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Radius of convergence
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==Finding the radius of convergence== Two cases arise: * The first case is theoretical: when you know all the coefficients <math>c_n</math> then you take certain limits and find the precise radius of convergence. * The second case is practical: when you construct a power series solution of a difficult problem you typically will only know a finite number of terms in a power series, anywhere from a couple of terms to a hundred terms. In this second case, extrapolating a plot estimates the radius of convergence. ===Theoretical radius=== The radius of convergence can be found by applying the [[root test]] to the terms of the series. The root test uses the number :<math>C = \limsup_{n\to\infty}\sqrt[n]{|c_n(z-a)^n|} = \limsup_{n\to\infty} \left(\sqrt[n]{|c_n|}\right) |z-a|</math> "lim sup" denotes the [[limit superior]]. The root test states that the series converges if ''C'' < 1 and diverges if ''C'' > 1. It follows that the power series converges if the distance from ''z'' to the center ''a'' is less than :<math>r = \frac{1}{\limsup_{n\to\infty}\sqrt[n]{|c_n|}}</math> and diverges if the distance exceeds that number; this statement is the [[Cauchy–Hadamard theorem]]. Note that ''r'' = 1/0 is interpreted as an infinite radius, meaning that ''f'' is an [[entire function]]. The limit involved in the [[ratio test]] is usually easier to compute, and when that limit exists, it shows that the radius of convergence is finite. <!-- NOTE: The ratio test as usually stated involves c_{n+1}/c_n, but THIS statement correctly uses c_{n+1}/c_n. --> :<math>r = \lim_{n\to\infty} \left| \frac{c_{n}}{c_{n+1}} \right|.</math> <!-- NOTE: The ratio test as usually stated involves c_{n+1}/c_n, but THIS statement correctly uses c_n/c_{n+1}. --> This is shown as follows. The ratio test says the series converges if : <math> \lim_{n\to\infty} \frac{|c_{n+1}(z-a)^{n+1}|}{|c_n(z-a)^n|} < 1. </math> That is equivalent to : <math> |z - a| < \frac{1}{\lim_{n\to\infty} \frac{|c_{n+1}|}{|c_n|}} = \lim_{n\to\infty} \left|\frac{c_n}{c_{n+1}}\right|. </math> ==={{anchor|Domb–Sykes plot|Domb–Sykes plot}} Practical estimation of radius in the case of real coefficients === <!-- [[Domb–Sykes plot]] redirects here (and so in [[MOS:BOLD|boldface]] --> [[File:Domb Sykes plot Hinch.svg|thumb|right|400px|Plots of the function <math>f(\varepsilon)=\frac{\varepsilon(1+\varepsilon^3)}{\sqrt{1+2\varepsilon}}.</math> <br> The solid green line is the [[straight line|straight-line]] [[asymptote]] in the Domb–Sykes plot,<ref>See Figure 8.1 in: {{citation| first=E.J. |last=Hinch |year=1991 |title=Perturbation Methods |series=Cambridge Texts in Applied Mathematics |volume=6 |publisher=Cambridge University Press |isbn=0-521-37897-4 |page=146}}</ref> plot (b), which intercepts the vertical axis at −2 and has a slope +1. Thus there is a singularity at <math>\varepsilon=-1/2</math> and so the radius of convergence is <math>r=1/2.</math>]] Usually, in scientific applications, only a finite number of coefficients <math>c_n</math> are known. Typically, as <math>n</math> increases, these coefficients settle into a regular behavior determined by the nearest radius-limiting singularity. In this case, two main techniques have been developed, based on the fact that the coefficients of a Taylor series are roughly exponential with ratio <math>1/r</math> where ''r'' is the radius of convergence. * The basic case is when the coefficients ultimately share a common sign or alternate in sign. As pointed out earlier in the article, in many cases the limit <math display="inline">\lim_{n\to \infty} {c_n / c_{n-1}}</math> exists, and in this case <math display="inline">1/r = \lim_{n \to \infty} {c_n / c_{n-1}}</math>. Negative <math>r</math> means the convergence-limiting singularity is on the negative axis. Estimate this limit, by plotting the <math>c_n/c_{n-1}</math> versus <math>1/n</math>, and graphically extrapolate to <math>1/n=0</math> (effectively <math>n=\infty</math>) via a [[Linear Regression|linear fit]]. The intercept with <math>1/n=0</math> estimates the reciprocal of the radius of convergence, <math>1/r</math>. This plot is called a '''Domb–Sykes plot'''.<ref>{{citation |first1=C. |last1=Domb |first2=M.F. |last2=Sykes |title=On the susceptibility of a ferromagnetic above the Curie point |journal=Proc. R. Soc. Lond. A |volume=240 |pages=214–228 |year=1957 |issue=1221 |doi=10.1098/rspa.1957.0078 |bibcode=1957RSPSA.240..214D |s2cid=119974403 }}</ref> * The more complicated case is when the signs of the coefficients have a more complex pattern. Mercer and Roberts proposed the following procedure.<ref>{{citation |first1=G.N. |last1=Mercer |first2=A.J. |last2=Roberts |title=A centre manifold description of contaminant dispersion in channels with varying flow properties |journal=SIAM J. Appl. Math. |volume=50 |pages=1547–1565 |year=1990 |doi=10.1137/0150091 |issue=6}}</ref> Define the associated sequence <math display="block">b_n^2=\frac{c_{n+1}c_{n-1} - c_n^2}{c_n c_{n-2} - c_{n-1}^2} \quad n=3,4,5,\ldots.</math> Plot the finitely many known <math>b_n</math> versus <math>1/n</math>, and graphically extrapolate to <math>1/n=0</math> via a linear fit. The intercept with <math>1/n=0</math> estimates the reciprocal of the radius of convergence, <math>1/r</math>.{{pb}} This procedure also estimates two other characteristics of the convergence limiting singularity. Suppose the nearest singularity is of degree <math>p</math> and has angle <math>\pm\theta</math> to the real axis. Then the slope of the linear fit given above is <math>-(p+1)/r</math>. Further, plot <math display="inline">\frac{1}{2} \left(\frac{c_{n-1}b_n}{c_n} + \frac{c_{n+1}}{c_n b_n}\right)</math> versus <math display="inline">1/n^2</math>, then a linear fit extrapolated to <math display="inline">1/n^2=0</math> has intercept at <math>\cos\theta</math>.
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