MPCH 1

Download as pdf or txt
Download as pdf or txt
You are on page 1of 15

Ch1.

Infinite Series, Power Series


물리학은 real world를 다룬다. 즉 세상이 무엇으로 이루어져 있고 세상을 이루고 있는 물체 그 자체의 구성과
물체 사이의 상호작용을 이해하려는 학문이다. 연구과정을 수학이라는 논리적 언어로 기술한다. 그러나 실제 real
world는 우리가 원하는 만큼 정확히 표현하거나 이해할 수 없다. 그래서 approximation을 사용한다. 사실 물리에서
가장 정확한 이론으로 알려진 QED 도 단지 infinite series의 형태인 perturbation series로 답을 나타낸다.

1.1 Infinite series (1.1~1.4)


Perhaps the most widely used technique in the physicist’s toolbox is the use of infinite series (i.e., sums
consisting formally of an infinite number of terms) to represent functions, to bring them to forms facilitating
further analysis, or even as a prelude to numerical evaluation.

Fundamental Concepts
To use the infinite series, we have to give meaning to the sum of a infinite number of terms, a infinite
series. To do this , we consider the partial sum
Sequences,
Series

The infinite series is said to be convergent if coverge to the finite limit as .

Note that we define the infinite series as equal to S and that a necessary condition for convergence to a limit
is that . This condition, however, is not sufficient to guarantee convergence.

Some series diverge, meaning that the sequence of partial sums approaches ; others may have
partial sums that oscillate between two values, as for example,

This series does not converge to a limit, and can be called oscillatory. Often the term divergent is
extended to include oscillatory series as well. It is important to be able to determine whether, or under what
conditions, a series we would like to use is convergent. (Conditionally convergentl series)

One has to be careful about the order of summation when one has infinite series, For example consider
alternating series

Thus the value of the infinite series depends on how you sum it. In general the value of infinite seris exists
only when it converges absolutely, Therefore it si important to know it a given series converges or not.
The geometric series
Motivation
ex) bacteria population

ex) the height of bounce of the ball

sequences formulation
Total distance the ball goes?

step 1; The sum of terms

step 2; As increases decreases and approaches “zero”

즉 수열의 극한이 존재할 때 the limit of a sequence 찾는 것이 중요 (미적분 시간에 배움!)


ex) 분수형,

ex) L'Hopital rule,

ex) 을 취한후 exponentiate

The harmonic series

The terms approach zero for large n, , but this is not sufficient to guarantee
convergence.
1.5 Tesing series for convergence
Preliminalry test(예비검사); 매우 심하게 발산하는 급수를 골라내는 하나의
방법

ex) Test for convergence the series

ex) Test for convergence the harmonic seirs

1.6 Convergence test for series of positive terms


Absolutely convergence
일반적으로 급수는

If this new series converges, we call the original series “absolutely convergent”. If a series coverges
absolutely, then it converges. (§ 에서중명예정)

A. The Comparison Test


(a) Let be a series of positive terms which you know it converges, Then the series
you are testing is absolutely convergent, if for all from some point on.

(b) Let be a series of positive terms which you know diverges. Then the series we are
testing diverges, if for all from some point on.

ex)Test for convergence the series

<br >

<br >

<br >

비교테스트는 experienced mathematician에게 유용하다. 만족스런 또는 을 생각해내는 것이 쉽지


않다.

B. Integral test(Cauchy or Maclaurin)


If for (the terms of the seres are positive and & not increasing) then

( )
If the integral is finite, then the sum of the series is finite, that is, the series converges. On the other hand,
if the integral is infinite, then the sum of the series is infinite and the series diverges.

ex) Test for convergence the harmonic series

<br>

<br>
ex) Riemann Zeta function

<br>

<br>

The integral and therefore the series are diverent for and convergent for . We thus see that
the harmoic series ( ) diverges logarithmically.

C. D'Alembert (or Cauchy) Ratio test


Define the ratio of the terms, in general, depends on

ex) Test for convergence the series

<br >
ex) Test for convergence the harmonic series

D. A special comparision test (특별비교검사)


(a) If is a convergent series of positive terms and and tends to a (finite) limit,
then converges.

(b) If is a divergent series of positive terms and and tends to a limit greater
than 0 (or tends to ), then diverges.
ex) Test for convergence the series

NOTE; Remember that whether a series converges or diverges depends on that the terms are as
increases.
<br>

<br>

<br>

<br>

<br>

ex) Test for convergence the series

NOTE; Which one is the important terms as ?


<br>

<br>

<br>

<br>
NOTE 지금까지 양의 항들로 이루어진 급수 이제부터는 항들의 부호가 규칙적으로 번갈아 +, - 로 되는 급수

1.7 Alternating series (mixed signs)


For example,

Two questions
1. Does the series converges as it stands? step2
2. Does it converges absolutely? step 1; example harmonic series, therefore, the series diverges!
If it had turned out to be absolutely convergent, we would not have to ask this question since an
absolutely convergent series is also convergent. (합이 유한한 양은 쪼개서 더하고 빼고 해도 유한하다. 즉 수렴한
다) However, a series which is not absolutely convergent may converge (conditionally convergent series) or
it may diverge; we must test it further.

Test for alternating series (Leibniz criterion)


An alternating series converges if the absolute value of the terms decreases steadily to zero, that is,
if

In our example , and , so it converges. Consider the series,

The Leibniz criterion applies to series of the form and states that if is monotonically decreasing for
sufficiently large and , then the series converges.

prf)

Consider the even partial sums

here,
Since the are decreasing, the first equation implies , wihle the second . On the
other hand

implies . Therefore we have

Thus the sequence is bounded increasing sequence and must be convergent. One can do the same
for the odd sums which converges to the same limit. Q.E.D

1.8 Conditionally convergent series (제한적 수렴 급수)


A series which converges, but does not converge absolutely, is called conditionally convergent.
Note that cond. conv. series depends on how you sum it. By a suitable rearrangement of terms a cond.
conv. series may be made to converge to any desired value or even to diverge. The cond. conv. series must
be treated with cautions.

Thus we must not rearrange the terms of a conditionally convergent series since its convergence and its
sum depend on the fact that the terms are added in a particular order.
ex) Coulomb’s law in electricity
<br >

<br >

<br >

<br >
Physically this means that the force on the charge at the origin depends not only on the size and position
of the charges, but also on the order in which we place them in their positions!

1.9 Useful facts about series; Algebra of series


1. Convergence or divergence is not affected by .
2. Two convergent series and may be added (or subtracted) term by term. The resulting
series is convergent, and its sum is obtained bya dding (subtracting) the sums of the two given
series.
3. The terms of an absolutely convergent series may be rearranged in any order without affecting
either the convergence or the sum. This is not true of conditionally convergent series as we have
seen before.

1.10 Series of functions (Arfken)


일반적으로 물리학자나 공학자가 분석도구로 가장 널리 사용하는 기술은 함수를 infinite series 표현하여 추가
적인 분석을 용이하게 하는 것이다. 따라서 주어진 함수를 series expansion시키고 조작할 수 있도록 하는 것이 다른
무엇보다 먼저 다루어져야 한다.
infinite series a function of some variable,

여기서 는 부분 합 의 극한이다. 위의 식과 같이 함수를 만드는 무한 급수의 수렴성을 따지기 위해 등


장한 개념이 그 유명한 균등 수렴(uniform convergence) 혹은 고른 수렴이다. 쉽게 생각해서 절대 수렴이나 조건 수
렴은 점별수렴(point-wise convergence)을 판정한다. 대비되게 균등 수렴은 특정 구간에서 동일한 으로 정의하는 수
렴 조건을 뜻한다. 점별수렴과 균등수렴의 차이는 함수값이 수렴하는 것과 함수 자체가 수렴하는 것의 차이라고 볼 수
있다.
지금까지의 극한에 대한 정의는 어느 한 점으로 한없이 가까워져 갈 떄 수렴하는 값이라는 추상적인 개념으로 배
움. 해석학에은 수학적으로 엄밀하게 논법을 정의 한다.

1.10.1 Uniform convergence


If for any small there exists a number , independent of in the interval such that

then the series is said to be uniformly convergent in the interval .

If the functions continue to approach as shown, they converge uniformly.


여기서 은 와 관계없고 오직 과만 연관된다. 다른 말로 매우 큰 을 선택할 때 그림 처럼 구간 내의 모든 에
대해 오차가 보다 작게 잡을 수 있어야 균등 수렴이다. 균등 수렴의 정의는 무한 급수의 정의와 거의 유사하다. 차이
는 정의한 구간에 있는 임의의 에 대해 다음 무한 급수가 항상 보다 작아야 균등 수렴이라 부를 수 있다. 즉 균등수
렴하려면 무한 급수의 나머지

가 주어진 구간의 모든 에 대해 임의의 작은 보다 작게 되는 유한한 을 찾을 수 있어야 한다는 뜻이다.

참고: Definition of limit(극한)

추상적 정의

엄밀한 정의

“임의의 입실론에 대햐어, 0보다 큰 델타가 존재하며, 그 델타는 ”를 중심으로 한 델타라는 크기의 구간안
의 에 대해 의 함수값이 극한값 에 대해 입실론이라는 오차한계 안에 존재한다.

참고: 수열의 수렴 ( )
If for any small there exists a number such that

then the series is said to be convergent.

참고: 무한수열의 수렴 ( )
If for any small there exists a number such that

then the infinite series is said to be convergent.


Weierstrass M (Majorant;우세) Test
If we can construct a series of numbers , in which for all in and
is convergent, our infinite series will be uniformly convergent in .

prf)
Since conveges, some number exists such that for

Then with for all in the interval ,

Hence satisfies

So our series is uniformly convergent in . Q.E.D

Properties of Uniformly Convergent Series


Uniformly convergent series have three particularly useful properties. If a series is
uniformly convergent in and the individual terms are continuous,

1. [연속성] The series sum is also continuous.


2. [적분] The series may be integrated term by term. The sum of the integrals is equal to the integral of
the sum:

3. [미분] The derivative of the series sum equals the sum of the individual-term derivatives:

Taylor’s expansion ( ) 함수를 Power series로 표현하는 강력


한 tool
Notice: The derivation presented here provides not only the possibility of an expansion into a finite
number of terms plus a remainder that may or may not be easy to evaluate, but also the possibility of the
expression of a function as an infinite series of powers.
Assume that has a continuous th derivative in the interval . We integrate this nth
derivative n times; the first three integrations yield

Finally, after integrating for the th time,


Note that this expression is exact. No terms have been dropped, no approximations made. Now, solving
for , we have

where the remainder, , is given by the -fold integral

mean value theorem for definite integral

then

If ,

ex) , for all ,

1.10.2 Power series; Interval of vonvergence(Boas)


Series whose terms are not constanst, but functions of . ;power series, fourier series, Legendre, Bessel
series
By definition,

where the coefficients are coefficents.


ex)

Whether a power series converges or not depends on the value of we are considering. We often use the
ratio test to find the values of for which a series converges.
ex-(b))
and check a convergence at endspoints of the interval of convergence and , that require
special attention.

<br>

<br>

ex4-(d)

<br>

<br>

<br>

<br>

<br>

<br>

1.11 Theorems about power series


A power series converges in some interval with center at the origin. (Th.0)

§ §

A power series may be differentiated or integrated term by term; the resulting series converges to the
derivative or integral of the function represented by the original series within the same interval of
convergence as the original series (that is, not necessarily at the endpoints of the interval).
Two power series may be added, subtracted, or multiplied; the resultant series converges at least in
the common interval of convergence. You may divide two series if the denominator series is not zero
at x = 0, or if it is and the zero is canceled by the numerator [as, for example, in (sin x)/x]. The
resulting series will have some interval of convergence (which can be found by the ratio test or more
simply by complex variable theory § ).

One series may be substituted in another provided that the values of the substituted series are in the
interval of convergence of the other series.
The power series of a function is unique, that is, there is just one power series of the form
which converges to a given function.

1.12 Expanding functions in power series


ex)

Th. 0; A power series converges in some interval with center at the origin.
Th.1; differentiation
<br>

<br>

<br>

<br>
Series obtained in this way are called Maclaurin series or Taylor series about the origin. A Taylor series in
general means a series of powers of , where is some constant.

1.13 Techniques for obtaining power series expansion


Uniqueness Theorem
하나의 함수 가 두 개의 급수로 전개 될 수 있다고 가정한다면 그 두 개의 함수는 에서 상수항이 같으
며 한 번씩 미분하고 다시 를 대입하면 두 급수에서 임의의 계수들이 전부 같아야 한다. a variety of
methods for obtaining power series.
This theorem will be a crucial point in our study of differential equations, in which we develop power
series solutions. The uniqueness of power series appears frequently in theoretical physics.

Basic series

Binomial series
Binomial theorem

(1) non-negative
(2) negative

(3) fractional

ex)

Leibniz’s formula for the nth derivative of a product of two functions,

Combination of methods
ex) Find the series for .

<br>

<br>

<br>

<br>

Taylor series using the basic Maclaurine series


ex) Find the first few terms of the Taylor series for about

Using a Computer
ex) Plot the function together with several partial sums of its Maclaurin

series.

 
Report) problem 13.14, 13.30

1.14 Accuracy of series approximation


Some functions cannot be expanded in a power series;

ex)
The remainder in a Taylor series is the difference between the value of the function and the
sum of terms of the series:

ex) Show that the Maclaurin series for converges to .


Hint: If , or , and so for all and all . Let
in (14.2).

Error in Series Approximations


Suppose that we know in advance that the power series of a function does converge to the function
(within the interval of convergence), and we want to use a series approximation for the function. We would
like to estimate the error caused by using only a few terms of the series.

(1) If is an alternating series with , and , then

<br>

<br>

<br>

<br>

ex)

ex)

(2) If converges for and if for , then

ex)

1.15 Some uses of series


Numerical Computation
ex) Evaluate

<br>

<br>

<br>

<br>

<br>

Summing series

ex) at

<br>

<br>

You might also like