* Your assessment is very important for improving the workof artificial intelligence, which forms the content of this project
Download Ch 5.1 Fundamental Concepts of Infinite Series
Large numbers wikipedia , lookup
Infinitesimal wikipedia , lookup
Infinite monkey theorem wikipedia , lookup
Hyperreal number wikipedia , lookup
Elementary mathematics wikipedia , lookup
Georg Cantor's first set theory article wikipedia , lookup
Law of large numbers wikipedia , lookup
Augustin-Louis Cauchy wikipedia , lookup
Collatz conjecture wikipedia , lookup
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