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Download Ch 5.1 Fundamental Concepts of Infinite Series
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講者: 許永昌 老師 1 Road-map of Chapter 5 Sequence (序列) Bounded Convergence and divergence Series (級數) Convergence and divergence Convergent test Cauchy criterion lim un=0. For positive un Comparison Test Cauchy root Test Ratio Test Integral Test Absolute and Conditional Convergence Series of Uniform convergence Weierstrass M test Abel’s test: (i)un(x)=anfn(x), (ii)0 fn+1(x)fn(x)M and (iii)the infinite series of {an} is convergent. Taylor’s expansion and power series Asymptotic Series 2 Contents Definition of sequence and infinite series An example of sequence: damped oscillation The concept of bounded and convergent Convergence and Cauchy sequence. Addition and Multiplication of series 3 Definition of Sequence and Series A sequence of numbers: an of numbers in one-to-one correspondence with the positive integers; write {un}{u1, u2, … }. http://en.wikipedia.org/wiki/Sequence A series: The sum of terms of a sequence. N Partial sums s N u k k 1 http://en.wikipedia.org/wiki/Series_(mathematics) 4 An example of sequence: damped oscillation t=1,2,3,… (s) It is Q: 怎麼文字表達它們? It is sin(0.4*t)*exp(-0.01*t)+1 2.5 2 1.5 1 0.5 0 0 50 100 150 200 250 300 350 400 450 5 Bounded and convergent Reference: Introduction to Mathematical Physics, M.T. Vaughn The sequence {un} is bounded . In this example, M=2. The sequence {un} is convergent to the u . In this case, u=1. N=250,e=0.2 for dotted lines. un+1 un u e 6 Cauchy criterion (請預讀P260) Cauchy sequence: The sequence {un} is a Cauchy sequence if for every e >0 there is a positive integer N such that |up-uq|< e whenever p,q >N. 請與上一頁的說法比較一下,看看差別在哪。 Cauchy criterion: A sequence is convergent if and only if it is a Cauchy sequence. 7 Example: A drunken man P0(2,1): the probability for this man to go freely from 1 to 2. P(A): the probability for this man to leave the “Alice bar”. P(2,1): The probability for this drunken man to go back home. P(2,1)=P0(2,1)+ P0(2,A)P(A) P0(A,1)+ P0(2,A)P(A) P0(A,A)P(A) P0(A,1)+… P0 2,1 P0 2, A 1 P0 A,1 P -1 A - P0 A, A 2 Reference: A Guide to Feynman 2 Diagrams in the Many-Body Problem. 2 2 = 1 A + A + A +… 1 1 1 8 Sequence and Series P2,1 P 2,1 P 2, AP A P A, AP A P A,1 If we define P0(A,A)P(A)=r, we get 0 0 k 0 k 0 0 k -1 P A , A P A r 0 k k 0 k 1 Which is an infinite series. Sequence: {0.5n} 0.6 {S 0.5k} 1.2 0.5 0.4 Partial sums 0.3 1 0.8 0.6 0.2 S0.5^k 0.4 0.1 0.2 0 1 2 3 4 5 6 7 8 9 10 11 12 Converged? S=? 0 0 5 10 15 9 Necessary condition for the convergence of a series (請預讀P259) The necessary condition is lim u k 0. k : Prove it. However, it is to guarantee convergence. In Ch5.2 it will tell us the general 4 kinds of test. If the (i) are (ii) monotonic decreasing to zero, that is, for , then Snun is converging to S if, and only if, sn-nun converges to S. Prove: Hint: sn tnsn-nun<sn. sn tn - sv uv 1 n u m v 2 m tn - un - v 1 un 0 If uv1 un v 1 10 Example of divergent series: Harmonic Series (請預讀P259~P260) 1 k 1 k Harmonic series : 1 0. k k lim However, nun=1 0. divergent. (根據上一頁) Prove: Regrouping: 1 1 1 1 1 1 1 1 2 .... 2 3 2 5 6 7 k 1 k 1 1 1 .... 2 -1 1 12 2 1 m1 k 2m k 2 m 1 * 2 m 1 - 2 m 2 However, 1 1 dx ln n. x Although when n, lnn, lnn14 when n=106. It diverges quite slowly. 11 n Addition and multiplication of Series (請預讀P260~P261) : (You need the concept of triangle inequality) Hint: Use the definition of convergence to prove them. If Snuns(u) and Snvns(v), we will get Sn (un vn)s(u) s(v). If Snuns(u), we will get Sna*una*s(u). Hint: Use Cauchy criterion to prove it. If un0, Snuns(u) and {cn} are bounded, Snuncn is convergent. 課本漏了un0 的條件。 反例:un=(-1)n/n, cn=Q((-1)n), Snuncn is divergent. 12 Example: Oscillatory Series (請預讀 P261) k -1 1 k 1 You will find 2n s2 n - 1k -1 0 k 1 s2 n 1 2 n 1 - 1 k -1 1 k 1 Therefore, it is not convergent but oscillatory. 1 k -1 However, - x 1 - x x 2 - ... 1 x k 1 It means that 1-1+1+…(-1)n+…= ½. Unfortunately, such correspondence between series and function is not unique and this approach must be refined. 13 Series discussed in this chapter z s 1 s k 1 k z-function: (P266) series: (P259) s z 1 1 k 1 k series: (P291) k S x ak x k 0 S x x k k 0 series: (P258) series: (P270) k S - 1 uk , where uk 0. k 0 14 Homework 5.1.1 5.1.2 5.1.3 15 5.1 nouns (序列): A sequence of numbers (real or complex) is an ordered set of numbers in one-to-one correspondence with the positive integers; write {un} {u1, u2, … }. (級數): The sum of terms of a sequence: s u . : N N ( ( k 1 k ): un<un+1 (un > un+1) ): un un+1 (un un+1) : |a|-|b| |a+b||a|+|b| (數學歸納法) 16