Chapter 1

Infinite Series and Power Series

1.1Definitions and Notation

Definition - Sequence

A sequence is an ordered list of numbers:

\begin{equation} a_1, a_2, \dots, a_n, \dots \end{equation}

Here \(a_1\) is the first term and \(a_n\) is the general term: the formula that tells us how to write down the \(n\)th entry for any \(n\).

Examples of Sequences

Definition - Partial sum

The partial sum \(S_N\) is the sum of the first \(N\) terms of a sequence:

\begin{equation} S_N = a_1 + a_2 + \cdots + a_N = \sum_{n=1}^{N} a_n \end{equation}

Each \(S_N\) is an ordinary finite sum, so the partial sums themselves form a new sequence \(S_1, S_2, S_3, \dots\)

Examples of Partial Sums

Definition - Infinite series

An infinite series is the sum of all terms in a sequence:

\begin{equation} S_{\infty} = \sum_{n=1}^{\infty} a_n = a_1 + a_2 + a_3 + \cdots \end{equation}

We cannot literally add infinitely many numbers, so this symbol is defined as the limit of the partial sums:

\begin{equation} \sum_{n=1}^{\infty} a_n = \lim_{N \to \infty} S_N . \label{eq:series-as-limit} \end{equation}

If that limit exists and is finite, the series converges to it; otherwise the series diverges. Every convergence test in this chapter is ultimately a statement about the sequence \(S_1, S_2, S_3, \dots\)

Examples of Infinite Series

Remark - Notation

\(n!\) (read "n factorial") is defined as:

  • \(n! = n \cdot (n - 1) \cdots 3 \cdot 2 \cdot 1\)

  • \(0! = 1\)

  • Example: \(5! = 5 \cdot 4 \cdot 3 \cdot 2 \cdot 1 = 120\)

1.2Geometric Sequences and Series

Definition - Geometric sequence

A geometric sequence is a sequence in which each term is obtained by multiplying the previous one by a fixed number \(r\), called the common ratio:

\begin{equation} a,\ ar,\ ar^2,\ ar^3,\ \dots \end{equation}
Remark - Watch the indexing

Geometric series are conventionally indexed from \(n = 0\), so that the general term is \(a r^{n}\) and the term \(a\) itself corresponds to \(n = 0\). Elsewhere in this chapter sequences start at \(n = 1\). Always check which convention a formula assumes: the first \(N\) terms of a geometric series run from \(ar^{0}\) up to \(ar^{N-1}\), not up to \(ar^{N}\).

Examples

1.2.1Finite Geometric Series

Theorem

The sum of the first \(N\) terms of a geometric series is:

\begin{equation} S_N = a \cdot \frac{1 - r^N}{1 - r}, \quad r \ne 1 \end{equation}

Consider the geometric series

\begin{equation} S_N = a + ar + ar^2 + \cdots + ar^{N-1}. \end{equation}

Multiply both sides by \(r\):

\begin{equation} rS_N = ar + ar^2 + ar^3 + \cdots + ar^N. \end{equation}

Subtracting these two equations gives

\begin{equation} S_N - rS_N = a - ar^N. \end{equation}

Factor the left-hand side:

\begin{equation} S_N(1 - r) = a(1 - r^N). \end{equation}

Finally, dividing both sides by \((1-r)\) (valid when \(r \neq 1\)), we obtain

\begin{equation} S_N = a \cdot \frac{1 - r^N}{1 - r}. \end{equation}

1.2.2Infinite Geometric Series

We do not need a new argument here: the infinite case follows from the finite formula we just proved by letting \(N \to \infty\).

Theorem - Infinite geometric series

The series \(a + ar + ar^2 + \cdots\) converges if and only if \(|r| < 1\), and in that case

\begin{equation} \sum_{n=0}^{\infty} ar^n = \frac{a}{1 - r} . \label{eq:geometric-infinite} \end{equation}

By definition \(\eqref{eq:series-as-limit}\) the sum is \(\lim_{N\to\infty} S_N\), and by the previous theorem

\begin{equation} S_N = a\,\frac{1 - r^N}{1 - r}, \qquad r \ne 1 . \end{equation}

The only \(N\)-dependent piece is \(r^N\). If \(|r| < 1\) then \(r^N \to 0\), so

\begin{equation} \lim_{N \to \infty} S_N = a \cdot \frac{1 - 0}{1 - r} = \frac{a}{1 - r}. \end{equation}

If \(|r| > 1\) then \(|r^N| \to \infty\) and the limit does not exist; if \(r = 1\) then \(S_N = Na \to \pm\infty\); and if \(r = -1\) the partial sums oscillate between \(a\) and \(0\). In each of these cases the series diverges.

Remark

So for \(|r| \geq 1\) the series diverges — it does not approach any finite value. Note that divergence does not always mean “blows up”: for \(r = -1\) the partial sums stay bounded but never settle down, and that is enough to diverge.

Example - Bouncing Ball

A ball is dropped from a height of \(1\) yard and rebounds to \(\frac{2}{3}\) of its previous height on each bounce. Find the total distance it travels.

Solution.

The initial drop covers \(1\) yard and is counted once. After that, the ball rises to height \(\frac23\) and falls back through the same height, then rises to \(\frac49\) and falls back, and so on. Every bounce height is therefore traversed twice, which is where the factor of \(2\) comes from:

\begin{align} \text{Total distance} &= \underbrace{1}_{\text{initial drop}} + 2\underbrace{\left( \tfrac{2}{3} + \tfrac{4}{9} + \tfrac{8}{27} + \cdots \right)}_{\text{each height, up and down}} \notag \\ &= 1 + 2 \sum_{k=1}^{\infty} \left(\frac{2}{3}\right)^{k} . \end{align}

The sum is geometric with first term \(a = \frac23\) and ratio \(r = \frac23\). Since \(|r| < 1\) it converges, and by \(\eqref{eq:geometric-infinite}\)

\begin{equation} \sum_{k=1}^{\infty} \left(\frac{2}{3}\right)^{k} = \frac{2/3}{1 - 2/3} = \frac{2/3}{1/3} = 2 . \end{equation}

Therefore

\begin{equation} \text{Total distance} = 1 + 2(2) = 5 \text{ yards}. \end{equation}

Note that the ball bounces infinitely many times yet travels only a finite distance — infinitely many terms can still add up to a finite total.

Example - Repeating Decimal \(0.333\ldots\)
\begin{equation} 0.333\ldots = \frac{3}{10} + \frac{3}{100} + \frac{3}{1000} + \cdots = \sum_{n=1}^{\infty} \frac{3}{10^n} \end{equation}

This is a geometric series with \(a = \frac{3}{10},\ r = \frac{1}{10}\):

\begin{equation} \text{Sum} = \frac{3/10}{1 - 1/10} = \frac{3}{9} = \frac{1}{3} \end{equation}
Example - Repeating Decimal \(0.785714\ldots\)
\begin{equation} 0.785714285714\ldots = \frac{1}{2} + \frac{285714}{10^6} + \frac{285714}{10^{12}} + \cdots \end{equation}

The repeating part is geometric with:

  • \(a = \frac{285714}{10^6}\)

  • \(r = \frac{1}{10^6}\)

\begin{equation} \text{Repeating part sum} = \frac{a}{1 - r} = \frac{285714}{10^6 - 1} = \frac{285714}{999999} = \frac{2}{7} \end{equation}

Thus:

\begin{equation} 0.785714\ldots = \frac{1}{2} + \frac{2}{7} = \frac{11}{14} \end{equation}
Example - Physics: multiple reflections in a glass plate

A beam of light of intensity \(I_0\) strikes a glass plate. At each surface a fraction \(R\) of the intensity is reflected and a fraction \(T = 1 - R\) is transmitted. Find the total intensity that emerges from the far side, accounting for light that bounces back and forth inside the plate.

Solution.

Follow the beam through the plate:

  • It crosses the front surface, keeping a fraction \(T\), then crosses the back surface, keeping another \(T\). Emerging intensity: \(T^2 I_0\).

  • Alternatively it reflects off the back surface (\(R\)), reflects off the front surface (\(R\)), and then exits. Each such round trip costs a factor \(R^2\).

So the emerging beams have intensities

\begin{equation} T^2 I_0,\quad T^2 R^2 I_0,\quad T^2 R^4 I_0,\quad \dots \end{equation}

which is geometric with first term \(a = T^2 I_0\) and ratio \(r = R^2\). Because \(0 \le R < 1\) we have \(|r| < 1\), so by \(\eqref{eq:geometric-infinite}\)

\begin{equation} I_{\text{total}} = T^2 I_0 \sum_{n=0}^{\infty} R^{2n} = \frac{T^2 I_0}{1 - R^2} = \frac{(1-R)^2 I_0}{(1-R)(1+R)} = \frac{1 - R}{1 + R}\, I_0 . \end{equation}

As a check: if \(R = 0\) (no reflection) then \(I_{\text{total}} = I_0\), as it must be. Note that the naive answer \(T^2 I_0\) is too small — the multiple reflections matter.

1.3Limit of the General Term as \(n \to \infty\)

Definition

The limit of the general term \(a_n\) of a sequence as \(n \to \infty\) is denoted by:

\begin{equation} \lim_{n \to \infty} a_n \end{equation}
Example

Evaluate:

\begin{equation} \lim_{n \to \infty} \dfrac{(2n - 1)^4 + \sqrt{1 + 9n^8}}{1 - n^3 - 7n^4} \end{equation}

Solution.

The highest power of \(n\) is \(n^4\) in both the numerator and the denominator (note that \(\sqrt{9n^8} = 3n^4\)), so divide both by \(n^4\). Inside the square root this means dividing by \(n^8\):

\begin{align} \lim_{n \to \infty} \frac{(2n - 1)^4 + \sqrt{1 + 9n^8}}{1 - n^3 - 7n^4} &= \lim_{n \to \infty} \frac{\left(2 - \frac{1}{n}\right)^4 + \sqrt{\frac{1}{n^8} + 9}} {\frac{1}{n^4} - \frac{1}{n} - 7} . \end{align}

Now every term of the form \(1/n^k\) tends to \(0\) as \(n \to \infty\), leaving

\begin{align} = \frac{(2 - 0)^4 + \sqrt{0 + 9}}{0 - 0 - 7} = \frac{16 + 3}{-7} = -\frac{19}{7} . \end{align}
Example

Evaluate:

\begin{equation} \lim_{n \to \infty} \frac{\ln n}{n} \end{equation}

Solution: Using L'Hôpital's Rule

\begin{align} \lim_{n \to \infty} \frac{\ln n}{n} &= \lim_{n \to \infty} \frac{1/n}{1} = 0 \end{align}

Note: Although \(n\) is discrete, the limit is evaluated using a continuous extension \(f(x) = \frac{\ln x}{x}\).

Example

Evaluate:

\begin{equation} \lim_{n \to \infty} \left( \frac{1}{n} \right)^{1/n} \end{equation}

Solution.

Take logarithm:

\begin{align} \ln \left( \left( \frac{1}{n} \right)^{1/n} \right) &= -\frac{\ln n}{n} \to 0 \quad \text{as } n \to \infty \end{align}

Hence:

\begin{equation} \lim_{n \to \infty} \left( \frac{1}{n} \right)^{1/n} = e^0 = 1 \end{equation}

1.4Testing Series for Convergence

1.4.1Preliminary Test

Theorem - Preliminary Test

If \(\displaystyle \lim_{n\to\infty} a_n \neq 0\), the series \(\displaystyle \sum a_n\) diverges.

If \(\displaystyle \lim_{n\to\infty} a_n = 0\), further testing is required — the test says nothing either way.

Example

Test the series

\begin{equation} \frac12 + \frac23 + \frac34 + \cdots. \end{equation}

Solution.

The general term is \(a_n = \dfrac{n}{n+1}\). Dividing numerator and denominator by \(n\) gives \(a_n = \dfrac{1}{1 + 1/n} \to 1\) as \(n \to \infty\). Since this limit is \(1 \neq 0\), the series diverges by the Preliminary Test.

1.4.2Comparison Test

Theorem - Comparison Test

Let \(\sum a_n\) be an unknown series with non-negative terms.

If there exists a convergent series \(\sum b_n\) such that

\begin{equation} 0 \le a_n \le b_n \quad \text{for all sufficiently large } n, \end{equation}

then \(\sum a_n\) converges.

If there exists a divergent series \(\sum d_n\) such that

\begin{equation} a_n \ge d_n > 0 \quad \text{for all sufficiently large } n, \end{equation}

then \(\sum a_n\) diverges.

Example

Test \(\displaystyle\sum_{n=1}^\infty \frac{1}{n!}\) for convergence.

Solution.

We compare against a geometric series. Both \(n!\) and \(2^n\) are products of \(n\) factors, but from the fourth factor onward every factor of \(n!\) is at least as large as the corresponding factor \(2\). Concretely, for \(n \ge 4\),

\begin{equation} n! = \underbrace{1 \cdot 2 \cdot 3 \cdots n}_{n \text{ factors}} \ge 2^n , \end{equation}

as one checks at \(n = 4\) (\(24 \ge 16\)) and which only improves as \(n\) grows. Taking reciprocals reverses the inequality:

\begin{equation} 0 < \frac{1}{n!} \le \frac{1}{2^n} \qquad \text{for } n \ge 4 . \end{equation}

The geometric series \(\sum \tfrac{1}{2^n}\) has \(r = \tfrac12\), so \(|r| < 1\) and it converges. Since the Comparison Test only requires the inequality to hold for all sufficiently large \(n\), it applies here and \(\sum \tfrac{1}{n!}\) converges.

1.4.3Integral Test

Theorem - Integral Test

Let \(a_n = f(n)\) where \(f(x)\) is positive, continuous, and decreasing for \(x > M\).

Then the infinite series

\begin{equation} \sum_{n=M}^\infty a_n \end{equation}

converges if and only if the improper integral

\begin{equation} \int_M^\infty f(x)\,dx \end{equation}

is finite.

Example

Test the harmonic series \(\displaystyle\sum_{n=1}^\infty \frac{1}{n}\).

Solution.

Let \(f(x) = 1/x\). On \(x \ge 1\) this function is positive, continuous, and decreasing, so the Integral Test applies. Evaluating the improper integral as a limit:

\begin{equation} \int_1^\infty \frac{1}{x}\, dx = \lim_{b\to\infty} \int_1^b \frac{1}{x}\, dx = \lim_{b\to\infty} \Big[\ln x\Big]_1^b = \lim_{b\to\infty} (\ln b - \ln 1) = \lim_{b\to\infty} \ln b = \infty . \label{eq:harmonic-integral} \end{equation}

The integral is infinite, so by the Integral Test the harmonic series diverges.

This result is worth remembering. The terms \(1/n\) tend to \(0\), yet the series still diverges — proof that \(\lim a_n = 0\) alone is never enough to conclude convergence.

Theorem - The \(p\)-series

For a constant \(p\),

\begin{equation} \sum_{n=1}^{\infty} \frac{1}{n^p} \quad \begin{cases} \text{converges}, & p > 1,\\[2pt] \text{diverges}, & p \le 1 . \end{cases} \label{eq:p-series} \end{equation}

For \(p \le 0\) the terms do not tend to \(0\), so the series diverges by the Preliminary Test. For \(p > 0\) the function \(f(x) = x^{-p}\) is positive, continuous, and decreasing on \(x \ge 1\), so the Integral Test applies. The case \(p = 1\) is the harmonic series just treated. For \(p \ne 1\),

\begin{equation} \int_1^\infty x^{-p}\, dx = \lim_{b\to\infty} \left[\frac{x^{1-p}}{1-p}\right]_1^b = \lim_{b\to\infty} \frac{b^{1-p} - 1}{1-p} . \end{equation}

If \(p > 1\) the exponent \(1-p\) is negative, so \(b^{1-p} \to 0\) and the integral equals \(\frac{1}{p-1}\), which is finite: the series converges. If \(p < 1\) the exponent is positive, \(b^{1-p} \to \infty\), and the series diverges.

Remark

The \(p\)-series and the geometric series are the two standard yardsticks against which unknown series are measured in the Comparison and Limit Comparison Tests. In particular \(\sum 1/n^2\) converges (\(p = 2\)) while \(\sum 1/\sqrt{n}\) diverges (\(p = \tfrac12\)).

1.4.4Ratio Test

Theorem - Ratio Test

Let

\begin{equation} \rho = \lim_{n\to\infty} \left| \frac{a_{n+1}}{a_n} \right|. \label{eq:ratio-rho} \end{equation}

Then

\begin{equation} \begin{cases} \rho < 1 &\Rightarrow \text{the series } \sum a_n \text{ converges},\\[4pt] \rho > 1 &\Rightarrow \text{the series } \sum a_n \text{ diverges},\\[4pt] \rho = 1 &\Rightarrow \text{the test is inconclusive}. \end{cases} \end{equation}
Example

Test \(\displaystyle\sum_{n=1}^\infty \frac{n^2}{2^n}\), a sum of the kind that arises when computing average energies from a partition function.

Solution.

Here \(a_n = n^2/2^n\). Form the ratio, remembering that dividing by \(a_n\) means multiplying by its reciprocal:

\begin{equation} \frac{a_{n+1}}{a_n} = \frac{(n+1)^2}{2^{\,n+1}} \cdot \frac{2^n}{n^2} = \frac{(n+1)^2}{n^2} \cdot \frac{2^n}{2^{\,n+1}} = \left(\frac{n+1}{n}\right)^{\!2} \cdot \frac{1}{2} . \label{eq:ratio-n2-over-2n} \end{equation}

Since \(\frac{n+1}{n} = 1 + \frac1n \to 1\), we get

\begin{equation} \rho = \lim_{n\to\infty} \left(1 + \frac{1}{n}\right)^{\!2} \cdot \frac{1}{2} = 1 \cdot \frac{1}{2} = \frac{1}{2} < 1, \end{equation}

so the series converges by the Ratio Test. Notice the general lesson: an exponential in the denominator beats any power of \(n\) in the numerator.

Remark

The Ratio Test is the natural first choice whenever \(a_n\) contains factorials or \(n\)th powers, because those are exactly the expressions that simplify when \(a_{n+1}\) is divided by \(a_n\). It is of no use for \(p\)-series: for \(a_n = 1/n^p\) one finds \(\rho = 1\), and the test is inconclusive.

1.4.5Limit Comparison Test

Theorem - Limit Comparison Test

If

\begin{equation} \lim_{n\to\infty} \frac{a_n}{b_n} = L, \qquad 0 < L < \infty, \label{eq:limit-comparison} \end{equation}

then the two series \(\sum a_n\) and \(\sum b_n\) either both converge or both diverge.

Example

Test

\begin{equation} \sum_{n=3}^\infty \frac{\sqrt{2n^2 - 5n + 1}}{4n^3 - 7n^2 + 2} \end{equation}

for convergence.

Solution.

Keep only the highest power of \(n\) in each part. In the numerator \(\sqrt{2n^2 - 5n + 1} \approx \sqrt{2n^2} = \sqrt{2}\,n\), and in the denominator \(4n^3 - 7n^2 + 2 \approx 4n^3\). So for large \(n\)

\begin{equation} a_n = \frac{\sqrt{2n^2 - 5n + 1}}{4n^3 - 7n^2 + 2} \ \sim\ \frac{\sqrt{2}\,n}{4n^3} = \frac{\sqrt{2}}{4n^2}. \end{equation}

This suggests comparing with \(b_n = \dfrac{1}{n^2}\). Forming the required limit,

\begin{equation} \lim_{n\to\infty} \frac{a_n}{b_n} = \lim_{n\to\infty} \frac{n^2 \sqrt{2n^2 - 5n + 1}}{4n^3 - 7n^2 + 2} = \frac{\sqrt{2}}{4}, \end{equation}

which satisfies \(0 < L < \infty\). Since \(\sum \tfrac{1}{n^2}\) is a \(p\)-series with \(p = 2 > 1\) it converges, so the given series converges by the Limit Comparison Test.

1.5Alternating Series

Many series we have studied so far have non-negative terms. We now consider an important class of series whose terms alternate in sign.

Definition - Alternating Series

A series is called alternating if the signs of its terms switch between positive and negative, for example

\begin{equation} a_1 - a_2 + a_3 - a_4 + \cdots. \end{equation}

Equivalently, it may be written in the form

\begin{equation} \sum_{n=1}^{\infty} (-1)^{n+1} a_n, \qquad a_n > 0. \label{eq:alt-series-general} \end{equation}
Example - Alternating harmonic series
\begin{equation} 1 - \frac{1}{2} + \frac{1}{3} - \frac{1}{4} + \frac{1}{5} - \cdots + \frac{(-1)^{n+1}}{n} + \cdots. \label{eq:alt-harmonic} \end{equation}
Theorem - Alternating Series Test (Leibniz Criterion)

An alternating series of the form \(\eqref{eq:alt-series-general}\)

\begin{equation} \sum_{n=1}^{\infty} (-1)^{\,n+1} a_n \end{equation}

converges if

\begin{equation} a_{n+1} \le a_n \quad \text{for all sufficiently large } n, \qquad \lim_{n \to \infty} a_n = 0. \label{eq:leibniz} \end{equation}

1.5.1Absolute vs. Conditional Convergence

Definition - Absolute and conditional convergence
  • If \(\displaystyle\sum |a_n|\) converges, the series \(\displaystyle\sum a_n\) is said to converge absolutely.

  • If \(\displaystyle\sum a_n\) converges but \(\displaystyle\sum |a_n|\) diverges, then \(\displaystyle\sum a_n\) is conditionally convergent.

Theorem - Absolute convergence implies convergence

If \(\displaystyle\sum |a_n|\) converges, then \(\displaystyle\sum a_n\) converges.

This theorem is what makes the definition useful. All of the tests in Section 1.4 require non-negative terms, so they cannot be applied directly to a series with mixed signs. The theorem provides the way around this: apply the tests to \(\sum |a_n|\) instead, and if that converges, the original series converges too. In practice the Ratio Test is used this way constantly — note that it was already stated in terms of \(|a_{n+1}/a_n|\) for exactly this reason.

Example

Test \(\displaystyle\sum_{n=1}^\infty \frac{(-1)^{n+1}}{n^2}\) for convergence.

Solution.

The terms alternate in sign, so no comparison or integral test applies directly. Take absolute values:

\begin{equation} \sum_{n=1}^\infty \left| \frac{(-1)^{n+1}}{n^2} \right| = \sum_{n=1}^\infty \frac{1}{n^2}, \end{equation}

which is a \(p\)-series with \(p = 2 > 1\) and therefore converges by \(\eqref{eq:p-series}\). Since \(\sum|a_n|\) converges, the theorem above tells us the original series converges — and it converges absolutely.

Example - The alternating harmonic series is only conditionally convergent

Consider \(\displaystyle\sum_{n=1}^\infty \frac{(-1)^{n+1}}{n}\) from \(\eqref{eq:alt-harmonic}\).

Solution.

Set \(a_n = 1/n\). Then \(a_{n+1} = \frac{1}{n+1} \le \frac1n = a_n\) for all \(n\), and \(\lim_{n\to\infty} 1/n = 0\), so both conditions in \(\eqref{eq:leibniz}\) hold and the series converges by the Alternating Series Test.

However, taking absolute values gives \(\sum 1/n\), the harmonic series, which diverges. The series therefore converges but not absolutely: it is conditionally convergent. Its sum is \(\ln 2\).

Remark

The distinction is not merely bookkeeping. The terms of an absolutely convergent series may be rearranged freely without changing the sum, exactly as with a finite sum. This is false for a conditionally convergent series: by reordering the alternating harmonic series one can make it converge to any number at all. Whenever you reorder, split, or term-by-term combine infinite series, absolute convergence is the property that makes it legitimate.

Summary: Convergence Tests

The tests of this section are collected below. A second table, covering every kind of series met in the chapter, appears at the end.

TestKey IdeaBest used when
Preliminary TestIf \(\lim a_n \neq 0\), the series diverges.Always try this first.
Comparison TestCompare \(a_n\) to a known convergent or divergent series.\(a_n\) resembles a \(p\)-series or geometric series.
Integral TestIntegrate \(f(x)\) corresponding to \(a_n\).\(f(x)\) is easy to integrate.
Ratio TestUse \(\rho = \lim |a_{n+1}/a_n|\).\(a_n\) contains factorials or \(n\)th powers.
Limit Comparison TestCompare using \(\lim a_n / b_n\).\(a_n\) is a ratio of polynomials or roots.
Alternating Series Test\(a_n\) decreasing and \(\lim a_n = 0\).Terms alternate in sign.
Absolute ConvergenceApply the tests above to \(\sum|a_n|\).Terms have mixed signs.
Remark - Two standard yardsticks

Nearly every comparison comes back to one of these:

\begin{equation} \sum_{n=0}^{\infty} a r^{n} \ \text{ converges} \iff |r| < 1, \qquad \sum_{n=1}^{\infty} \frac{1}{n^{p}} \ \text{ converges} \iff p > 1 . \end{equation}

1.7Power Series

Definition - Power Series

A power series centered at \(a\) is an infinite series of the form

\begin{equation} \sum_{n=0}^\infty c_n (x-a)^n = c_0 + c_1(x-a) + c_2(x-a)^2 + \cdots, \end{equation}

where:

  • \(c_n\) are constants called the coefficients,

  • \(a\) is the center of the series,

  • \(x\) is the variable.

When the center is \(a = 0\) the series takes the simpler form \(\sum_{n=0}^\infty c_n x^n\), called a power series in \(x\).

Remark

A power series is not a single number but a function of \(x\): for each value of \(x\) we get a different series of constants, which may converge or diverge. The first question about any power series is therefore for which \(x\) does it converge? That is what the next subsection answers.

1.7.1Radius and Interval of Convergence

Theorem - Radius of Convergence

For a power series \(\displaystyle \sum_{n=0}^{\infty} c_n (x-a)^n\), there exists a real number \(R \in [0,\infty]\), called the radius of convergence, such that:

  1. The series converges absolutely when \(|x-a| < R\);

  2. The series diverges when \(|x-a| > R\);

  3. When \(|x-a| = R\), convergence must be checked separately.

Remark - Finding \(R\) using the Ratio Test

If

\begin{equation} \rho = \lim_{n\to\infty} \left| \frac{c_{n+1}}{c_n} \right| \quad\text{exists, then}\quad R = \frac{1}{\rho}, \end{equation}

with conventions: \(\rho=0 \Rightarrow R=\infty\) and \(\rho=\infty \Rightarrow R=0\).

Example

Find the radius and interval of convergence of

\begin{equation} \sum_{n=1}^{\infty} \frac{(x+2)^n}{\sqrt{n+1}}. \end{equation}

Solution.

The series is centred at \(a=-2\) with \(c_n = \dfrac{1}{\sqrt{n+1}}\). Apply the ratio formula for \(R\):

\begin{equation} \left| \frac{c_{n+1}}{c_n} \right| = \frac{1/\sqrt{n+2}}{1/\sqrt{n+1}} = \sqrt{\frac{n+1}{n+2}} \xrightarrow[n\to\infty]{} 1 , \end{equation}

so \(\rho = 1\) and \(R = 1/\rho = 1\). The series therefore converges for \(|x+2| < 1\), that is \(-3 < x < -1\).

The endpoints must be checked one at a time, by substituting them into the original series:

  • At \(x=-3\): \((x+2)^n = (-1)^n\), giving \(\sum \dfrac{(-1)^n}{\sqrt{n+1}}\). This alternates, its terms decrease, and \(1/\sqrt{n+1} \to 0\), so it converges by the Alternating Series Test. It does not converge absolutely (see the next endpoint), so convergence here is conditional.

  • At \(x=-1\): \((x+2)^n = 1\), giving \(\sum \dfrac{1}{\sqrt{n+1}}\). This behaves like a \(p\)-series with \(p = \tfrac12 \le 1\), so it diverges.

One endpoint is included and the other is not:

\begin{equation} \boxed{\text{Interval of convergence: } [-3,\,-1)} \end{equation}
Example

Find the radius and interval of convergence of

\begin{equation} \sum_{n=1}^\infty \frac{(x-2)^n}{n\,3^n}. \end{equation}

Solution.

Here \(c_n = \dfrac{1}{n\,3^n}\), so

\begin{equation} \left| \frac{c_{n+1}}{c_n} \right| = \frac{1/\big[(n+1)3^{\,n+1}\big]}{1/\big[n\,3^{n}\big]} = \frac{n}{n+1}\cdot\frac{1}{3} \longrightarrow \frac{1}{3}, \end{equation}

so \(\rho = \tfrac13\) and \(R = 1/\rho = 3\). Convergence therefore holds for \(|x-2| < 3\), that is \(-1 < x < 5\).

At the endpoints, substitute into the original series and let the \(3^n\) cancel:

  • At \(x=-1\): \((x-2)^n = (-3)^n\), so the term is \(\dfrac{(-3)^n}{n\,3^n} = \dfrac{(-1)^n}{n}\). This is the alternating harmonic series, which converges — but only conditionally, since taking absolute values gives the divergent harmonic series.

  • At \(x=5\): \((x-2)^n = 3^n\), so the term is \(\dfrac{3^n}{n\,3^n} = \dfrac{1}{n}\). This is the harmonic series, which diverges.

Hence the interval of convergence is

\begin{equation} \boxed{[-1,\,5)} \end{equation}
Remark - The commonest endpoint mistake

Notice what happened at the endpoints above. It is tempting to look only at \(c_n = 1/(n3^n)\), see the \(3^n\) in the denominator, and conclude that both endpoints converge absolutely. That is wrong: at an endpoint the factor \((x-a)^n\) contributes \((\pm R)^n = (\pm 3)^n\), which cancels the \(3^n\) and leaves the harmonic series behind. Always substitute the endpoint into the full term \(c_n (x-a)^n\), never into \(c_n\) alone.

Remark

At the endpoints, you often use the Alternating Series Test or comparison with a \(p\)-series to decide convergence.

1.8Theorems About Power Series

Theorem - Fundamental Properties of Power Series

Suppose

\begin{equation} f(x) = \sum_{n=0}^\infty c_n (x-a)^n \end{equation}

has radius of convergence \(R>0\). Then for every \(x\) with \(|x-a|<R\), the following properties hold:

  1. Differentiation and Integration. The series for \(f(x)\) may be differentiated or integrated term by term:

    \begin{equation} f'(x) = \sum_{n=1}^\infty n\,c_n\,(x-a)^{n-1}, \qquad \int f(x)\,dx = \sum_{n=0}^\infty \frac{c_n}{n+1}(x-a)^{\,n+1} + C. \end{equation}

    Both resulting power series have the same radius of convergence \(R\).

  2. Algebra of Series. Power series may be added, subtracted, and multiplied term by term. The resulting series converges at least in the intersection of the original intervals of convergence. Division is valid provided the denominator does not vanish at the center \(x=a\); if a factor cancels (e.g. \(\frac{\sin x}{x}\)), a power-series representation still exists.

  3. Substitution. If \(g(x)\) is a function such that \(|g(x)-a| < R\), then

    \begin{equation} f(g(x)) = \sum_{n=0}^\infty c_n\,(g(x)-a)^n. \end{equation}
  4. Uniqueness. A power series represents a unique function on its interval of convergence, and the coefficients satisfy

    \begin{equation} c_n = \frac{f^{(n)}(a)}{n!}. \end{equation}

1.9Taylor and Maclaurin Series

Finding the Coefficients

Suppose a function \(f(x)\) can be expressed as a power series about \(x=a\):

\begin{equation} f(x) = c_0 + c_1(x-a) + c_2(x-a)^2 + \cdots. \end{equation}

Differentiating term by term yields

\begin{equation} \begin{aligned} f'(x) &= c_1 + 2c_2(x-a) + 3c_3(x-a)^2 + \cdots, \\ f''(x) &= 2c_2 + 3\cdot 2\,c_3(x-a) + \cdots, \\ &\;\;\vdots \end{aligned} \end{equation}

Evaluating successively at \(x=a\) gives

\begin{equation} f(a) = c_0,\quad f'(a) = 1!\,c_1,\quad f''(a)=2!\,c_2, \ \ldots \end{equation}

Therefore, in general,

\begin{equation} \boxed{c_n = \frac{f^{(n)}(a)}{n!}}. \end{equation}
Theorem - Taylor Series

If \(f\) has derivatives of all orders in an open interval containing \(a\), then

\begin{equation} f(x) = \sum_{n=0}^{\infty} \frac{f^{(n)}(a)}{n!}(x-a)^n \end{equation}

for every \(x\) in the interval where the series converges. This is called the Taylor series of \(f\) about \(x=a\).

Assume \(f(x)\) can be written as a power series about \(x=a\). Term-by-term differentiation, as carried out above, forces

\begin{equation} c_n = \frac{f^{(n)}(a)}{n!}. \end{equation}

Substituting these coefficients into the original power series yields

\begin{equation} f(x) = \sum_{n=0}^{\infty} c_n (x-a)^n = \sum_{n=0}^{\infty} \frac{f^{(n)}(a)}{n!}(x-a)^n . \end{equation}
Remark - What this argument does and does not show

Read the proof carefully: it assumes that \(f\) equals some power series, and then shows the coefficients could only be \(f^{(n)}(a)/n!\). So it establishes uniqueness, not existence. It does not show that the Taylor series of an arbitrary \(f\) actually converges back to \(f\).

That distinction is real. The function

\begin{equation} f(x) = \begin{cases} e^{-1/x^2}, & x \neq 0,\\ 0, & x = 0,\end{cases} \end{equation}

has derivatives of every order at \(x=0\), and every one of them is zero. Its Maclaurin series is therefore \(0 + 0x + 0x^2 + \cdots = 0\), which converges everywhere but equals \(f\) only at the single point \(x=0\).

A function that does equal its Taylor series on an interval is called analytic. Every function we expand in this chapter — \(e^x\), \(\sin x\), \(\cos x\), \(\ln(1+x)\), \((1+x)^p\) — is analytic on the interval stated, so in practice you may expand freely. Just do not mistake “infinitely differentiable” for “equal to its Taylor series”.

Theorem - Maclaurin Series

A Maclaurin series is a Taylor series centered at \(a=0\):

\begin{equation} f(x) = \sum_{n=0}^{\infty} \frac{f^{(n)}(0)}{n!}\,x^n. \end{equation}
Example

Find the Maclaurin series for \(\sin x\).

Solution.

Differentiate repeatedly. The derivatives of \(\sin x\) repeat with period four, so we only ever need these four:

\begin{equation} \begin{aligned} f(x) &= \sin x, &\qquad f(0) &= 0,\\ f'(x) &= \cos x, &\qquad f'(0) &= 1,\\ f''(x) &= -\sin x, &\qquad f''(0) &= 0,\\ f'''(x) &= -\cos x, &\qquad f'''(0) &= -1, \end{aligned} \end{equation}

and then the pattern \(0, 1, 0, -1\) repeats. Substituting into \(f(x)=\sum f^{(n)}(0)x^n/n!\), every even power drops out because its coefficient is zero:

\begin{equation} \sin x = x - \frac{x^3}{3!} + \frac{x^5}{5!} - \frac{x^7}{7!} + \cdots. \end{equation}

Only odd powers survive, with alternating signs, so

\begin{equation} \sin x = \sum_{n=0}^\infty \frac{(-1)^n x^{2n+1}}{(2n+1)!}, \qquad R=\infty. \end{equation}

The Ratio Test confirms \(R = \infty\): the factorial in the denominator grows faster than any power of \(x\), so the series converges for every \(x\).

Remark

That \(\sin x\) contains only odd powers is no accident. \(\sin(-x) = -\sin x\) makes it an odd function, and only odd powers of \(x\) are odd functions. Likewise \(\cos x\) is even and its series below contains only even powers. This is a quick way to catch algebra errors: if an even power appears in a series for an odd function, something has gone wrong.

Example - Physics: the small-angle pendulum

A pendulum of length \(L\) swinging through an angle \(\theta\) from the vertical obeys

\begin{equation} \frac{d^2\theta}{dt^2} = -\frac{g}{L}\sin\theta , \label{eq:pendulum-exact} \end{equation}

where \(g\) is the acceleration due to gravity. This equation cannot be solved in terms of elementary functions. Show how a series expansion rescues the situation for small swings.

Solution.

The obstacle is the \(\sin\theta\) on the right, which makes \(\eqref{eq:pendulum-exact}\) nonlinear. Replace it by its Maclaurin series:

\begin{equation} \sin\theta = \theta - \frac{\theta^3}{3!} + \frac{\theta^5}{5!} - \cdots \end{equation}

For a small swing, \(\theta\) is small and each successive term is far smaller than the one before. Keeping only the first term gives the small-angle approximation \(\sin\theta \approx \theta\), and \(\eqref{eq:pendulum-exact}\) becomes

\begin{equation} \frac{d^2\theta}{dt^2} = -\frac{g}{L}\,\theta , \end{equation}

which is linear and has the familiar oscillating solution \(\theta(t) = \theta_0\cos(\omega t)\) with \(\omega = \sqrt{g/L}\). This is simple harmonic motion, and it is where the standard pendulum period \(T = 2\pi\sqrt{L/g}\) comes from.

How good is the approximation? The first term we discarded is \(\theta^3/6\), so the relative error is about \(\theta^2/6\). For a swing of \(10^\circ = 0.175\) radians that is roughly \(0.5\%\). Note that \(\theta\) must be in radians — the series is only valid in radians, which is the real reason radians are the natural unit for angles in physics.

Common Maclaurin Series

\begin{equation} e^x = \sum_{n=0}^\infty \frac{x^n}{n!} = 1 + x + \frac{x^2}{2!} + \frac{x^3}{3!} + \frac{x^4}{4!} + \cdots, \qquad R = \infty \end{equation}
\begin{equation} \sin x = \sum_{n=0}^\infty \frac{(-1)^n x^{2n+1}}{(2n+1)!} = x - \frac{x^3}{3!} + \frac{x^5}{5!} - \frac{x^7}{7!} + \cdots, \qquad R = \infty \end{equation}
\begin{equation} \cos x = \sum_{n=0}^\infty \frac{(-1)^n x^{2n}}{(2n)!} = 1 - \frac{x^2}{2!} + \frac{x^4}{4!} - \frac{x^6}{6!} + \cdots, \qquad R = \infty \end{equation}
\begin{equation} \ln(1+x) = \sum_{n=1}^\infty \frac{(-1)^{n+1} x^n}{n} = x - \frac{x^2}{2} + \frac{x^3}{3} - \frac{x^4}{4} + \cdots, \qquad -1 < x \le 1 \end{equation}
\begin{equation} (1+x)^p = \sum_{n=0}^\infty \binom{p}{n} x^n = 1 + px + \frac{p(p-1)}{2!}x^2 + \cdots, \qquad |x| < 1 \end{equation}
Remark

Memorise these five. Almost every series in this chapter, and most you will meet later, is obtained from one of them by substitution, differentiation, integration, or multiplication — the techniques of the next section — rather than by computing derivatives from scratch.

Note the endpoint in \(\ln(1+x)\): the series does converge at \(x=1\), where it gives the alternating harmonic series and hence \(\ln 2\), as promised in Section 1.4. It diverges at \(x=-1\), where it becomes the harmonic series. The interval is genuinely lopsided, which is why it is written \(-1 < x \le 1\) rather than \(|x| < 1\).

1.10Techniques for Obtaining Power Series Expansions

Power series expansions can be generated or modified using several systematic techniques. These allow you to construct new series from known ones without starting from scratch.

1.10.1Using Differentiation and Integration

Example

Start with the geometric series for \(|x|<1\):

\begin{equation} \frac{1}{1-x} = \sum_{n=0}^\infty x^n. \end{equation}

Differentiate term-by-term:

\begin{equation} \frac{1}{(1-x)^2} = \sum_{n=1}^\infty n\,x^{n-1}. \end{equation}

Integrate term-by-term:

\begin{equation} -\ln(1-x) = \sum_{n=1}^\infty \frac{x^n}{n}. \end{equation}

Both series have radius \(R=1\).

Remark

At \(|x-a|=R\), the differentiated or integrated series may behave differently from the original. Endpoint behavior must be checked separately.

1.10.2Multiplying a Series by a Polynomial or by Another Series

If

\begin{equation} f(x) = \sum_{n=0}^\infty c_n (x-a)^n \end{equation}

and \(P(x)\) is a polynomial, then \(P(x)f(x)\) is obtained by multiplying \(P(x)\) through the series term-by-term and combining like powers. Similarly, two infinite series can be multiplied by forming their Cauchy product and collecting like powers of \(x\).

Example

To find the series for \((x+1)\sin x\), we multiply the Maclaurin series for \(\sin x\) by \((x+1)\):

\begin{equation} (x+1)\sin x = (x+1)\left(x - \frac{x^3}{3!} + \frac{x^5}{5!} - \cdots\right). \end{equation}

Expanding and combining like terms:

\begin{equation} (x+1)\sin x = x + x^2 - \frac{x^3}{3!} - \frac{x^4}{3!} + \cdots. \end{equation}

Thus, the series begins

\begin{equation} (x+1)\sin x = x + x^2 - \frac{x^3}{6} - \frac{x^4}{6} + \cdots. \end{equation}

This illustrates how multiplying a series by a polynomial simply shifts and rescales its terms. Notice that this method is easier than computing successive derivatives of \((x+1)\sin x\) to form its Taylor series directly.

Example

To find the series for \(e^x \cos x\), multiply the Maclaurin series for \(e^x\) and \(\cos x\):

\begin{equation} e^x \cos x = \left( 1 + x + \frac{x^2}{2!} + \frac{x^3}{3!} + \frac{x^4}{4!} + \cdots \right) \left( 1 - \frac{x^2}{2!} + \frac{x^4}{4!} - \cdots \right). \end{equation}

Work power by power. For each power of \(x\), collect every way of forming it as (term from \(e^x\)) \(\times\) (term from \(\cos x\)):

\begin{equation} \begin{aligned} x^0:&\quad 1 \cdot 1 = 1,\\[2pt] x^1:&\quad x \cdot 1 = x,\\[2pt] x^2:&\quad \frac{x^2}{2}\cdot 1 \;+\; 1\cdot\left(-\frac{x^2}{2}\right) = 0,\\[2pt] x^3:&\quad \frac{x^3}{6}\cdot 1 \;+\; x\cdot\left(-\frac{x^2}{2}\right) = \left(\frac16 - \frac12\right)x^3 = -\frac{x^3}{3},\\[2pt] x^4:&\quad \frac{x^4}{24}\cdot 1 \;+\; \frac{x^2}{2}\cdot\left(-\frac{x^2}{2}\right) \;+\; 1\cdot\frac{x^4}{24} = \left(\frac1{24} - \frac14 + \frac1{24}\right)x^4 = -\frac{x^4}{6}. \end{aligned} \end{equation}

Thus the series begins

\begin{equation} e^x \cos x = 1 + x - \frac{x^3}{3} - \frac{x^4}{6} + \cdots. \end{equation}

Note that the \(x^2\) term cancels exactly. Two warnings: include every product contributing to a given power (the \(x^4\) row has three), and do not carry higher-order terms you will only discard — to reach \(x^4\) you never need a term beyond \(x^4\) from either factor.

1.10.3Division of Two Series or of a Series by a Polynomial

If \(f(x) = g(x)/h(x)\) and \(h(a) \neq 0\), you can perform long division or solve for coefficients by matching powers. The second method is usually less error-prone: write the unknown quotient with undetermined coefficients, multiply back up, and match powers of \(x\) one at a time.

Example

Find the Maclaurin series for \(\tan x\) up to \(x^5\).

Solution.

Rather than differentiate \(\tan x\) five times, divide the known series

\begin{equation} \sin x = x - \frac{x^3}{6} + \frac{x^5}{120} - \cdots, \qquad \cos x = 1 - \frac{x^2}{2} + \frac{x^4}{24} - \cdots. \end{equation}

Since \(\tan x\) is odd and \(\tan 0 = 0\), only odd powers can appear. Write

\begin{equation} \tan x = a_1 x + a_3 x^3 + a_5 x^5 + \cdots \end{equation}

and clear the denominator using \(\sin x = \tan x \cdot \cos x\):

\begin{equation} x - \frac{x^3}{6} + \frac{x^5}{120} - \cdots = \left(a_1 x + a_3 x^3 + a_5 x^5\right) \left(1 - \frac{x^2}{2} + \frac{x^4}{24}\right). \end{equation}

Now match coefficients power by power:

\begin{equation} \begin{aligned} x^1:&\quad a_1 = 1 &&\Rightarrow\ a_1 = 1,\\[2pt] x^3:&\quad a_3 - \tfrac{a_1}{2} = -\tfrac16 &&\Rightarrow\ a_3 = -\tfrac16 + \tfrac12 = \tfrac13,\\[2pt] x^5:&\quad a_5 - \tfrac{a_3}{2} + \tfrac{a_1}{24} = \tfrac{1}{120} &&\Rightarrow\ a_5 = \tfrac{1}{120} + \tfrac16 - \tfrac1{24} = \tfrac{2}{15}. \end{aligned} \end{equation}

Therefore

\begin{equation} \boxed{\ \tan x = x + \frac{x^3}{3} + \frac{2x^5}{15} + \cdots\ } \end{equation}

Unlike \(\sin x\) and \(\cos x\), this series does not converge for all \(x\): \(\cos x\) vanishes at \(x = \pm\pi/2\), where \(\tan x\) blows up, so \(R = \pi/2\). Dividing by a series always risks a smaller radius of convergence than either series started with.

1.10.4Using the Binomial Series

Theorem - General Binomial Series

For any real or complex exponent \(p\),

\begin{equation} (1+x)^p = \sum_{n=0}^\infty \binom{p}{n}\,x^n, \qquad |x| < 1, \end{equation}

where the generalized binomial coefficients are given by

\begin{equation} \binom{p}{n} = \frac{p(p-1)(p-2)\cdots(p-n+1)}{n!}, \qquad \binom{p}{0} = 1. \end{equation}

The series converges for \(|x| < 1\), and may converge at \(|x| = 1\) depending on the value of \(p\).

Remark - The exponent \(p\)

The letter \(p\) here is the binomial exponent and has nothing to do with the \(p\) of the \(p\)-series in Section 1.4. The clash is unfortunate but standard; the meaning is always clear from context.

Example

Find the series for \(\dfrac{1}{1+x}\).

Solution.

Here \(p=-1\), so the coefficients are

\begin{equation} \binom{-1}{n} = \frac{(-1)(-2)(-3)\cdots(-n)}{n!} = \frac{(-1)^n\,n!}{n!} = (-1)^n . \end{equation}

Substituting into the binomial series — note that the signs are already carried by the coefficients, so we do not insert extra alternating signs by hand:

\begin{equation} \frac{1}{1+x} = (1+x)^{-1} = \sum_{n=0}^\infty (-1)^n x^n = 1 - x + x^2 - x^3 + \cdots, \qquad |x|<1. \end{equation}

This is a useful check on the whole binomial machinery: the answer is just the geometric series with ratio \(-x\), which we already knew from Section 1.4.

Example

Expand \(\sqrt{1+x} = (1+x)^{1/2}\).

Solution.

Here \(p=\tfrac12\), so \(\sqrt{1+x} = \sum_{n=0}^\infty \binom{1/2}{n} x^n\). Compute the first few coefficients directly from the definition, each being a product of \(n\) factors divided by \(n!\):

\begin{equation} \begin{aligned} \binom{1/2}{1} &= \frac{1/2}{1!} = \frac12, &\qquad \binom{1/2}{2} &= \frac{(1/2)(-1/2)}{2!} = -\frac18,\\[4pt] \binom{1/2}{3} &= \frac{(1/2)(-1/2)(-3/2)}{3!} = \frac{1}{16}, &\qquad \binom{1/2}{4} &= \frac{(1/2)(-1/2)(-3/2)(-5/2)}{4!} = -\frac{5}{128}. \end{aligned} \end{equation}

Hence

\begin{equation} \sqrt{1+x} = 1 + \frac{1}{2}x - \frac{1}{8}x^2 + \frac{1}{16}x^3 - \frac{5}{128}x^4 + \cdots, \qquad |x| < 1 . \end{equation}

Only the first two terms are needed in most applications: for small \(x\), \(\sqrt{1+x} \approx 1 + \tfrac12 x\).

Example - Physics: why gravitational potential energy is \(mgh\)

The exact potential energy of a mass \(m\) at height \(h\) above the surface of the Earth (radius \(R\), mass \(M\)) is

\begin{equation} U = -\frac{GMm}{R+h}, \end{equation}

where \(G\) is the gravitational constant. The familiar classroom formula is \(U = mgh\). Reconcile the two.

Solution.

The exact expression depends on \(h\) in an awkward way. Factor out \(R\) so that the \(h\)-dependence sits in a small quantity:

\begin{equation} U = -\frac{GMm}{R\left(1 + h/R\right)} = -\frac{GMm}{R}\left(1 + \frac{h}{R}\right)^{-1}. \end{equation}

Near the Earth's surface \(h \ll R\) — even a tall mountain has \(h/R \approx 0.001\) — so \(x = h/R\) is small and the binomial series with \(p = -1\) applies:

\begin{equation} \left(1 + \frac{h}{R}\right)^{-1} = 1 - \frac{h}{R} + \frac{h^2}{R^2} - \cdots \end{equation}

Therefore

\begin{equation} U = -\frac{GMm}{R} + \frac{GMm}{R^2}h - \cdots = \underbrace{-\frac{GMm}{R}}_{\text{constant}} + \underbrace{\left(\frac{GM}{R^2}\right)}_{\;=\;g} m h - \cdots \end{equation}

The first term does not depend on \(h\); since only changes in potential energy are physically meaningful, it can be discarded by choosing where to put the zero of energy. The second term is exactly \(mgh\), and it identifies \(g = GM/R^2 \approx 9.8\ \text{m/s}^2\) — the surface gravity is not an independent constant of nature but the first series coefficient of the true \(1/r\) potential.

The next term is smaller by a factor \(h/R\), so for \(h = 1\) km the error in using \(mgh\) is about \(0.02\%\). This is the same pattern as the relativistic kinetic energy of Section 1.11: the simple formula is the first term of a series, accurate whenever the neglected ratio is small.

Remark

For nonnegative integers \(p\), the binomial expansion terminates after \(n=p\), giving the usual finite binomial theorem. For non-integers \(p\), the series is infinite and converges for \(|x|<1\).

1.10.5Substitution of a Polynomial or a Series into Another Series

Example

From \(\frac{1}{1-t} = \sum_{n=0}^\infty t^n\), substitute \(t = x^2\):

\begin{equation} \frac{1}{1-x^2} = \sum_{n=0}^\infty x^{2n}. \end{equation}
Example

Find the Maclaurin series of \(e^{\tan x}\) up to \(x^4\).

First, use

\begin{equation} \tan x = x + \frac{x^{3}}{3} + O(x^{5}). \end{equation}

Let \(u=\tan x\). Then

\begin{equation} e^{u}=1+u+\frac{u^{2}}{2!}+\frac{u^{3}}{3!}+\frac{u^{4}}{4!}+O(u^{5}). \end{equation}

Compute powers of \(u\) to the needed order:

\begin{equation} \begin{aligned} u &= x + \frac{x^3}{3} + O(x^5),\\ u^2 &= x^2 + \frac{2}{3}x^4 + O(x^6),\\ u^3 &= x^3 + O(x^5),\\ u^4 &= x^4 + O(x^6). \end{aligned} \end{equation}

Substitute:

\begin{equation} \begin{aligned} e^{\tan x} &= 1 + \Big(x + \tfrac{x^3}{3}\Big) + \tfrac12\Big(x^2 + \tfrac{2}{3}x^4\Big) + \tfrac16\Big(x^3\Big) + \tfrac1{24}\Big(x^4\Big) + O(x^5)\\[4pt] &= 1 + x + \tfrac12 x^2 + \underbrace{\Big(\tfrac13+\tfrac16\Big)}_{=\,\tfrac12} x^3 + \underbrace{\Big(\tfrac13+\tfrac1{24}\Big)}_{=\,\tfrac{3}{8}} x^4 + O(x^5). \end{aligned} \end{equation}
\begin{equation} \boxed{\,e^{\tan x} = 1 + x + \tfrac{x^2}{2} + \tfrac{x^3}{2} + \tfrac{3x^4}{8} + O(x^5)\,} \end{equation}

(The radius of convergence is limited by the nearest pole of \(\tan x\), so \(R=\pi/2\).)

Remark

Any manipulation such as multiplication, differentiation, integration, or substitution can alter the radius of convergence. Always verify the new convergence interval after such operations.

1.10.6Combination of Methods

You can combine multiplication, division, substitution, differentiation, and integration.

Example

Find the Maclaurin series for \(\arctan x\).

We use the identity

\begin{equation} \arctan x = \int_0^x \frac{dt}{1+t^2}. \end{equation}

First, expand the denominator as a binomial series:

\begin{equation} \frac{1}{1+t^2} = (1+t^2)^{-1} = 1 - t^2 + t^4 - t^6 + \cdots, \qquad |t|<1. \end{equation}

Now integrate term by term:

\begin{equation} \int_0^x \frac{dt}{1+t^2} = \int_0^x \big(1 - t^2 + t^4 - t^6 + \cdots \big)\,dt = \left[t - \frac{t^3}{3} + \frac{t^5}{5} - \frac{t^7}{7} + \cdots \right]_0^x. \end{equation}

Thus,

\begin{equation} \arctan x = x - \frac{x^3}{3} + \frac{x^5}{5} - \frac{x^7}{7} + \cdots, \qquad |x| \le 1 . \end{equation}

The expansion of \(1/(1+t^2)\) is valid only for \(|t|<1\), so integration gives \(|x|<1\); the endpoints \(x = \pm 1\) survive because there the series becomes alternating with terms decreasing to zero. Setting \(x=1\) gives the celebrated

\begin{equation} \frac{\pi}{4} = 1 - \frac{1}{3} + \frac{1}{5} - \frac{1}{7} + \cdots, \end{equation}

a beautiful formula but a hopeless way to compute \(\pi\): it converges so slowly that several hundred terms are needed for two decimal places.

1.10.7Taylor Series Using Basic Maclaurin Series

Taylor’s theorem:

\begin{equation} f(x) = \sum_{n=0}^\infty \frac{f^{(n)}(a)}{n!}(x-a)^n \end{equation}

gives the coefficients directly from derivatives at \(x=a\).

Example

Expand \(\ln x\) about \(x=1\):

Let \(h = x-1\), so \(x = 1+h\):

\begin{equation} \ln(1+h) = h - \frac{h^2}{2} + \frac{h^3}{3} - \cdots, \quad |h|<1. \end{equation}

Thus:

\begin{equation} \ln x = (x-1) - \frac{(x-1)^2}{2} + \frac{(x-1)^3}{3} - \cdots. \end{equation}

1.11Applications of Series

In the example of the bouncing ball, we saw that the sum of an infinite series can often be very close to the sum of a finite number of initial terms. This principle underlies many applications:

Approximating Functions

If a function is analytic, cutting its Taylor series off after a few terms gives a polynomial approximation whose accuracy improves with each term kept.

Example

Approximate \(\sqrt{1.1}\) using the binomial series.

Solution.

Write \(\sqrt{1.1} = \sqrt{1+x}\) with \(x = 0.1\), and use the expansion found above (the binomial series with \(p = \tfrac12\)):

\begin{equation} \sqrt{1+x} = 1 + \frac12 x - \frac18 x^2 + \frac{1}{16} x^3 - \cdots. \end{equation}

Substituting \(x = 0.1\) term by term:

\begin{equation} \sqrt{1.1} \approx 1 + \underbrace{0.05}_{\frac12 x} - \underbrace{0.00125}_{\frac18 x^2} + \underbrace{0.0000625}_{\frac1{16}x^3} = 1.0488125 . \end{equation}

The true value is \(1.0488088\ldots\), so three terms already give an error of about \(4\times10^{-6}\). Observe how fast the terms shrink: each is roughly \(x/2\) times the one before. This is typical — when the expansion variable is small, a couple of terms suffice.

Recovering Simple Physical Laws

The examples below show the pattern that recurs throughout physics: an exact formula is awkward, but its first few series terms are both simple and accurate in the regime of interest. We have already seen two instances — the small-angle pendulum in Section 1.9 and gravitational potential energy in Section 1.10.

Example - Physics: why \(K = \tfrac12 m v^2\) works

The exact relativistic kinetic energy of a particle of mass \(m\) moving at speed \(v\) is

\begin{equation} K = \frac{mc^2}{\sqrt{1 - v^2/c^2}} - mc^2 . \end{equation}

Show that at everyday speeds this reduces to the familiar \(\tfrac12 m v^2\).

Solution.

Write \(x = v^2/c^2\), so that \(K = mc^2\left[(1-x)^{-1/2} - 1\right]\). For small \(x\),

\begin{equation} (1 - x)^{-1/2} = 1 + \tfrac{1}{2}x + \tfrac{3}{8}x^2 + \cdots \label{eq:binomial-half} \end{equation}

Substituting and cancelling the \(1\):

\begin{equation} K = mc^2\left( \tfrac{1}{2}\frac{v^2}{c^2} + \tfrac{3}{8}\frac{v^4}{c^4} + \cdots \right) = \tfrac{1}{2} m v^2 + \tfrac{3}{8}\,\frac{m v^4}{c^2} + \cdots \end{equation}

The leading term is exactly the Newtonian kinetic energy. The first correction is smaller than it by a factor \(\tfrac34 v^2/c^2\), which for a jet aircraft (\(v \approx 300\) m/s) is about \(10^{-12}\) — utterly negligible. Newtonian mechanics is not a different theory here; it is the first term of a series.

Example - Physics: the classical limit of Planck's radiation law

A hot object emits light across a range of frequencies. Planck's law gives the energy radiated at frequency \(\nu\) by a body at absolute temperature \(T\) as

\begin{equation} u(\nu) = \frac{8\pi h \nu^3}{c^3}\,\frac{1}{e^{h\nu/k T} - 1}, \label{eq:planck} \end{equation}

where \(h\) is Planck's constant and \(k\) is Boltzmann's constant. Before Planck, the accepted classical result was the Rayleigh–Jeans law \(u(\nu) \propto \nu^2 kT\). Show that Planck's law reduces to it at low frequencies.

Solution.

The physically meaningful comparison is between the photon energy \(h\nu\) and the thermal energy \(kT\). “Low frequency” means \(h\nu \ll kT\), so set

\begin{equation} x = \frac{h\nu}{kT}, \qquad x \ll 1, \end{equation}

and expand the exponential in the denominator using the Maclaurin series for \(e^x\):

\begin{equation} e^{x} - 1 = \left(1 + x + \frac{x^2}{2!} + \cdots\right) - 1 = x + \frac{x^2}{2} + \cdots \approx x . \end{equation}

Note that the leading \(1\) cancels exactly; this is why the expansion is needed rather than simply setting \(e^x \approx 1\), which would give a useless \(0\) in the denominator. Substituting \(e^{h\nu/kT} - 1 \approx h\nu/kT\) into \(\eqref{eq:planck}\):

\begin{equation} u(\nu) \approx \frac{8\pi h \nu^3}{c^3}\cdot\frac{kT}{h\nu} = \frac{8\pi \nu^2}{c^3}\,kT , \end{equation}

which is exactly the Rayleigh–Jeans law. So the classical result was never wrong, only incomplete: it is the leading term of Planck's law when \(h\nu \ll kT\). At high frequencies the neglected terms dominate, the exponential suppresses \(u(\nu)\), and Planck's law avoids the “ultraviolet catastrophe” — the classical prediction that a hot body radiates infinite total energy.

Remark

Series such as \(\eqref{eq:binomial-half}\), written in powers of \(x\), are the power series of Section 1.7. Beyond the approximations above, they are used to define:

  • Functions of complex numbers (Chapter 2, Section 8),

  • Functions of matrices (Chapter 3, Section 6),

  • Fourier series (Chapter 7),

  • Special functions like Legendre and Bessel functions (Chapters 12 and 13).

Summary: Types of Series

The table below collects every kind of series met in this chapter, together with Fourier series, which are taken up in Chapter 7.

CategoryExample FormulaMain Feature / Description
Arithmetic\(a + (a+d) + (a+2d) + \cdots\)Constant difference \(d\) between terms.
Geometric\(a + ar + ar^2 + \cdots\)Constant ratio \(r\); converges iff \(|r|<1\).
Harmonic\(1 + \tfrac12 + \tfrac13 + \cdots\)Reciprocals of the positive integers; the \(p=1\) case of a \(p\)-series. Diverges.
\(p\)-Series\(\displaystyle \sum_{n=1}^\infty \frac{1}{n^p}\)Converges for \(p>1\), diverges for \(p\le 1\).
Alternating\(1 - \tfrac12 + \tfrac13 - \cdots\)Signs alternate; may converge conditionally.
Power Series\(\displaystyle \sum_{n=0}^\infty c_n (x-a)^n\)Converges on an interval around \(x=a\).
Taylor Series\(\displaystyle \sum_{n=0}^\infty \frac{f^{(n)}(a)}{n!}(x-a)^n\)Power-series representation of an analytic function.
Maclaurin Series\(\displaystyle \sum_{n=0}^\infty \frac{f^{(n)}(0)}{n!}x^n\)Taylor series centred at \(a=0\).
Binomial Series\(\displaystyle (1+x)^p = \sum_{n=0}^\infty \binom{p}{n}x^n\)Valid for any real or complex \(p\), with \(|x|<1\).
Fourier Series\(\displaystyle a_0 + \sum_{n=1}^\infty \left[ a_n\cos(nx) + b_n\sin(nx) \right]\)Represents periodic functions using sines and cosines.
Table 1.1. Major types of infinite series and their defining properties.

For the Interested Reader

Everything in this chapter is standard first-year material, so if a topic did not settle the first time, a second presentation of it often helps. Everything listed below is free to read or watch. The material is grouped the way the chapter is: first convergence, then power series.

Convergence of series

Sections 1.4 and the alternating-series material that follows it.

On what it actually means for an infinite sum to have a value:

Video

Defining Convergent and Divergent Infinite Series

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Power series, Taylor and Maclaurin

Sections 1.7 to 1.10.

A visual account of why the coefficients involve derivatives and factorials. Worth twenty minutes if \(c_n = f^{(n)}(a)/n!\) felt like something you memorised rather than understood:

Video

Taylor Series — 3Blue1Brown, Essence of Calculus, Chapter 11

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Remark

One caution when reading elsewhere. These are calculus sources, so they emphasise proving whether a series converges. In this course convergence is usually the easy part: what we actually want is the value of the sum, or a few terms of it accurate enough to use, as in the relativistic kinetic energy example of Section 1.11. Read them for the machinery, but keep our purpose in mind.