Multivariable Calculus

Sequences and Series

1/3 in Multivariable Calculus. See all.

Sequence
A sequence is an ordered list of numbers. A term is an item in the sequence, and the term's index tells us where in the sequence that term is.

We typically denote sequences and series with a name like this: an={1,2,4,8,...}{a_n}=\{1, 2, 4, 8,...\} Most of the time, we can also write them as functions: an=f(n).a_n=f(n). For example, an={3n}a_n=\{3^n\}. We can define sequences recursively: an=f(an1)a_n=f(a_{n-1}). (note: "nn" is typically used for counting numbers (integers). So, f(n)f(n) is typically discrete, whereas f(x)f(x) is typically a continuous function).

Convergence
A sequence {an}\{a_n\} converges if limnan=LR\lim_{n\to\infty}a_n=L\in\mathbb{R}. Since we are always going to look at limits at infinity, we often simplify to liman=LR\lim a_n=L\in\mathbb{R}. If a sequence does not converge, it is divergent (who would've guessed...). For example, we say that 1n2\frac{1}{n^2} converges to 0.

Series
An infinite series is a sequence of partial sums: Sn=k=1nan.S_n= \sum_{k=1}^n a_n.

A series converges if limnSn=LR\lim_{n\to\infty}S_n=L\in \mathbb{R}. Otherwise, it diverges.

Geometric Series
A geometric series is a series of a sequence of a constant times a ratio to the nnth: n=1arn1.\sum_{n=1}^\infty ar^{n-1}. If we consider sn=a+ar+ar2++arn1s_n=a+ar+ar^2+\dots+ar^{n-1}, then we'll see: sn(1r)=aarn,s_n(1-r)=a-ar^n, which (when r1r\neq1) means sn=aarn1r.s_n=\frac{a-ar^n}{1-r}. To determine whether the geometric series diverges, we need to determine whether the limit of sns_n as nn approaches infinity is a number. Think about it: if r>1|r|>1, then the numerator will approach infinity (or negative infinity). So, a geometric series converges if and only if r<1|r|< 1. In that case, the limit is simply a1r\frac{a}{1-r}! (p.s. obviously, if r=1r=1, we just take the infinite sum: sn=ans_n=an as nn approaches infinity... which clearly diverges.)

(check out this video if you want a person to explain geometric series)

This test for geometric series (known as the geometric series test) is one of a number of convergence tests.

Convergence Tests

  1. Divergence Test. If limnan0\lim_{n\to\infty}a_n\neq 0, then an\sum a_n diverges. Use this test before all others! However, remember that the Divergence Test is not an "if and only if" statement — the only thing it can guarantee is whether a given series diverges (just because the test doesn't say it diverges doesn't mean it doesn't — consider the harmonic series).
  2. Geometric Series. A geometric series arn1\sum ar^{n-1} converges if and only if r<1|r|< 1.
  3. Comparison Test. Suppose that 0anbn0\leq a_n\leq b_n and bn\sum b_n converges. Then, an\sum a_n converges. By similar logic, if ancna_n\geq c_n and cn\sum c_n diverges, then an\sum a_n also diverges.
  4. Integral Test. Suppose f(x)f(x) is a continuous, positive, decreasing (all three of these must hold!) function for x1x \geq 1, and that f(n)f(n) represents the terms of the sequence ana_n for which you are summing the series an\sum a_n. Then, the series an\sum a_n converges if and only if the improper integral 1f(x)dx\int_1^\infty f(x)dx converges. I recommend watching Dr. Trefor Bazett's video about this test for a visual representation.
  5. Limit Comparison Test. If the ratio anbn\frac{a_n}{b_n} approaches a positive limit LL, then an\sum a_n and bn\sum b_n both either converge or both diverge.
  6. Ratio Test. If we have the series an\sum a_n, we can decide whether it converges by considering the following: L=limnan+1anL=\lim_{n\to\infty} |\frac{a_{n+1}}{a_n}|. If L<1L< 1, the series absolutely converges; if L>1L> 1, it diverges; and if L=1L = 1, the series may be divergent, conditionally convergent, or absolutely convergent.
  7. Root Test. Same as the Ratio Test, but L=limnan1n.L=\lim_{n\to\infty}\left | a_n\right |^{\frac1n}.
  8. Alternating Series Test. An alternating series is one where the terms can be written as an=(1)nbna_n=(-1)^n b_n or an=(1)n+1bn.a_n=(-1)^{n + 1} b_n. ana_n converges if limnan=0\lim_{n\to\infty} a_n=0 and {bn}\{b_n\} is a decreasing sequence.

Taylor Series

How do we actually calculate cos(x)\cos(x) for all xx? How do we know that cos(39)0.777\cos(39^\circ)\approx 0.777? In computers, we obviously have a few optimizations (say, when x0,45,x\approx 0^\circ,45^\circ, or 6060^\circ). However, we don't really know how to find the exact value of a function like cos\cos that isn't easily representable. This is where we decided to use the magic of approximation. If a function f(x)f(x) is continuous and infinitely differentiable (and we can find its derivatives), we can model it with something called a Taylor series that gives us a polynomial approximation of the function.

Taylor Series
For an infinitely differentiable function ff, its Taylor polynomial centered at x=ax=a is f(x)=n=0f(n)(a)n!(xa)n=f(a)+f(a)(xa)+f(a)2(xa)2+f(a)6(xa)3+\begin{align*}f(x)&=\sum_{n=0}^\infty \frac{f^{(n)}(a)}{n!}(x-a)^n\\&=f(a)+f'(a)(x-a)+\frac{f''(a)}{2}(x-a)^2+\frac{f'''(a)}{6}(x-a)^3+\dots\end{align*} (See Paul's Online Math Notes for an explanation of how this is found.)

When a=0,a=0, the series is called the Maclaurin series.

Then, we can also find the error in Taylor approximation: Rn(x)=f(x)Tn(x),R_n(x)=f(x)-T_n(x), Which means that we can write f(x)=Tn(x)+Rn(x).f(x)=T_n(x)+R_n(x).

Ex. Find the Taylor series for exe^x around x=0.x=0. (then Google the answer, I ain't typing allat out.)