4.3.15Calculus III — Sequences & Series

Term-by-term differentiation and integration of power series

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1. What exactly are we claiming?

WHAT changes / WHAT stays?

  • The radius RR stays the same.
  • The behaviour at the endpoints x=c±Rx=c\pm R can change (integration may gain convergence, differentiation may lose it). Always re-check endpoints separately.

2. WHY is the radius unchanged? (Derivation from scratch)

We never dump this — we earn it.

Derivation. The radius is governed (Cauchy–Hadamard) by 1R=lim supnan1/n.\frac{1}{R}=\limsup_{n\to\infty}|a_n|^{1/n}.

For the differentiated series the coefficients are bn=(n+1)an+1b_n = (n+1)a_{n+1} (after re-indexing). Its radius RR' satisfies 1R=lim supn(n+1)an+11/n.\frac{1}{R'}=\limsup_{n\to\infty} |(n+1)a_{n+1}|^{1/n}.

Now use the crucial limit, which we prove because it is the whole engine: limnn1/n=1.\lim_{n\to\infty} n^{1/n}=1.

Therefore (n+1)1/n1|(n+1)|^{1/n}\to 1 and the lim sup\limsup value is unchanged: lim sup(n+1)an+11/n=lim supan+11/n=1R.\limsup |(n+1)a_{n+1}|^{1/n}=\limsup |a_{n+1}|^{1/n}=\frac1R. So R=RR'=R. The integration case is identical with factor 1n+1\frac{1}{n+1}, whose 1/n1/n-th power also 1\to 1. ∎


3. WHY can we swap ddx\frac{d}{dx} and \sum at all?


4. Worked Examples

Figure — Term-by-term differentiation and integration of power series

5. Forecast-then-Verify drill

Recall Forecast: differentiate

n=0xnn!\sum_{n=0}^{\infty}\frac{x^n}{n!}. What do you predict? Prediction: it should give itself (exe^x). Verify: ddxxnn!=n=1nxn1n!=n=1xn1(n1)!=m=0xmm!.\frac{d}{dx}\sum\frac{x^n}{n!}=\sum_{n=1}^{\infty}\frac{n x^{n-1}}{n!}=\sum_{n=1}^{\infty}\frac{x^{n-1}}{(n-1)!}=\sum_{m=0}^{\infty}\frac{x^m}{m!}. ✓ The series equals its own derivative — consistent with exe^x.


6. Flashcards

What happens to the radius of convergence when you differentiate a power series term by term?
It stays the same (RR unchanged); only endpoint behaviour may change.
Why is n1/n1n^{1/n}\to 1?
Because ln(n1/n)=lnnn0\ln(n^{1/n})=\frac{\ln n}{n}\to 0, so n1/n=elnn/ne0=1n^{1/n}=e^{\ln n / n}\to e^0=1.
What is the term-by-term derivative of an(xc)n\sum a_n(x-c)^n?
n=1nan(xc)n1\sum_{n=1}^{\infty} n\,a_n (x-c)^{n-1}.
What is the term-by-term integral of an(xc)n\sum a_n(x-c)^n?
C+n=0ann+1(xc)n+1C+\sum_{n=0}^{\infty}\frac{a_n}{n+1}(x-c)^{n+1}.
Which can integration sometimes gain that differentiation can lose?
Convergence at an endpoint x=c±Rx=c\pm R.
What analytic property of power series justifies swapping ddx\frac{d}{dx} and \sum?
Uniform convergence of the derivative series on compact subintervals of (cR,c+R)(c-R,c+R).
Series for arctanx\arctan x derived how?
Integrate 11+x2=(1)nx2n\frac{1}{1+x^2}=\sum(-1)^n x^{2n} term by term: (1)n2n+1x2n+1\sum \frac{(-1)^n}{2n+1}x^{2n+1}.
Leibniz formula for π/4\pi/4 comes from?
Putting x=1x=1 in the arctan\arctan series: 113+15=π41-\frac13+\frac15-\cdots=\frac{\pi}{4}.

Recall Feynman: explain to a 12-year-old

Imagine a super-long polynomial that never ends. Normal short polynomials are easy: to find the slope you just bring the power down, and to find area you bump the power up. The cool fact is that the never-ending one plays by the same simple rules as long as you stay in its "safe zone" (the inside of its interval). And the safe zone stays exactly the same size after you do this — only the two end-points (the edges) might start or stop behaving. So if you know one infinite-polynomial, you can make new ones for free by slope-ing or area-ing each piece.

Connections

Concept Map

behaves like

allows

differentiate

integrate

same radius

same radius

proved via

key limit

shown by

but

applications

applications

Power series sum an x-c to n

Infinite polynomial

Term-by-term ops

f prime multiplies an by n

Antiderivative divides an by n+1

Radius R unchanged

Cauchy-Hadamard limsup

n to power 1 over n goes to 1

Take logs, ln n over n to 0

Endpoints can change

Derive arctan series, solve ODEs

Hinglish (regional understanding)

Intuition Hinglish mein samjho

Dekho, power series ko samajhne ka sabse easy tareeka hai: ise ek infinite polynomial maan lo. Aur polynomial differentiate/integrate karna toh bachche ka khel hai — power neeche le aao ya power upar badha do. Bilkul wahi rule yahan bhi chalta hai, har term pe alag-alag, jab tak tum interval of convergence ke andar ho. Sabse important baat: differentiate ya integrate karne ke baad bhi radius of convergence same rehta hai (RR change nahi hota). Sirf do endpoints ka behaviour badal sakta hai — isliye endpoints hamesha dobara check karo.

Iska reason kya hai? Differentiate karne pe nn-th coefficient nn se multiply hota hai, integrate karne pe (n+1)(n+1) se divide. Par convergence ek geometric cheez hai jo an1/n|a_n|^{1/n} pe depend karti hai, aur n1/n1n^{1/n} \to 1 hota hai (kyunki lnnn0\frac{\ln n}{n}\to 0). Matlab ye nn wala factor nn-th root mein gayab ho jata hai, isliye radius nahi badalta. Bas endpoint pe kabhi-kabhi convergence mil jaati hai (jaise integration ke baad) ya chhin jaati hai.

Practical fayda zabardast hai. 11x=xn\frac{1}{1-x}=\sum x^n se shuru karo, xx ki jagah x2-x^2 daalo, phir integrate karo — seedha arctanx=xx33+x55\arctan x = x-\frac{x^3}{3}+\frac{x^5}{5}-\cdots mil jata hai, bina koi mehnat ke! Aur x=1x=1 rakho toh famous π4=113+15\frac{\pi}{4}=1-\frac13+\frac15-\cdots (Leibniz). Isi tarah ln(1+x)\ln(1+x) bhi banta hai. Yaad rakhne ka mantra: DIRT — Differentiate/Integrate, Radius same, Test endpoints again. Bas yehi 80/20 funda hai is topic ka.

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