link], which provides the main result regarding differentiation and integration of power series.
Suppose that the power series
converges on the interval
for some
Let f be the function defined by the series
for
Then f is differentiable on the interval
and we can find
by differentiating the series term-by-term:
for
Also, to find
we can integrate the series term-by-term. The resulting series converges on
and we have
for
The proof of this result is beyond the scope of the text and is omitted. Note that although [link] guarantees the same radius of convergence when a power series is differentiated or integrated term-by-term, it says nothing about what happens at the endpoints. It is possible that the differentiated and integrated power series have different behavior at the endpoints than does the original series. We see this behavior in the next examples.
for
to find a power series representation for
on the interval
Determine whether the resulting series converges at the endpoints.
is the derivative of
we can find a power series representation for g by differentiating the power series for f term-by-term. The result is
for
[link] does not guarantee anything about the behavior of this series at the endpoints. Testing the endpoints by using the divergence test, we find that the series diverges at both endpoints
Note that this is the same result found in [link].
Therefore,
Differentiate the series
term-by-term to find a power series representation for
on the interval
Write out the first several terms and apply the power rule.
For each of the following functions f, find a power series representation for f by integrating the power series for
and find its interval of convergence.
the derivative is
We know that
for
To find a power series for
we integrate the series term-by-term.
Since
is an antiderivative of
it remains to solve for the constant C. Since
we have
Therefore, a power series representation for
is
for
[link] does not guarantee anything about the behavior of this power series at the endpoints. However, checking the endpoints, we find that at
the series is the alternating harmonic series, which converges. Also, at
the series is the harmonic series, which diverges. It is important to note that, even though this series converges at
[link] does not guarantee that the series actually converges to
In fact, the series does converge to
but showing this fact requires more advanced techniques. (Abel’s theorem, covered in more advanced texts, deals with this more technical point.) The interval of convergence is
is
We know that
for
To find a power series for
we integrate this series term-by-term.
Since
we have
Therefore, a power series representation for
is
for
Again, [link] does not guarantee anything about the convergence of this series at the endpoints. However, checking the endpoints and using the alternating series test, we find that the series converges at
and
As discussed in part a., using Abel’s theorem, it can be shown that the series actually converges to
and
at
and
respectively. Thus, the interval of convergence is
Integrate the power series
term-by-term to evaluate
Use the fact that
is an antiderivative of
Up to this point, we have shown several techniques for finding power series representations for functions. However, how do we know that these power series are unique? That is, given a function f and a power series for f at a, is it possible that there is a different power series for f at a that we could have found if we had used a different technique? The answer to this question is no. This fact should not seem surprising if we think of power series as polynomials with an infinite number of terms. Intuitively, if
for all values x in some open interval I about zero, then the coefficients cn should equal dn for
We now state this result formally in [link].
Let
and
be two convergent power series such that
for all x in an open interval containing a. Then
for all
Let
Then
By [link], we can differentiate both series term-by-term. Therefore,
and thus,
Similarly,
implies that
and therefore,
More generally, for any integer
and consequently,
for all
□
In this section we have shown how to find power series representations for certain functions using various algebraic operations, differentiation, or integration. At this point, however, we are still limited as to the functions for which we can find power series representations. Next, we show how to find power series representations for many more functions by introducing Taylor series.
and
that converge to functions f and g on a common interval I, the sum and difference of the two series converge to
respectively, on I. In addition, for any real number b and integer
the series
converges to
and the series
converges to
whenever bxm is in the interval I.
the Cauchy product of the two power series converges on the interval
the series can be differentiated term-by-term and the resulting series converges to
on
The series can also be integrated term-by-term and the resulting series converges to
on
If
and
find the power series of
and of
and
If
and
find the power series of
and of
In the following exercises, use partial fractions to find the power series of each function.
In the following exercises, express each series as a rational function.
The following exercises explore applications of annuities.
Calculate the present values P of an annuity in which $10,000 is to be paid out annually for a period of 20 years, assuming interest rates of
and
where
Then
When
When
When
Calculate the present values P of annuities in which $9,000 is to be paid out annually perpetually, assuming interest rates of
and
Calculate the annual payouts C to be given for 20 years on annuities having present value $100,000 assuming respective interest rates of
and
In general,
for N years of payouts, or
For
and
one has
when
when
and
when
Calculate the annual payouts C to be given perpetually on annuities having present value $100,000 assuming respective interest rates of
and
Suppose that an annuity has a present value
What interest rate r would allow for perpetual annual payouts of $50,000?
In general,
Thus,
Suppose that an annuity has a present value
What interest rate r would allow for perpetual annual payouts of $100,000?
In the following exercises, express the sum of each power series in terms of geometric series, and then express the sum as a rational function.
(Hint: Group powers x3k,
and
(Hint: Group powers x4k,
etc.)
(Hint: Group powers x3k,
and
(Hint: Group powers
and
In the following exercises, find the power series of
given f and g as defined.
so
and
Express the coefficients of
in terms of
so
and
In the following exercises, differentiate the given series expansion of f term-by-term to obtain the corresponding series expansion for the derivative of f.
The derivative of
is
In the following exercises, integrate the given series expansion of
term-by-term from zero to x to obtain the corresponding series expansion for the indefinite integral of
The indefinite integral of
is
In the following exercises, evaluate each infinite series by identifying it as the value of a derivative or integral of geometric series.
Evaluate
as
where
so
Evaluate
as
where
Evaluate
as
where
so
Evaluate
as
where
In the following exercises, given that
use term-by-term differentiation or integration to find power series for each function centered at the given point.
centered at
(Hint:
at
at
at
at
at
where
Term-by-term integration gives
[T] Evaluate the power series expansion
at
to show that
is the sum of the alternating harmonic series. Use the alternating series test to determine how many terms of the sum are needed to estimate
accurate to within 0.001, and find such an approximation.
[T] Subtract the infinite series of
from
to get a power series for
Evaluate at
What is the smallest N such that the Nth partial sum of this series approximates
with an error less than 0.001?
We have
so
Thus,
When
we obtain
We have
while
and
therefore,
In the following exercises, using a substitution if indicated, express each series in terms of elementary functions and find the radius of convergence of the sum.
so
The radius of convergence is equal to 1 by the ratio test.
using
using
If
then
If
then
when
So the series converges for all
Show that, up to powers x3 and y3,
satisfies
Differentiate the series
term-by-term to show that
is equal to its derivative.
Answers will vary.
Show that if
is a sum of even powers, that is,
if n is odd, then
is a sum of odd powers, while if f is a sum of odd powers, then F is a sum of even powers.
[T] Suppose that the coefficients an of the series
are defined by the recurrence relation
For
and
compute and plot the sums
for
on
The solid curve is S5. The dashed curve is S2, dotted is S3, and dash-dotted is S4
[T] Suppose that the coefficients an of the series
are defined by the recurrence relation
For
and
compute and plot the sums
for
on
[T] Given the power series expansion
determine how many terms N of the sum evaluated at
are needed to approximate
accurate to within 1/1000. Evaluate the corresponding partial sum
When
Since
one has
whereas
therefore,
[T] Given the power series expansion
use the alternating series test to determine how many terms N of the sum evaluated at
are needed to approximate
accurate to within 1/1000. Evaluate the corresponding partial sum
[T] Recall that
Assuming an exact value of
estimate
by evaluating partial sums
of the power series expansion
at
What is the smallest number N such that
approximates π accurately to within 0.001? How many terms are needed for accuracy to within 0.00001?
One has
and
so
is the smallest partial sum with accuracy to within 0.001. Also,
while
so
is the smallest N to give accuracy to within 0.00001.
by evaluating the derivative of each term separately to create the new power series
by integrating each term separately to create the new power series
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