Power series, Taylor series and Maclaurin series

Power series

Power series

of the form:

\(\sum_{n=0}a_n(x-c)^n\)

Smoothness of power series

Power series are all smooth. That is, they are infinitely differentiable.

Taylor series

Taylor series

\(f(x)\) can be estimated at point \(c\) by identifying its repeated differentials at point \(c\).

The coefficients of an infinate number of polynomials at point \(c\) allow this.

\(f(x)=\sum_{i=0}^{\infty }a_i(x-c)^i\)

\(f'(x)=\sum_{i=1}^{\infty }a_i(x-c)^{i-1}i\)

\(f''(x)=\sum_{i=2}^{\infty }a_i(x-c)^{i-2}i(i-1)\)

\(f^j(x)=\sum_{i=j}^{\infty }a_i(x-c)^{i-j}\dfrac{i!}{(i-j)!}\)

For \(x=c\) only the first term in the series is non-zero.

\(f^j(c)=\sum_{i=j}^{\infty }a_i(c-c)^{i-j}\dfrac{i!}{(i-j)!}\)

\(f^j(c)=a_ij!\)

So:

\(a_j=\dfrac{f^j(c)}{j!}\)

So:

\(f(x)=\sum_{i=0}^\infty (x-c)^i \dfrac{f^i(c)}{i!}\)

Convergence

If \(x=c\) then the power series will be equal to \(a_0\).

For other values the power series may not converge.

Cauchy-Hadamard theorem

Radius of convergence:

\(\dfrac{1}{R}={\lim \sup}_{n_\rightarrow \infty} (|a_n|^{\dfrac{1}{n}})\)

Maclaurin series

A Taylor series around \(c=0\).

\(f(x)=\sum_{i=0}^\infty (x-c)^i \dfrac{f^i(c)}{i!}\)

\(f(x)=\sum_{i=0}^\infty (x)^i \dfrac{f^i(0)}{i!}\)

For example, for:

\(f(x)=(1-x)^{-1}\)

\(f^i(0)=i!\)

So, around \(x=0\):

\(f(x)=\sum_{i=0}^\infty (x)^i\)

Analytic functions

(root test, direct comparison test, rate of convergence, radius of convergence)