Formulas Cullen Zill ODE BVP Chapters 6

Convergence of Sequences and Series

I) We say a sequence of numbers {S
n
}

n=1
converges if lim
n
S
n
= L, i.e., the limit exists
and the limit is a number L (which we call the limit of the sequence).
A) If a sequence is increasing and bounded above, then it converges.
B) If S
k
= f(k) where f is dierentiable then lim
n
S
n
= lim
x
f(x). This useful fact
allows us to nd limits of some sequences using tools from calculus.
II) We say a series

k=1
a
k
converges if the sequence of partial sums, S
n
=
n

k=1
a
k
converges.
A) A series

k=0
ar
k
is called a geometric series and this series

converges to
a
1 r
, if |r| < 1
diverges if |r| 1
B) If a series with nonnegative terms has all partial sums bounded, then the series
converges.
C) (Divergence test) If lim
k
a
k
= 0 then the series
n

k=1
a
k
diverges.
D) (Integral Test) If a
k
= f(k) where f is continuous and eventually positive and
decreasing, then

1
f(x) dx and
n

k=1
a
k
either both converge or diverge.
E) (p-test) The series

k=0
1
k
p
=

converges to
1
p 1
, p > 1
diverges p 1
F) (Direct Comparison) If 0 < d
k
a
k
c
k
, then
(i) If

k=1
d
k
diverges

k=1
a
k
diverges.
(ii) If

k=1
c
k
converges

k=1
a
k
converges.
G) (Limit Comparison) If 0 < b
k
, a
k
and L = lim
k
a
k
b
k
then
the series

k=1
a
k
and

k=1
b
k
either both converge or both diverge.
H) (Ratio test) Let L = lim
k

a
k+1
a
k

then

L < 1 series

k=1
a
k
converges
L > 1 series

k=1
a
k
diverges
L = 1 the test fails
.
I) (Root test) Let L = lim
k
k

|a
k
| then we have the same result as above.
J) (Alternating Series test)Assume {a
k
}

k=1
are positive and (eventually) decreas-
ing to zero, then the alternating series

k=1
(1)
k
a
k
converges. For a convergent
alternating series we have |S S
n
| a
k+1
.
K) If a series converges absolutely, i.e.,

k=1
|a
k
| converges then the

k=1
a
k
converges.
The converse is not true as shown by the Harmonic series:

n=1
(1)
n
n
converges but

n=1
1
n
diverges.
A Few Important MacLaurin Series
An expression in the form

n=0
a
n
(x a)
n
is called a Power Series.
An Analytic function f(x) is a function which possesses a convergent power series, i.e.,
f(x) =

n=0
a
n
(x a)
n
where the series converges absolutely on an interval |x a| < R. If
f is analytic then the coecients must be given by the so called Taylor Coecients and the
series is called a Taylor series. Namely we have
f(x) =

n=0
f
(n)
(a)
n!
(x a)
n
.
When a = 0 the Taylor series is called MacLaurin Series. Here are some common
examples:
1. e
x
=

n=0
x
n
n!
2. sin(x) =

n=0
(1)
n
x
2n+1
(2n + 1)!
3. cos(x) =

n=0
(1)
n
x
2n
(2n)!
4.
1
1 x
=

n=0
x
n
5. ln(1 + x) =

n=0
(1)
n
x
n+1
(n + 1)
6. (1 + x)
p
= 1 + px +
p(p 1)
2!
x
2
+
p(p 1)(p 2)
3!
x
3
+ +

p
n

x
n