{{#invoke:other uses|otheruses}} Template:Short description
In mathematics, a power series (in one variable) is an infinite series of the form <math display="block">\sum_{n=0}^\infty a_n \left(x - c\right)^n = a_0 + a_1 (x - c) + a_2 (x - c)^2 + \dots</math> where <math>a_n</math> represents the coefficient of the nth term and c is a constant called the center of the series. Power series are useful in mathematical analysis, where they arise as Taylor series of infinitely differentiable functions. In fact, Borel's theorem implies that every power series is the Taylor series of some smooth function.
In many situations, the center c is equal to zero, for instance for Maclaurin series. In such cases, the power series takes the simpler form <math display="block">\sum_{n=0}^\infty a_n x^n = a_0 + a_1 x + a_2 x^2 + \dots.</math>
The partial sums of a power series are polynomials, the partial sums of the Taylor series of an analytic function are a sequence of converging polynomial approximations to the function at the center, and a converging power series can be seen as a kind of generalized polynomial with infinitely many terms. Conversely, every polynomial is a power series with only finitely many non-zero terms.
Beyond their role in mathematical analysis, power series also occur in combinatorics as generating functions (a kind of formal power series) and in electronic engineering (under the name of the Z-transform). The familiar decimal notation for real numbers can also be viewed as an example of a power series, with integer coefficients, but with the argument x fixed at Template:Fraction. In number theory, the concept of p-adic numbers is also closely related to that of a power series.
ExamplesEdit
PolynomialEdit
n=0 gives <math>f(x) = 1</math>,
n=1 <math>f(x) = 1 + x</math>,
n=2 <math>f(x)= 1 + x + x^2/2</math>,
n=3 <math>f(x)= 1 + x + x^2/2 + x^3/6</math> etcetera.
Every polynomial of degree Template:Mvar can be expressed as a power series around any center Template:Math, where all terms of degree higher than Template:Mvar have a coefficient of zero.<ref>Template:Cite book</ref> For instance, the polynomial <math display="inline">f(x) = x^2 + 2x + 3</math> can be written as a power series around the center <math display="inline">c = 0</math> as <math display="block">f(x) = 3 + 2 x + 1 x^2 + 0 x^3 + 0 x^4 + \cdots</math> or around the center <math display="inline">c = 1</math> as <math display="block">f(x) = 6 + 4(x - 1) + 1(x - 1)^2 + 0(x - 1)^3 + 0(x - 1)^4 + \cdots. </math>
One can view power series as being like "polynomials of infinite degree", although power series are not polynomials in the strict sense.
Geometric series, exponential function and sineEdit
The geometric series formula <math display="block">\frac{1}{1 - x} = \sum_{n=0}^\infty x^n = 1 + x + x^2 + x^3 + \cdots,</math> which is valid for <math display="inline">|x| < 1</math>, is one of the most important examples of a power series, as are the exponential function formula <math display="block">e^x = \sum_{n=0}^\infty \frac{x^n}{n!} = 1 + x + \frac{x^2}{2!} + \frac{x^3}{3!} + \cdots</math> and the sine formula <math display="block">\sin(x) = \sum_{n=0}^\infty \frac{(-1)^n x^{2n+1}}{(2n + 1)!} = x - \frac{x^3}{3!} + \frac{x^5}{5!} - \frac{x^7}{7!} + \cdots,</math> valid for all real x. These power series are examples of Taylor series (or, more specifically, of Maclaurin series).
On the set of exponentsEdit
Negative powers are not permitted in an ordinary power series; for instance, <math display="inline">x^{-1} + 1 + x^{1} + x^{2} + \cdots</math> is not considered a power series (although it is a Laurent series). Similarly, fractional powers such as <math display="inline">x^\frac{1}{2}</math> are not permitted; fractional powers arise in Puiseux series. The coefficients <math display="inline"> a_n</math> must not depend on Template:Nowrap thus for instance <math display="inline">\sin(x) x + \sin(2x) x^2 + \sin(3x) x^3 + \cdots </math> is not a power series.
Radius of convergenceEdit
A power series <math display="inline"> \sum_{n=0}^\infty a_n(x-c)^n</math> is convergent for some values of the variable Template:Math, which will always include Template:Math since <math>(x-c)^0 = 1</math> and the sum of the series is thus <math>a_0</math> for Template:Math. The series may diverge for other values of Template:Mvar, possibly all of them. If Template:Math is not the only point of convergence, then there is always a number Template:Math with Template:Math such that the series converges whenever Template:Math and diverges whenever Template:Math. The number Template:Math is called the radius of convergence of the power series; in general it is given as <math display="block">r = \liminf_{n\to\infty} \left|a_n\right|^{-\frac{1}{n}}</math> or, equivalently, <math display="block">r^{-1} = \limsup_{n\to\infty} \left|a_n\right|^\frac{1}{n}.</math> This is the Cauchy–Hadamard theorem; see limit superior and limit inferior for an explanation of the notation. The relation <math display="block">r^{-1} = \lim_{n\to\infty}\left|{a_{n+1}\over a_n}\right|</math> is also satisfied, if this limit exists.
The set of the complex numbers such that Template:Math is called the disc of convergence of the series. The series converges absolutely inside its disc of convergence and it converges uniformly on every compact subset of the disc of convergence.
For Template:Math, there is no general statement on the convergence of the series. However, Abel's theorem states that if the series is convergent for some value Template:Mvar such that Template:Math, then the sum of the series for Template:Math is the limit of the sum of the series for Template:Math where Template:Mvar is a real variable less than Template:Val that tends to Template:Val.
Operations on power seriesEdit
Addition and subtractionEdit
When two functions f and g are decomposed into power series around the same center c, the power series of the sum or difference of the functions can be obtained by termwise addition and subtraction. That is, if <math display="block">f(x) = \sum_{n=0}^\infty a_n (x - c)^n</math> and <math display="block">g(x) = \sum_{n=0}^\infty b_n (x - c)^n</math> then <math display="block">f(x) \pm g(x) = \sum_{n=0}^\infty (a_n \pm b_n) (x - c)^n.</math>
The sum of two power series will have a radius of convergence of at least the smaller of the two radii of convergence of the two series,<ref>Erwin Kreyszig, Advanced Engineering Mathematics, 8th ed, page 747</ref> but possibly larger than either of the two. For instance it is not true that if two power series <math display="inline">\sum_{n=0}^\infty a_n x^n</math> and <math display="inline">\sum_{n=0}^\infty b_n x^n</math> have the same radius of convergence, then <math display="inline">\sum_{n=0}^\infty \left(a_n + b_n\right) x^n</math> also has this radius of convergence: if <math display="inline">a_n = (-1)^n</math> and <math display="inline">b_n = (-1)^{n+1} \left(1 - \frac{1}{3^n}\right)</math>, for instance, then both series have the same radius of convergence of 1, but the series <math display="inline">\sum_{n=0}^\infty \left(a_n + b_n\right) x^n = \sum_{n=0}^\infty \frac{(-1)^n}{3^n} x^n</math> has a radius of convergence of 3.
Multiplication and divisionEdit
With the same definitions for <math>f(x)</math> and <math>g(x)</math>, the power series of the product and quotient of the functions can be obtained as follows: <math display="block">\begin{align}
f(x)g(x) &= \biggl(\sum_{n=0}^\infty a_n (x-c)^n\biggr)\biggl(\sum_{n=0}^\infty b_n (x - c)^n\biggr) \\
&= \sum_{i=0}^\infty \sum_{j=0}^\infty a_i b_j (x - c)^{i+j} \\
&= \sum_{n=0}^\infty \biggl(\sum_{i=0}^n a_i b_{n-i}\biggr) (x - c)^n.
\end{align}</math>
The sequence <math display="inline">m_n = \sum_{i=0}^n a_i b_{n-i}</math> is known as the Cauchy product of the sequences <math>a_n</math> and Template:Nowrap
For division, if one defines the sequence <math>d_n</math> by <math display="block">\frac{f(x)}{g(x)} = \frac{\sum_{n=0}^\infty a_n (x - c)^n}{\sum_{n=0}^\infty b_n (x - c)^n} = \sum_{n=0}^\infty d_n (x - c)^n</math> then <math display="block">f(x) = \biggl(\sum_{n=0}^\infty b_n (x - c)^n\biggr)\biggl(\sum_{n=0}^\infty d_n (x - c)^n\biggr)</math> and one can solve recursively for the terms <math>d_n</math> by comparing coefficients.
Solving the corresponding equations yields the formulae based on determinants of certain matrices of the coefficients of <math>f(x)</math> and <math>g(x)</math> <math display="block">d_0=\frac{a_0}{b_0}</math> <math display="block">d_n=\frac{1}{b_0^{n+1}} \begin{vmatrix} a_n &b_1 &b_2 &\cdots&b_n \\ a_{n-1}&b_0 &b_1 &\cdots&b_{n-1}\\ a_{n-2}&0 &b_0 &\cdots&b_{n-2}\\ \vdots &\vdots&\vdots&\ddots&\vdots \\ a_0 &0 &0 &\cdots&b_0\end{vmatrix}</math>
Differentiation and integrationEdit
Once a function <math>f(x)</math> is given as a power series as above, it is differentiable on the interior of the domain of convergence. It can be differentiated and integrated by treating every term separately since both differentiation and integration are linear transformations of functions: <math display="block">\begin{align}
f'(x) &= \sum_{n=1}^\infty a_n n (x - c)^{n-1} = \sum_{n=0}^\infty a_{n+1} (n + 1) (x - c)^n, \\
\int f(x)\,dx &= \sum_{n=0}^\infty \frac{a_n (x - c)^{n+1}}{n + 1} + k = \sum_{n=1}^\infty \frac{a_{n-1} (x - c)^n}{n} + k.
\end{align}</math>
Both of these series have the same radius of convergence as the original series.
Analytic functionsEdit
{{#invoke:Labelled list hatnote|labelledList|Main article|Main articles|Main page|Main pages}} A function f defined on some open subset U of R or C is called analytic if it is locally given by a convergent power series. This means that every a ∈ U has an open neighborhood V ⊆ U, such that there exists a power series with center a that converges to f(x) for every x ∈ V.
Every power series with a positive radius of convergence is analytic on the interior of its region of convergence. All holomorphic functions are complex-analytic. Sums and products of analytic functions are analytic, as are quotients as long as the denominator is non-zero.
If a function is analytic, then it is infinitely differentiable, but in the real case the converse is not generally true. For an analytic function, the coefficients an can be computed as <math display="block">a_n = \frac{f^{\left( n \right)} \left( c \right)}{n!}</math>
where <math>f^{(n)}(c)</math> denotes the nth derivative of f at c, and <math>f^{(0)}(c) = f(c)</math>. This means that every analytic function is locally represented by its Taylor series.
The global form of an analytic function is completely determined by its local behavior in the following sense: if f and g are two analytic functions defined on the same connected open set U, and if there exists an element Template:Math such that Template:Math for all Template:Math, then Template:Math for all Template:Math.
If a power series with radius of convergence r is given, one can consider analytic continuations of the series, that is, analytic functions f which are defined on larger sets than Template:Math and agree with the given power series on this set. The number r is maximal in the following sense: there always exists a complex number Template:Mvar with Template:Math such that no analytic continuation of the series can be defined at Template:Mvar.
The power series expansion of the inverse function of an analytic function can be determined using the Lagrange inversion theorem.
Behavior near the boundaryEdit
The sum of a power series with a positive radius of convergence is an analytic function at every point in the interior of the disc of convergence. However, different behavior can occur at points on the boundary of that disc. For example:
- Divergence while the sum extends to an analytic function: <math display="inline">\sum_{n=0}^{\infty}z^n</math> has radius of convergence equal to <math>1</math> and diverges at every point of <math>|z|=1</math>. Nevertheless, the sum in <math>|z|<1</math> is <math display="inline">\frac{1}{1-z}</math>, which is analytic at every point of the plane except for <math>z=1</math>.
- Convergent at some points divergent at others: <math display="inline">\sum_{n=1}^{\infty}\frac{z^n}{n}</math> has radius of convergence <math>1</math>. It converges for <math>z=-1</math>, while it diverges for <math>z=1</math>.
- Absolute convergence at every point of the boundary: <math display="inline">\sum_{n=1}^{\infty}\frac{z^n}{n^2}</math> has radius of convergence <math>1</math>, while it converges absolutely, and uniformly, at every point of <math>|z|=1</math> due to Weierstrass M-test applied with the hyper-harmonic convergent series <math display="inline">\sum_{n=1}^{\infty}\frac{1}{n^2}</math>.
- Convergent on the closure of the disc of convergence but not continuous sum: Sierpiński gave an example<ref>Template:Cite journal</ref> of a power series with radius of convergence <math>1</math>, convergent at all points with <math>|z|=1</math>, but the sum is an unbounded function and, in particular, discontinuous. A sufficient condition for one-sided continuity at a boundary point is given by Abel's theorem.
Formal power seriesEdit
{{#invoke:Labelled list hatnote|labelledList|Main article|Main articles|Main page|Main pages}} In abstract algebra, one attempts to capture the essence of power series without being restricted to the fields of real and complex numbers, and without the need to talk about convergence. This leads to the concept of formal power series, a concept of great utility in algebraic combinatorics.
Power series in several variablesEdit
An extension of the theory is necessary for the purposes of multivariable calculus. A power series is here defined to be an infinite series of the form <math display="block">f(x_1, \dots, x_n) = \sum_{j_1, \dots, j_n = 0}^\infty a_{j_1, \dots, j_n} \prod_{k=1}^n (x_k - c_k)^{j_k},</math> where Template:Math is a vector of natural numbers, the coefficients Template:Math are usually real or complex numbers, and the center Template:Math and argument Template:Math are usually real or complex vectors. The symbol <math>\Pi</math> is the product symbol, denoting multiplication. In the more convenient multi-index notation this can be written <math display="block">f(x) = \sum_{\alpha \in \N^n} a_\alpha (x - c)^\alpha.</math> where <math>\N</math> is the set of natural numbers, and so <math>\N^n</math> is the set of ordered n-tuples of natural numbers.
The theory of such series is trickier than for single-variable series, with more complicated regions of convergence. For instance, the power series <math display="inline">\sum_{n=0}^\infty x_1^n x_2^n</math> is absolutely convergent in the set <math>\{ (x_1, x_2): |x_1 x_2| < 1\}</math> between two hyperbolas. (This is an example of a log-convex set, in the sense that the set of points <math>(\log |x_1|, \log |x_2|)</math>, where <math>(x_1, x_2)</math> lies in the above region, is a convex set. More generally, one can show that when c=0, the interior of the region of absolute convergence is always a log-convex set in this sense.) On the other hand, in the interior of this region of convergence one may differentiate and integrate under the series sign, just as one may with ordinary power series.<ref>Template:Cite journal</ref>
Order of a power seriesEdit
Let Template:Mvar be a multi-index for a power series Template:Math. The order of the power series f is defined to be the least value <math>r</math> such that there is aα ≠ 0 with <math>r = |\alpha| = \alpha_1 + \alpha_2 + \cdots + \alpha_n</math>, or <math>\infty</math> if f ≡ 0. In particular, for a power series f(x) in a single variable x, the order of f is the smallest power of x with a nonzero coefficient. This definition readily extends to Laurent series.
NotesEdit
ReferencesEdit
External linksEdit
- {{#invoke:Template wrapper|{{#if:|list|wrap}}|_template=cite web
|_exclude=urlname, _debug, id |url = https://mathworld.wolfram.com/{{#if:FormalPowerSeries%7CFormalPowerSeries.html}} |title = Formal Power Series |author = Weisstein, Eric W. |website = MathWorld |access-date = |ref = Template:SfnRef }}
- {{#invoke:Template wrapper|{{#if:|list|wrap}}|_template=cite web
|_exclude=urlname, _debug, id |url = https://mathworld.wolfram.com/{{#if:PowerSeries%7CPowerSeries.html}} |title = Power Series |author = Weisstein, Eric W. |website = MathWorld |access-date = |ref = Template:SfnRef }}
- Powers of Complex Numbers by Michael Schreiber, Wolfram Demonstrations Project.