Numerical Analysis
Numerical Analysis
Numerical Analysis
Numerical
Analysis 4
Dr. Wissam Karam
Common Trunk
SEM 3
The Student Committee is a group of students dedicated
to working for the student body. As the book committee,
our job is to provide for the students all the materials
they need in a specific semester, starting from the
reference books till the exams of the previous years with
their solutions, and most importantly the course notes of
each course, whether they are slides or handwritten by
the teacher of the course or typed notes based on last
year’s lectures. Every single part of the package is
reviewed yearly to add the latest exercises and their
solutions, the latest notions and tips and tricks to ace
the course. And of course, all of this is made in
collaboration with the doctors giving their lectures.
Chapter 1
Course…..…………………………………………………………………………..…13
Exercises……………………………………………………………………………...27
Solution………………………………………………………………………………..29
Chapter 2
Course….……………………………………………………………………………...43
Exercises……………………………………………………………………………...63
Solution………………………………………………………………………………..65
Chapter 3
Course…..……………………………………………………………………………..77
Exercises……………………………………………………………………………...88
Solution…………………………………………………………………………….....90
Chapter 4
Course…..……………………………………………………………………………101
Exercises…………………………………………………………………………….113
Solution………………………………………………………………………………115
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Calculus III – Numerical Series
1. Express each of the following decimal numbers as a fraction of integers, the number under
the bar repeating itself infinitely:
̅̅̅̅̅067067067067....
(a) x = 3,067
̅̅̅̅̅123123123123...
(b) y = 0,123
̅̅̅̅̅̅̅10101010101010....
(c) z = 1.1010
2. Calculate the partial sum of order n then deduce the sum of each of the following series:
2 2 2
(a) 2 + 3 + 9 + 27 + ⋯
5 5 5
(b) 5 − 2 + 4 − 8 + ⋯
3 3 3
(c) + 5×6 + 6×7 + ⋯
4×5
1 1 1
(d) 1×2 + 2×3 + 3×4 + ⋯
𝑆𝑟 = 1 + 2𝑟 + 𝑟 2 + 2𝑟 3 + 𝑟 4 + 2𝑟 5 + 𝑟 6 + ⋯
Calculate the sum when it’s convergent
Page 27
2
2 1 𝑛 1 𝑛
𝑠𝑛 = 𝑡𝑛 = 𝑒𝑛 (1 − ) 𝑢𝑛 = 𝑒 𝑛 (1 − 𝑛)
1+𝑒 𝑛 𝑛
2
1 𝑛 𝑛2 1 6
𝑣𝑛 = (1 + 𝑛) 𝑤𝑛 = 2𝑛 + 𝑒 𝑛 𝑥𝑛 =
√𝑛(𝑛+1)(𝑛+2)
3−𝑛 (3𝑛)!
𝑦𝑛 = 𝑛(𝑛+1)(𝑛+3) 𝑧𝑛 =
𝑛!(𝑛+1)!(𝑛+2)!
8. Discuss in function of α and β the nature of the following series of general term
1
𝑈𝑛 = 𝛼
𝑛 (ln 𝑛)𝛽
Page 28
TD Chap. 1 : Séries Numériques
Exercice 1 :
67 67 67
a) x 3, 067067067067 = 3 067 3 3
3 2
10 (10 ) (10 3 ) 3
U0 67 1 67 67 67 3064
S x 3
1 q 10 3 1 10 3 1 999 999 999
1
10 3
Exercice 2 :
2 2 2 2 2
a) 2
3
9 27
n
3
3
n 0
n
b)
n
5 5 5 5 5 1
5 (1) n n
2 4 8 2
0 ( 2)
n
5
0 2
n 1
1
(1 )
10 1
n 1
Sn 5 2 1 S lim S n
10
1 3 2
n 3
1
2
c) 3 3 3 1 1 1
3
45 5 6 67 45 5 6 67
1 1 1 1 1 1 1 1
3 3
4 5 5 6 n n 1 4 n 1
3 3
S lim S n
n
4
avec la série initale de la forme
n4 n(n 1)
1 1 1 1
1 2
23
3 4
n 0 (n 1)(n 2)
Page 29
1
Sn 1 S lim S n 1
d) n2 n
Exercice 3 :
1
n 0 7n
suite géométrique avec U0 = 1 et q = 1/7
1
1 1 n 1
7 7 1 7
Sn 1 n 1 S lim S n
6 6 7 n 6
7
1 7
1
1 1 1 22
n n
2 4
2n
7
n 0 4
n
1
1
7
1
3
n 0 n 0
1 1
2 4
2 (1) n 1 1 1 1 3 5
n n n 2
1
1
1
1
1
3 5
n 0 3 3 5 1 1 1 4 4
3 3 5
9 9 1
10 n
10
1
1
n 1
1
10
9 9 1 1
10 n
10 3
1
100
n 3
1
10
9 9 9 99 1
Ou 10
n 1
n
100 10
1
100
100
6
n 1 (2n 1)(2n 1)
6 A B 2 A 2 B 0 A3
A(2n 1) B(2n 1) 6
(2n 1)(2n 1) 2n 1 2n 1 A B 6 B 3
6 3 3
n 1 (2n 1)(2n 1)
n 1
2n 1 2n 1
Page 30
3 3 3 3 3
Sn 3
3 3 5 2n 1 2n 1
3
3 S 3
2n 1
40n
n 1 ( 2n 1) ( 2n 1)
2 2
40n A B C D
(2n 1) 2 (2n 1) 2 (2n 1) (2n 1) 2 (2n 1) (2n 1) 2
1
n 20
(2n 1) 2
2
B B5
4
1
n
(2n 1) 2 2 5 D
A C
n n
0 A C
2 2
si n = 0 0 = -A + B + C + D A = C = 0
5 5
(2n 1) 2
2
(2n 1)
n 1
5 5 5 5 5 5
Sn 5
2 5
32 3 2
5 (2n 1) 2
(2n 1) 2 (2n 1) 2
5
S 5 lim 5
n ( 2n 1) 2
1 1
n 1 n 8n 17 n 10
3 2
(n 1)(n 5)(n 2)
n 1
1 A B C
(n 1)(n 5)(n 2) n5 n2 n 1
1
(n 1) n
1
C
4
1
(n 2) n2
B
3
1
(n 5) n
5
B
12
1 1 1 1 1 1
12 n 5
n 1 4 n 1 n 1 3 n 2 n 1
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1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1
n 1 4 n 1 n 2 n 2 4 3 n 3 12 12 n 3 12 n 4 12 n 4 12 n 5
1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1
4 2 3 n 1 n 2 12 3 4 n 2 n 3 12 4 5 n 3 n 4 12 5 6 n 4 n 5
1 1 1 1 1 1 1 1 1 1 1 1
Sn
8 4n 2 36 12 n 3 48 12 n 4 60 12 n 5
1 1 1 1 43
S
8 36 48 60 720
Ou
1 1 1 1 1 1
n 1
4 n 1
n 1
3 n 2
12 n 5
n 1
1 1 1 1 1 1
4
n2
n
3
n 3
n
12
n
n 6
1 1 1 1 1 1 1 1 1 1 1 1 1
4 2 3 4 5 n 6 n 3 3 4 5 n 6 n 12 n6 n
1 1 1 1 11 1 1 1 11 1 1 77 47 43
4 3 12
n 6 n
4 2 3 4 5
33 4 5
240 180
720
0
Exercice 4 :
1 + eb + e2b + . . . = 9 suite géométrique : q = eb et U0 = 1
1 8
S 9 9 9e b 1 9e b 8 b ln
1 eb 9
Exercice 5 :
S r 1 2r r 2 2r 3 r 4 2r 5 r 6
= 1 + r2 + r4 + … + 2r ( 1 + r2 + r4 + … ) = (1 + 2r) (1 + r2 + r4 +
… )
Série géom. Conv. Si |r| < 1
1 1 2r
S r (1 2r ) .
1 r2 1 r 2
Page 32
Exercice 6 :
1 1
an : série géom. q 1 conv.
2n 2
1 n 1
cn : lim n cn lim 1 : (cn ) et la série harmonique : même nature div.
n 1 n 1 n
n
e n e e
en e : série géométriqu e de raison 1 div.
ne e
1
f n cos : lim f n 1 0 : CN non vérifiée div.
n n
n2 n
gn 2 : lim g n 1 0 : CN non vérifiée div.
n n 789 n
1 4n
hn : lim hn 0 : CN non vérifiée div.
3n n
1 1
in : lim n 2 . in : 2 1 ( Riemann ) conv.
(2n 3)(n 7) n 2
n 1 n 1 1
n
(n 1)! n n
n
n! k n
kn n : lim n 1 lim . lim
n n k
n
n (n 1) n 1 n ! n
n 1
x
x ln
x x x 1
Soit y : ln y x ln
x 1 x 1 1
x
x 1 x x 1
0 ( x 1) 2 x x2
lim ln y : hop lim 1
x 0 1 x x( x 1)
x2
1 k n 1 1
lim y e 1 : lim 1 ( D' Alembert ) conv.
x e n kn e
Page 33
n! (n 1)! n 7 .2 n 1 1
ln ; lim n7 1 div.
n . 2n
7 n (n 1) 7 .2 n1 n! (n 1) 6
2
1 1
mn : série géométriqu e de raison 1 conv.
(ln 3) n ln 3
n
( n !) n n ! n!
nn n : lim n nn lim n 0 1 (Cauchy ) conv.
n
2
n n n
nn
n! (n 1)! e n (n 1)
o n n !e n n
: lim n 1
lim 1 div.
e n e n! n e
1
pn : lim n 3 p n 1 : 3 1 conv.
n 7
3 n
n
1 1 1 1
qn 2 : lim n q n lim 2 0 1 (Cauchy ) conv.
n n n n
n n
4n 4
rn : lim rn ( 1) div.
n 3 . 3n n 3
yx x y x 1 ( x 1) y x 2
lim lim lim
n x3 n 3x 2 n 3
2 2 2
sn : lim s n 0 : n Série géom. de raison 1< 1
1 en n 1 e n
e e
conv.
Termes ≥ 0 et majorée par conv. conv.
n
1
t n e n 1 : lim t n div.
n n
n2 n
1 1
u n e n 1 : lim u n e . n
1 div.
n n
e
n2
1
vn e 1
n
: lim vn e n . e n div.
n n
n2 1 n2 (n 1) 2 2 n 1
wn : : D' Alembert : lim 2 1 conv.
2n en 2n n 2 n1 n 2
1 1
n
: série géom. de raison < 1 conv. somme de 2 séries conv est
e 2
conv
3
6 3
xn : lim n xn 2
6 : 1 ( Riemann ) conv.
n(n 1)(n 2) n 2
Page 34
3 n 3 1
yn conv.
n(n 1)(n 3) n(n 1)(n 3) (n 1)(n 3)
3
lim n 3 3 avec 3 1 : conv.
n n(n 1)(n 3)
1
lim n 2 1 avec 2 1 : conv.
n (n 1)(n 3)
Exercice 7 :
(1) n (1) n 1 1
n
: Un
n
: | U n |
n
: série de Riemann ,
2
1 div.
n 1
1
lim | U n | lim 0
n n
n
U n : série alternée : semi conv.
| U | 1 1 | Un |
n 1
n 1 n
ln n ln n ln n
(1) n 1
n
: |Un |
n
n 0 , lim n
n n
0 : 1 abs. div.
n 1
lim | U n | 0
n
U n : série alternée : ln x 1 ln x semi conv.
soit f ( x ) , f ' 0 : décroiss. | U | | U |
m 1 n
x x2
n n
1 1 2
n 1 2 6
n 1 3
: série géom. à termes 0 abs. conv.
cos n
(1) n 1 1 3
n n
n n
: |Un |
n n
3
: Riemann
2
1 abs. conv.
n 1 n 1
n 2
(3) n 1 3 n 1 3 n 1
n
3 1
n 1 n 6
n
: |Un |
n 6n
6n
3
6
: géom. de raison
2
1
conv.
Page 35
cos n
(1) n 1 1
n 1 6n
n 1 6
n
: |Un |
6 n
: série géom. : q 1
6
abs. conv.
(1) n . (2n)! | U n 1 | (2n 2)! 4 n (n!) 2 (2n 1)(2n 2)
n 1 4 n ( n !) 2
: lim
n | U |
lim n 1
n 4 (n 1)!2
(2n)!
lim
n 4(n 1) 2
1
n
pt douteux
sin n sin n 1
(1)
n 1
n
.
n2
: (1) n .
n 2
2
n
: Riemann 2 1 : conv. abs. conv.
Exercice 8 :
1
Un
n (ln n)
0 lim U n div.
n
si 0 div.
1
0 Un n 1 si 0 div.
(ln n)
0
si 0
n1 / 2 1
lim 0 : = < 1 (Riemann) div
n (ln n) 2
0 1 / 1 :
n n
lim lim 0 : 1 div.
n n (ln n) n (ln n)
n
1 / 1 : lim 0 et 1 conv.
n (ln n)
l , 1 conv.
lim n U n l
n
l 0 , 1 div.
1 1
1 Un : 0 : f ( x) décroiss. et pr x 1
n (ln n) x(ln x)
Page 36
1 dx dv
la série U n et 2 x(ln x)
st de même nature , v ln x dv
x
2 v
si 1 I ln vln 2
div.
v 1 v1 (ln 2)1
si 1 I lim conv. si 1 et div. si 0 1
1 ln 2 v 1 1
(ln n) 0
1
si 0 U n : div. div.
n n
1
si 0 : Un div.
n
1
Un conv. si 1 , et si 1 , 1
n (ln n)
Exercice 9 :
(a) (Un) converge si α > 1 (Riemann)
1
(b) Vn = Un - Un+1 même nature que conv si α ≥ 0 et div si α
n
<0
0 si 0
si 0
1 conv
lim 1
n n
si 0 div.
Sn = V1 + V2 + …. + Vn = U1 - U2 + U2 - U3 + …. + Un - Un+1
1 1 si 0
= U1 - Un+1 = 1 -
(n 1) 0 si 0
1 2 1 1 1 1 1
(c) wn
n (n 1) (n 2) n
(n 1)
(n 1)
(n 2)
Vn Vn1 La série (Wn) même nature que la suite Vn
1 1 (n 1) n
Vn n 0 si 0 (diverge si 0)
n (n 1) n (n 1)
1 1 1 1
W1 + w2 + …. + wn = V1 - Vn+1 = 1 = 1
2 (n 1) (n 2) 2
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Calculus III – Power Series
1. Determine the radius and interval of convergence of each of the following power series:
+∞ +∞ +∞
𝑥𝑛
∑(𝑥 + 5)𝑛 ∑(−1)𝑛 (5𝑥 + 1)𝑛 ∑
(𝑛 + 5)𝑛
𝑛=0 𝑛=0 𝑛=0
+∞ +∞ +∞
𝑛 (−1)𝑛 (𝑥 − 5)𝑛
𝑛𝑥 𝑛𝑥 𝑛
∑ ∑ ∑ 𝑛 2
𝑛+5 𝑛! 5 (𝑛 + 1)
𝑛=0 𝑛=0 𝑛=0
+∞ 𝑛 +∞ +∞
1 (𝑥 + 𝜋)𝑛
∑ (1 + ) 𝑥 𝑛 ∑(𝑛 + 1)! (𝑥 − 5) 𝑛
∑
𝑛 √𝑛 + 1
𝑛=1 𝑛=0 𝑛=0
2. Determine the interval of convergence and calculate the sum S(x) in this interval for each of
the following power series:
+∞
(𝑥 + 1)2𝑛
∑
4𝑛
𝑛=0
+∞
𝑥𝑛
∑ (𝑖𝑛𝑑𝑖𝑐𝑎𝑡𝑖𝑜𝑛: 𝑐𝑎𝑙𝑐𝑢𝑙𝑎𝑡𝑒 𝑆 ′ (𝑥))
𝑛(𝑛 − 1)
𝑛=2
+∞
(𝑥 − 1)𝑛
∑ (𝑖𝑛𝑑𝑖𝑐𝑎𝑡𝑖𝑜𝑛: 𝑐𝑎𝑙𝑐𝑢𝑙𝑎𝑡𝑒 𝑆 ′′ (𝑥))
𝑛(𝑛 − 1)(𝑛 − 2)
𝑛=3
+∞
𝑛2 𝑥 𝑛
∑ (𝑖𝑛𝑑𝑖𝑐𝑎𝑡𝑖𝑜𝑛: 𝑛2 = 𝑛(𝑛 − 1) + 𝑛)
𝑛!
𝑛=1
+∞
𝑥 4𝑛−1
∑ (𝑖𝑛𝑑𝑖𝑐𝑎𝑡𝑖𝑜𝑛: 𝑐𝑎𝑙𝑐𝑢𝑙𝑎𝑡𝑒 𝑆 ′ (𝑥))
4𝑛 − 1
𝑛=1
Page 59
5. Solve the following differential equations:
(a) 𝑦 ′ + 𝑦 = 0 ; y(0) = 1;
′
(b) 𝑦 − 𝑦 = 𝑥 ; y(0) = 1;
(c) 𝑦 ′′ − 𝑦 = 0 ; 𝑦 ′ (0) = 1 𝑎𝑛𝑑 𝑦(0) = 0;
(d) 𝑦 ′′ + 𝑦 = 𝑥 ; 𝑦 ′ (0) = 1 𝑎𝑛𝑑 𝑦(0) = 2;
(e) (1 − 𝑥)𝑦 ′ − 𝑦 = 0 𝑦(0) = 2;
(f) 𝑦 ′′ − 2𝑦 ′ + 𝑦 = 0 𝑦 ′ (0) = 1 𝑎𝑛𝑑 𝑦(0) = 0;
Page 60
TD Chap.2 : Séries Entières
Exercice 1 :
( x 5)
n 0
n
: série géom. de raison x+5 conv si |x+5| < 1 : R=1 :
I= ]- 6 , - 4[
(1)
n 0
n
(5 x 1) n : série géom. de raison - (5x+1) conv si |5x+1| < 1 :
1 1 1 2
|x+ |< : R = : I= ] , 0[
5 5 5 5
xn 1
n 5
n 0
n
an
n 5n
1 1
lim n an lim 0 R : I lR
n n n5 R
n xn n
n 0 n5
an
n5
a n 1 n 1 n5 1
lim lim 1 : R 1
n an n n6 n R
-1 < x < 1
n
x=1
n 0 n5
div. (CN non vérifiée )
n (1) n . n
x = -1
n 0
(1) n
n5
: lim
n n5
1 0 : div.
(1) n ( x 5) n (1) n
n 0 n!
an
n!
a n 1 1 1
lim lim 0 : R
n an n n 1 R
n xn
n 0 5 n (n 2 1)
a n 1 5 n (n 2 1) 1 1
lim n1 lim n 1
lim : R5
n a
n
n 5 ((n 1) 2 1) n n 5 R
n n
x5
n 0 n 1
2
: lim n .
n n 1
2
1 div.
Page 61
(1) n . n
x 5
n 0 n2 1
(1) n . n
i) lim 0
n n2 1
n 1 n n 3 n n 2 1 n 3 2n 2 2n
ii ) U n 1 U n ?
(n 1) 2 1 n2 1 ((n 1) 2 1)(n 2 1)
n2 n 1
0 pr n 1 U n 1 U n
n
1 1 1
n 0
1 . x
n
n
lim 1 1
n
n R
: R 1
n n
1 1
x 1 1
n
: lim 1
n
n
e div.
n n
1 1
x 1 1 (1)
n
n
: lim 1
n
n
e div.
I = ]-1 , 1[
a n1
(n 1)! ( x 5)
n 0
n
: lim
n an
lim (n 2) R 0 : I {5}
n
(x )n a n 1 n 1
n 0 n 1
: lim
n an
lim
n
n2
1 R 1
1
1 1 1
x 1
0 n 1
: lim n .
n
2
n 1
1 : div. (
2
)
1
nlim 0
1 n 1
x 1 (1) n
.
n 1
: série alt . conv.
0 1
1
n2 n 1
I = [-1-π , 1-π[
Page 62
Exercice 2 :
x 12n x 12 x 12
n 0 4n
: série géom. de raison
4
conv. si
4
1
U0 1 4
3 x 1 : I ] 3, 1[ , S
1 q
1
x 1 4 x 12
2
4
xn a n 1 (n 1)n 1
n2 n(n 1)
: lim
n an
n (n 1)
1
R
R 1
1 1
x 1 2 n (n 1)
: lim n 2
n n(n 1)
1 2 : conv.
(1) n
x 1 2 n (n 1)
: abs. conv. I [1,1]
x n 1
1
S
n2 n 1
, S
n2
x n2 x 0
n
1 x
u ln u u C (1 x) ln(1 x) (1 x) C (1 x) ln(1 x) x 1 C
xn
S (0) 0 : C 1 , (1 x) ln(1 x) x
n2 n (n 1)
A 1/ 2
( x 1) n 1 A B C
n (n 1)(n 2)
:
n (n 1)(n 2) n
n 1 n 2
B 1
n 3 C 1 / 2
1 ( x 1) n
( x 1) n
1 ( x 1) n
S ( x)
n 3 2 n
n 3
(n 1)
n 3 2 n2
Xn
ln (1 X ) soit X x 1
n 1 n
( x 1) n ( x 1) 2
( x 1) n
ln (1 x 1)
n 1 n
( x 1)
2
n 3 n
Page 63
( x 1) n ( x 1) 2
n 3 n
ln (2 x) ( x 1)
2
( x 1) n
( x 1) n
( x 1) ( x 1) ln( 2 x) ( x 1)
n 3 n 1 n2 n
( x 1) n
( x 1) n 2 xn
n 3 n2
n 1 n
( x 1) 2
n 1 n
( x 1) 2 ln (2 x)
1
S ( x ) ln (2 x) x 1
x 12 x 1 x 12
( x 1) 2
2
2 2 4
(2 x) 2 3x 2 8 x 5
ln (2 x)
2 4
n2 xn n2
n 1 n!
an
n!
a n 1 (n 1) 2 n ! n 1 1
lim lim 2 lim 0 : R : I = lR
n an n ( n 1)! n n n 2
R
n2 = n (n - 1) + n
n 2 xn
n (n 1) x n
n xn
n(n 1) x n
xn
n 1 n!
n 1 n!
n 1 n!
0
( n 1)
n2 n!
n 1 (n 1)!
xn xn xn xn
n2 (n 2)!
n 1 (n 1)!
x .
2
n 0 n!
x
n 0 n !
( x 2 x )e x
x 4 n 1 4n 1 1
n 1 4n 1
5 : lim
n 4(n 1) 1
1
R
R 1
1
x 1 4n 1
: div.
(1) 4 n1
x 1 4n 1
: div. I ] 1, 1[
1 1 1 x2
S
n 1
x 4 n2
x 2
. (x4 )n
n 1
x 2
. x4.
1 x4
1 x4
Page 64
x2 x2 A B C 1 1 1
S avec
1 x4 1 x4 1 x 1 x 1 x2 4(1 x) 4(1 x) 2(1 x 2 )
1 1 1
S ln(1 x) ln(1 x) arctan x
4 4 2
Exercice 3 :
1
( x 0) n
f1
1 x
n 0 (1 0) n 1
n 0
xn
1 xn
f2
2 x
n 0 2 n 1
1 f1 f 2
f3
(1 x)(2 x) f1 f 2
1 n
i) f 3 f1 f 2 1 2
n 0
n 1 x
x n n
ii) 2 n 1
x
C n xn
n 0 n 0
1 1 1 1
an , bn 1 , C n a k bn k 1
2 n 1 k 0 k 0 2 k 1 2 k 0 2 k
1
n 1 1
1 1 q 1 2 n 1 1
U o 1 1
2 1 q 2 1 2 n 1
1
2
1 n
f3 1 2
n 0
n 1 x
x2 x3 x4 n
1
n 1 x
f 4 ln (1 x) x
2 3 4 n
x2 x3 x4 xn
f 5 ln (1 x) x
2 3 4 n
1 x x3 x5 x 2 n 1
f 6 ln ln(1 x) ln(1 x) 2x 2 2 2
1 x 3 5 2n 1
Page 65
x 2 n 1
x 2 n 3
f 7 x 2 sin x
x2 (1) n
n
( 1)
n 0 (2n 1)! n 0 (2n 1)!
1 cos 2 x 1 1 1 1 (1) n (2 x) 2 n
f 8 sin x2
cos 2 x
2 2 2 2 2 n 0 (2n)!
1 3x 2 A B C
f9
(1 x) 3 1 x (1 x) 2
(1 x) 3
x 1
(1 x) 3 C4
x x
3 A A3
x0 1 A BC B 6
3 6 4
1 x (1 x) 2
(1 x) 3
1
1 x x 2 ..... x n x n
1 x n 0
1 1
(1 x ) 2
1 x
1 2 x 3 x 2
......
n 1
nx n 1
2 1
2 3 2 x ...... n( n 1) x n 2
2 n(n 1) x n2
(1 x ) 3 1 x n2
f 9 3 x n 6 nx n 1 2 n( n 1) x n 2
n 0 n 1 n2
3 x n 6 n 1x n 2 ( n 2)( n 1) x n
n 0 n 0 n 0
x
n 0
n
(3 6( n 1) 2( n 2)( n 1))
x
n 0
n
( 2n 2 1)
Page 66
Exercice 4 :
ln(1 x 2 )
(1) n 1 . x n
lim or ln(1 x)
n 1 cos x n 1 n
(1) n 1 x 2 n x4
(1) n x 2 n x2 x4
ln(1 x 2 ) x2 cos x 1
n 1 2n ! 2 n 0 2n ! 2! 4!
x4 x2
x x 2 1
2
2
ln(1 x 2 ) 2
D’où 2
1 cos x x 2
x4 1 x2
11 x 2
2! 4! 2! 4!
x2 x3
1 x 1 x
ex 1 x
lim
2 3 1
lim
x 0 x2 x 0 x2 2
x2 4 (u 2) 2 4 u 2 4u u (u 4)
lim lim lim lim 4
x 2 ln( x 1) u 0 ln(u 1) u 0 u 2
u 3 u 0 u u2
u u (1 )
2 3 2 3
Exercice 5 :
a) y y 0 , y(0) 1 a0
y an x n : y nan x n1 : y y 0 nan x n1 an x n 0
n 0 n 1 n 1 n 0
(n 1)an1 x n an x n 0
n 0 n 0
((n 1)a
n 0
n 1 an ) x n 0 (n 1)a n1 a n 0
a1 1
a0 1 , a1 a0 0 a1 a0 1 , a2
2 2
a2 a a a0
a3 1 0 a n 1
n
3 3! 3! n!
an 1 (1) n . a 0 (1) n 1
(n 1)a n 1 a n 0 a n 1 .
n 1 n 1 n! (n 1)!
Page 67
Résolution de la manière ordinaire :
dy dy y
y y 0 y dx ln x
dx y c
y
e x y ce x y (0) 1 c y e x
c
b) y y x , y(o) 1 a0
y an x n
, y na n x n 1 na n x n 1
an x n x
n 0 n 1 n 1 n 0
n 1an1 x n
n 0
an x n x
n 0
n 1a
n 0
n 1 a n x n x
2
a1 a0 0 a1 1 , 2a 2 a1 1 a2 1
2!
1 2 1 2
3a3 a 2 0 a3 , 4a 4 a 3 0 a 4
3 3! 3 4 5!
2 a 2
an (n 1)a n 1 a n 0 , récurrence : a n 1 n : vérifiée
n! n 1 (n 1)!
2 2 3 3 xn
y 1 x x x 1 x 2
2! 3! n2 n!
x n
1 x 2 1 x 1 x 2e x 2 2 x y 2e x x 1
n 0 n !
Ou : y x y soit t x y : t 1 y
dt t 1
t 1 t dx ln x t ce x 1 x y
t 1 c
y ce x 1 x y(0) 1 1 c 1 c 2 y 2e x 1 x
Page 68
c) y y 0 , y (0) 1 et y(0) 0
y a
n 0
n xn , y (0) a 0
y na n x n1 , y (0) a1 2a 2 x 1 a1 1 ,
n 1
y n(n 1)a
n2
n x n2
1 1
n 1 2 3a3 a1 0 a3
23 3!
1
n2 12 a 4 a 2 0 a4 0 a2n 0 et a 2 n 1
(2n 1)!
x3 x5
x 2 n 1
y 0 x0
3!
5!
sh x y
n 0 (2n 1)!
Ou : y y 0 : n2 1 0 n1 1 , n2 1 : y ae x be x
1 1 e x ex
y(0) 0 a b , y (0) 1 a b b , a y sh x
2 2 2
d) y y x et y (0) 1 et y(0) 2
y an x n : y a0 a1 x .... , y (0) a0 2 a0 2
n 0
y na
n 1
n x n 1 : y a1 2a 2 x ... , y (0) 1 a1
Page 69
y (n 1)nan x n2 : n(n 1)an x n2 a n xn x
n 2 n2 n 0
(n 2)(n 1)an2 x n
n 0
an x n x
n 0
((n 2)(n 1)a
n 0
n2 an ) x n x
a0
n0 2 a 2 a0 0 : a2 1
2
n 1 3 2 a3 a1 1 : a3 0
a2 n1 0
1 2
n2 3 4 a4 a2 0 : a4 ( 1) n 2
3 4 4! a
2n
( 2n)!
n3 5 4 a5 a3 0 : a5 0
2 2
n4 6 5 a6 a 4 0 : a6
6 5 4! 6!
2
2
y 2 x x ... (1) n
2
x 2n x 2 (1) n x 2n y x 2 cos x
(2n)! n 0 (2n)!
e) (1 x) y y 0 , y(0) 2 a0 2
y an x n y na n x n 1 (1 x) na n x n 1 a n xn 0
n 0 n 1 n 1 n 0
na
n 1
nx
n 1
na n x n a n x n 0
n 1 n 0
(n 1)a
n 0
n 1 x na n x a n x
n
n 1
n n
0
n 0
(n 1)an1 x n a1 nan x n an x n 2 0
n 1 n 1 n 1
n 1a
n 1
n 1 na n a n x n 2 a1 0 a1 2 0 a1 2
Page 70
f) y 2 y y 0 , y (0) 1 a1 , y(0) 0 a0
y an x n
n 0
y nan x n1
n 1
y (n 1)na
n2
n x n2
n (n 1) a n x n2 2 na n x n1 a n x n 0
n2 n 1 n 0
(n 2)(n 1)an2 x n 2 (n 1)an1 x n an x n 0
n 0 n 0 n 0
(n 2)(n 1)a
n 0
n2 2(n 1)a n1 a n x n 0 (n 2)(n 1)an2 2(n 1)an1 an 0
n0 2 1 a 2 2 1 a1 a 0 0 a2 0
1 1
n 1 3 2 a3 2 2 a 2 a1 0 a3 an
2 (n 1)!
1 1
n2 4 3 a4 2 3 a2 0 a4
2 23
1 x3 1. x n
y 0 x x 0 x x
n 2
: y
n2 (n 1)! 2! n 1 (n 1)!
x n 1
xn
y n 0 n!
x
n 0 n!
xe x y xe x
1 1
Supposons que : a n ; a n 1 vérifions pour a n 2
(n 1)! n!
1 1
(n 2)(n 1)a n 2 2(n 1) 0
n ! (n 1)!
1 2(n 1) 1 1 2n 2 n
an2
(n 2)(n 1) n ! (n 1)! ( n 2)(n 1) n!
n2 1
: vrai
(n 2)(n 1)n ! (n 1)!
Page 71
Page 72
Page 73
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Page 76
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Page 82
Page 83
Calculus III – Series of functions
1. Study the simple and uniform convergence of each of the following series:
(a) 𝑓𝑛 (𝑥) = 1 + 𝑥 + 𝑥 2 + ⋯ + 𝑥 𝑛−1 𝑜𝑣𝑒𝑟 ]−1; 1] 𝑎𝑛𝑑 [−𝑎; 𝑎] 𝑤𝑖𝑡ℎ 0 ≤ 𝑎 < 1.
𝑛𝑥 3
(𝑐) 𝑓𝑛 (𝑥) = 𝑜𝑣𝑒𝑟 ℝ.
1 + 𝑛𝑥 2
sin(𝑛𝑥)
(𝑑) 𝑓𝑛 (𝑥) = 𝑒 𝑥 + 𝑜𝑣𝑒𝑟 ℝ .
𝑛 + 𝑒𝑥
𝑥
(𝑒) 𝑓𝑛 (𝑥) = (𝑛 ≥ 1) 𝑜𝑣𝑒𝑟 ℝ 𝑡ℎ𝑒𝑛 𝑜𝑣𝑒𝑟 [𝑎; 𝑏].
𝑛
2𝑛𝑥
(𝑓) 𝑓𝑛 (𝑥) = 𝑜𝑣𝑒𝑟 [0; +∞[ 𝑡ℎ𝑒𝑛 𝑜𝑣𝑒𝑟 [𝑎; +∞[ (𝑎 > 0).
1 + 𝑛2 𝑥 2
(𝑛 + 1)(𝑥 + 𝑥 2 )
(𝑔) 𝑓𝑛 (𝑥) = 𝑜𝑣𝑒𝑟 ℝ+ 𝑡ℎ𝑒𝑛 𝑜𝑣𝑒𝑟 [𝑎; +∞[ (𝑎 > 0).
(𝑛 + 1)𝑥 + 1
1
(ℎ) 𝑓𝑛 (𝑥) = √𝑥 2 + 𝑜𝑣𝑒𝑟 ℝ.
𝑛2
𝑒 𝑛𝑥 + 2
(𝑖) 𝑓𝑛 (𝑥) = 𝑛𝑥
𝑜𝑣𝑒𝑟 ℝ; 𝑜𝑣𝑒𝑟 [𝑎; 𝑏] ⊆ ℝ+∗ ; 𝑜𝑣𝑒𝑟 𝑜𝑣𝑒𝑟 [𝑎; 𝑏] ⊆ ℝ−∗ .
𝑒 +1
(𝑗) 𝑓𝑛 (𝑥) = 𝑥 𝑛 ln(cos 𝑥) 𝑜𝑣𝑒𝑟 [0; 1]; 𝑜𝑣𝑒𝑟 [0; 𝑎] 0 < 𝑎 < 1.
+∞
3𝑛 + (−2)𝑛
(𝑏) ∑ (𝑥 + 1)𝑛
𝑛
𝑛=1
Page 84
3. Study the convergence and calculate the sum of each of the following power series:
+∞
𝑥 𝑛 𝑥 𝑛+1
4. Show that the series ∑ ( − ) 𝑐𝑜𝑣𝑒𝑟𝑔𝑒𝑠 𝑢𝑛𝑖𝑓𝑜𝑟𝑚𝑒𝑙𝑦 𝑜𝑣𝑒𝑟 [−1; +1].
𝑛 𝑛+1
𝑛=1
Show that it converges normally over [0; +1] 𝑏𝑢𝑡 𝑛𝑜𝑡 𝑜𝑣𝑒𝑟 [−1; 0].
+∞
(−1)𝑛
5. Show that the series ∑ 𝑐𝑜𝑣𝑒𝑟𝑔𝑒𝑠 𝑢𝑛𝑖𝑓𝑜𝑟𝑚𝑒𝑙𝑦 𝑜𝑣𝑒𝑟 [−1; +1].
𝑛 + 𝑥𝑛
𝑛=1
(−1)𝑛 (−1)𝑛
(Indication: Use the series of general term: − ).
𝑛+𝑥 𝑛 𝑛
𝑓0 (𝑥) = 0
{ (−1)𝑛
𝑓𝑛 (𝑥) = 𝑛 ∈ ℕ∗
𝑛! (𝑥 + 𝑛)
+∞
Page 85
TD3 - Series de fonctions
Exercice 1
1) fn (x) = 1 + x + . . . + xn−1 sur ] − 1, 1[
1 − xn
fn (x) =
1−x
1
lim fn (x) = = f (x)
n→+∞ 1−x
(fn )n est simplement convergente sur ] − 1, 1[
1 − xn 1 −xn
fn (x) − f (x) = − =
1−x 1 − x n1 − x
−x xn
lim kfn (x) − f (x)k = lim k k = lim k k −→ +∞(x → 1)
n→+∞ n→+∞ 1 − x n→+∞ 1 − x
2)
fn (x) = nxn lnx si x ∈]0, 1]
sur [0, 1]
fn (0) = 0
fn (0) = 0, fn (1) = 0
Page 86
nx3
3) fn (x) = sur R
1 + nx2
lim = x ⇒ convergence simple
n→+∞
1 1
kyn k = √ lim kyn k = lim √ = 0 ⇒ convergence uniforme
2 n n→+∞ n→+∞ 2 n
Page 87
sin nx
4) fn (x) = ex + sur R
n + ex
lim fn (x) = ex = f (x) (sin x étant bornée) ⇒ convergence simple
n→+∞
sin nx 1
kfn − f k = k x
k≤| | −→ 0 (n → +∞)
n+e n + ex
⇒ convergence uniforme
x
5) fn (x) = sur R
n
lim fn (x) = 0 = f (x) ⇒ convergence simple
n→+∞
x
kfn − f k = k k −→ +∞ 6= 0 ⇒ convergence non uniforme
n
N.B : pour la convergence uniforme, la limite doit exister indépendement
de variable x alors que pour la convergence simple x est fixée
x max(|a|, |b|)
−→ Sur [a, b] bornée, k k = −→ 0 (n → +∞)
n n
⇒ convergence uniforme sur [a, b]
2nx
6) fn (x) = sur [0, +∞[ puis sur [a, +∞[ a > 0
1 + n2 x2
2
lim fn (x) = lim = 0 = f (x) ⇒ convergence simple
n→+∞ n→+∞ nx
2nx
kfn (x) − f (x)k = k k
1 + n2 x2
0 2n(1 + n2 x2 ) − 2nx(2n2 x) 2n + 2n3 x2 − 4n3 x2 2n(1 − n2 x2 )
fn (x) = = =
(1 + n2 x2 )2 (1 + n2 x2 )2 (1 + n2 x2 )2
1 1 1 2
fn0 (x) = 0 ⇒ x2 = 2 ⇒ x = ± et f = =1
n n n 2
⇒ kfn (x)k = 1
Page 88
kfn (x) − f (x)k = kfn k = 1 6= 0 ⇒ convergence non uniforme
−→ si x ∈ [a, +∞[ (a > 0)
Théoreme de Dini :
2na
kfn − f k = fn (a) = −→ 0 (n → +∞) ⇒ convergence uniforme
1 + n2 a2
1 1
N.B. : a > car (n → +∞) → 0 et a > 0
n n
(n + 1)(x + x2 )
7) fn (x) = sur R+ puis sur [a, +∞[ a > 0
(n + 1)x + 1
x + x2
lim fn (x) = = 1 + x pour x 6= 0
n→+∞ x
0 si x = 0
fn (0) = 0 ⇒ f (x) =
1 + x si x 6= 0
⇒ convergence simple non uniforme sur R+ car f n’est pas continue
(n + 1)(x + x2 )
kfn (x) − f (x)k = k − 1 − xk
(n + 1)x + 1
(n + 1)x + (n + 1)x2 − (n + 1)x − 1 − (n + 1)x2 − x
=k k
(n + 1)x + 1
−1 − x 1+x 1+x
=k k=k k yn (x) =
(n + 1)x + 1 (n + 1)x + 1 (n + 1)x + 1
(n + 1)x + 1 − (n + 1)(1 + x) −n
yn0 = 2 = <0
((n + 1)x + 1) ((n + 1)x + 1)2
⇒ yn est décroissante, or sur [a, +∞[ yn (x) > 0
1+a
kyn k = yn (a) =
(n + 1)a + 1
1+a
lim kfn − f k = lim kyn k = lim = 0 ⇒ conv uniforme
n→+∞ n→+∞ n→+∞ (n + 1)a + 1
√
r
1
kfn − f k = k x2 + 2 − x2 k
n
Page 89
q
1
√ q 1
√
x2 + − x
n2
2 x + n2 + x2
2
1
=k q √ k = k q √ k
x2 + n12 + x2 n2 x2 + n12 + x2
1
= car la borne supérieure correspond à x minimale ⇒ x = 0
n
1
lim kfn − f k = lim = 0 ⇒ convergence uniforme
n→+∞ n→+∞ n
x 1
(n + 1)a
− x2 si 0 ≤ x ≤
9) n+1 n+1 a ∈ R, sur [0, 1]
1
0 si <x≤1
n+1
1
0≤x≤ ⇒ n → +∞ ⇒ x −→ 0
n+1
a x 2
lim fn (x) = lim (n + 1) − x = 0 = f (x)
n→+∞ x→0 n+1
1
⇒ continue sur [0, 1] car fn (x) = 0 si ≤x≤1
n+1
⇒ convergence simple
0 a 1
kfn (x) − f (x)k = kfn (x)k fn (x) = (n + 1) − 2x
n+1
1 1
⇒ fn0 (x) = 0 si 2x = ⇒ x=
n+1 2(n + 1)
(n + 1)a (n + 1)a−2
1 a 1 1
fn = (n+1) − = =
2(n + 1) 2(n + 1)2 4(n + 1)2 4(n + 1)2 4
a−2
(n + 1)
⇒ kfn k =
4
(n + 1)a−2
lim kfn −f k = lim kfn k = lim = 0 si a−2 < 0 ⇒ a < 2
n→+∞ n→+∞ n→+∞ 4
Ainsi la convergence est uniforme si a < 2 et non uniforme si a ≥ 2
Page 90
enx + 2
10) fn (x) =
enx + 1
2 si x < 0
3
lim fn (x) = 2
si x = 0 ⇒ convergence simple
n→+∞
1 si x > 0
soit [a, b] ⊂ R∗
f (x) = 2
enx + 2 enx + 2 − 2enx − 2
kfn (x) − 2k = k − 2k = k k
enx + 1 enx + 2
−enx enx enx
= k nx k = k nx k = supx∈[a,b] | nx |
e +1 e +1 e +1
enx
On pose : yn = nx
e +1
ne (e + 1) − enx nenx
nx nx
nenx
yn0 = = >0
(enx + 1)2 (enx + 1)2
⇒ yn est croissante (maximum en b)
enx enb
Ainsi k k = y n (b) =
enx + 1 enb + 1
enb
lim kfn (x) − 2k = lim yn (b) = lim nb = 0 (b < 0)
n→+∞ n→+∞ n→+∞ e + 1
⇒ convergence uniforme
Page 91
Exercice 2 :
+∞
X 1 2 1 2
1) 1+ xn Soit Un (x) = 1 + xn
n=1
n n
Critère de Cauchy :
n1
p 1
lim n |Un | = lim 1 + xn converge si |x| < 1 I =] − 1, 1[
n→+∞ n→+∞ n
+∞ +∞ +∞
X 3n + (−2)n X 3n X (−2)n
2) n
(x + 1) = n
(x + 1) + (x + 1)n
n=1
n n=1
n n=1
n
3n (−2)n
an = bn =
n n
an+1 3n+1 n 1
lim | | = lim x n =3 ⇒ R=
n→+∞ an n→+∞ n + 1 3 3
1
donc converge si |x + 1| <
3
n+1
bn+1 2 n n
lim | | = lim | x n | = lim 2| |=2
n→+∞ bn n→+∞ n + 1 2 n→+∞ n+1
1 1
⇒ R = donc converge si |x + 1| <
2 2
1
Donc la série est convergente si |x + 1| <
3
+∞ n +∞
3n −1 (−1)n
−1 X X
• x+1= ⇒ = : alternée homogène
3 n=1
n 3 n=1
n
X 3n +∞ +∞
1 X 1
• x+1= ⇒ = : harmonique divergente
3 n=1
n3n n=1
n
4 2
⇒ I = − ,−
3 3
Exercice 3 :
fn (x) = xn − x2n x ∈ [0, 1]
(xn ) est une série géometrique de raison x converge si |x| < 1, 0 < x < 1
(x2n ) est une série géometrique de raison x2 converge si |x2 | < 1, 0 < x < 1
P
x = 0, fn (0) = 0 S(0) = P fn (0) = 0
x = 1, fn (1) = 0 S(1) = fn (1) = 0
Page 92
+∞
X +∞
X +∞
X
n
Si 0 < x < 1, S(x) = fn (x) = x − x2n
n=0 n=0 n=0
1 1 1+x−1 x
= − 2
= 2
=
1−x 1−x 1−x 1 − x2
( x
si x ∈ [0, 1[
⇒ S(x) = 1 − x2
0 si x = 1
⇒ S(x) n’est pas continue ⇒ convergence simple non uniforme
x = 0, Vn (0) = 0 ⇒ S(0) = 0
x = ±1, Vn (1) = 0 ⇒ S(0) = 0
1 1
Si 0 < x < 1, S(x) = x =
1 − (1 − x2 ) x
( 1
si x ∈] − 1, 0[ ∪ ]0, 1[
S(x) = x
0 si x ∈ {−1, 0, 1}
⇒ convergence simple non uniforme
Page 93
Exercice 4:
+∞ n +∞
xn+1
X
X x
− = Vn − Vn+1
n=1
n n+1 n=1
xn+1
S(x) = V1 − Vn+1 = x − x ∈ [−1, 1]
n+1
lim Sn (x) = x = S(x)
n→+∞
−xn+1 xn+1
lim kSn (x) − S(x)k = lim k k = lim k k
n→+∞ n→+∞ n+1 n→+∞ n + 1
1
= lim = 0 ⇒ convergence uniforme sur [−1, 1]
n→+∞ n +1
−→ convergence normale sur [0, 1] mais non sur [−1, 0]
kUn k convergente
xn xn+1
Un (x) = Vn − Vn+1 = −
n n+1
Un0 (x) = xn−1 − xn = xn−1 (1 − x) ≥ 0
Un (x) est croissante et atteint son maximum pour x = 1
1 1
⇒ kUn k = |Un (1)| = −
n n+1
(kUn k) convergente ⇒ (Un ) normalement convergente
Sur [−1, 0]
(−1)n xn (−1)n xn+1 (−x)n (−x)n+1
Wn (x) = (−1)n Un (x) = − = +
n n+1 n n+1
kWn k = kUn k
Wn0 (x) = −(−x)n−1 − (−x)n = (−x)n−1 (−1 + x) ≤ 0
Wn est decroissante et le max est en x = −1
1 1 2n + 1
kWn k = |Wn (−1)| = + = divergente
n n+1 n(n + 1)
Exercice 5:
+∞
X (−1)n
converge uniformement sur [−1, 1]
n=2
n + xn
P (−1)n
Faire appaitre la série
n
(−1)n (−1)n (−1)n (n − n − xn ) (−1)n+1 xn
On pose : Un = − = =
n + xn n n(n + xn ) n(n + xn )
Page 94
xn 1
|Un | = | n
|≤
n(n + x ) n(n − 1)
xn 1
kUn k = Sup|Un | = Sup| | ≤
n(n + xn ) n(n − 1)
majorée par une série convergente
⇒ la série (Un ) est normalement convergente
⇒ (Un ) est uniformement convergente
(−1)n (−1)n
= Un +
1 + xn n
n
(−1)
⇒ est uniformement convergente
1 + xn
Exercice 6:
a . Convergence normale sur R+
(−1)n 1
kfn (x)k = Supx∈R+ |fn (x)| = Supx∈R+ | |=
n!(x + n) n!n
Sup correspond à x min ⇒ x = 0
1
Posons Un =
n!n
Critère d’Alembert :
Un+1 n!n n
lim = lim = lim =0<1
n→+∞ Un n→+∞ (n + 1)!(n + 1) n→+∞ (n + 1)2
+∞
X
b . S(x) = fn (x)
n=0
1 x
xS(x) − S(x + 1) = −
e x+1
+∞ +∞ +∞
X X X (−1)n
S(x) = fn (x) = f0 (x) + fn (x) =
n=0 n=1 n=1
n!(x + n)
+∞ +∞
X (−1)n x X (−1)n
xS(x) − S(x + 1) = −
n=1
n!(x + n) n=1 n!(x + 1 + n)
Page 95
+∞ +∞
X (−1)n x X (−1)n−1
= −
n=1
n!(x + n) n=2 (n − 1)!(x + n)
+∞ +∞
X (−1)n x x X (−1)n−1
= − −
n=2
n!(x + n) x + 1 n=2 (n − 1)!(x + n)
+∞
(−1)n x (−1)n−1
X x
= − −
n=2
n!(x + n) (n − 1)!(x + n) x+1
+∞
X (−1)n x − n(−1)n−1 x
= −
n=2
n!(x + n) x+1
+∞ +∞
X (−1)n (x + n) x X (−1)n x
= − = −
n=2
n!(x + n) x + 1 n=2 n! x+1
+∞
X xn
• = ex
n=0
n!
+∞
X (−1)n x x 1 x
= − (1 − 1) − = e−1 − = −
n=0
n! x+1 x+1 e x+1
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Page 108
Calculus III- Fourier Series
1. Let f be a 2π periodic function defined over the interval [−𝜋; +𝜋] 𝑏𝑦:
𝜋
0 𝑖𝑓 − 𝜋 < 𝑥 ≤ −
2
𝜋 𝜋
𝑓(𝑥) = 1 𝑖𝑓 − < 𝑥 ≤
2 2
𝜋
{ 0 𝑖𝑓 < 𝑥 ≤ 𝜋
2
(a) Plot the graph of f over the interval[−3𝜋; +3𝜋].
(b) Give its Fourier series development.
(c) Deduce the values of the following sums:
+∞ +∞ +∞
(−1)𝑘 1 1
𝐴=∑ 𝐵=∑ 𝐶=∑
2𝑘 + 1 (2𝑘 + 1)2 𝑘2
𝑘=0 𝑘=0 𝑘=1
+∞ +∞ +∞ +∞
1 − cos(2𝑛) sin 𝑛 2 sin 𝑛 2
𝑛
sin 𝑛 4
𝐴=∑ 𝐵 = ∑( ) 𝐶 = ∑(−1) ( ) 𝐷 = ∑( )
𝑛2 𝑛 𝑛 𝑛
𝑛=1 𝑛=1 𝑛=1 𝑛=1
Page 109
5. Let f be a 2π periodic function defined by:
𝜋
𝑥2 𝑖𝑓 |𝑥| ≤
2
∀𝑥 ∈ ]−𝜋; 𝜋], 𝑓(𝑥) = { 2
𝜋 𝜋
𝑖𝑓 |𝑥| ≥
4 2
(a) Calculate the Fourier coefficients of the function f.
(b) Deduce the sum of the following series:
+∞ +∞ +∞
(−1)𝑛+1 (−1)𝑛 1
𝐴=∑ 𝐵=∑ 𝐶= ∑
𝑛2 (2𝑛 + 1)3 𝑛2
𝑛=1 𝑛=0 𝑛=1
6. (Final UPA -2011) Let f be a 2π periodic function defined over [−𝜋; +𝜋] by:
𝑓(𝑥) = |𝑥|
(a) Plot the graph of f over the interval[−3𝜋; +3𝜋].
(b) Give the trigonometric Fourier series development of f.
(c) Deduce the following sums:
+∞ +∞ +∞ +∞
1 1 1 1
𝐴=∑ 𝐵 =∑ 2 𝐶=∑ 𝐷=∑
(2𝑛 + 1)2 𝑛 (2𝑛 + 1)4 𝑛4
𝑛=0 𝑛=1 𝑛=0 𝑛=1
7. (Partial CNAM-2010) Consider the signal characterized by the periodic function f of period 2
defined over [0; 2] by: f(t)= t(2−t)
(a) Show that f(t) is an even function.
(b) Plot the graph of f(t) over [−6; +6].
(c) Calculate the real Fourier coefficients associated to f(t). Deduce S(t) the Fourier series
associated to f(t).
(d) Does the series S(t) always converge to f(t)?
(e) Calculate the energy and the power of f(t) and the harmonic of order n.
(f) Deduce R(t) the Fourier series associated to the function defined over ]0; 2[ by: g(t)=t−1.
(g) Deduce the value of the following sums:
+∞ +∞ +∞
1 (−1)𝑛 1
𝐴=∑ 2 ; 𝐵=∑ ; 𝐶= ∑
𝑛 𝑛2 𝑛4
𝑛=1 𝑛=1 𝑛=1
Page 110
TD4 - Series de Fourrier
1.
a)
b) symetrique % y’oy ⇒ fonction paire ⇒ bn = 0
Z T
2 π
Z
4 2
⇒ an = f (t) cos(nwt)dt = f (x) cos(nx)dx
T 0 π 0
Z T Z π
1 π
Z
2 2 1 2 1 π 1
a0 = f (t)dt = f (x)dx = dt = −0 =
T 0 π 0 π 0 π 2 2
Z π π2
2 2 2 sin nx 2 nπ
an = cos(nx)dx = = sin
π 0 π n 0 πn 2
2
a2n = sin nπ = 0
π(2n)
2 π 2(−1)n
a2n+1 = sin(2n + 1) =
(2n + 1)π 2 π(2n + 1)
+∞
1 X 2(−1)n
Sf (x) = + cos(2n + 1)x
2 π(2n + 1)
n=0
c)
• En x = 0, f est continue, f (0) = Sf (0)
(on a pris x = 0 pour eliminer cos(2n + 1)x car cos(2n + 1)(0) = 1 )
+∞
1 2 X (−1)n
1= +
2 π n=0 2n + 1
1 2 π
1= + A ⇒ A=
2 π 4
Page 111
• Parseval :
Z T +∞
2 2
2 1X 2
f (x)dx = +a20 a
T 0 2 n=0 n
2 +∞ 2
1 π 2 2(−1)n
Z
1 1X
f (x)dx = +
π 0 2 2 n=0 π(2n + 1)
Z π +∞
1 2 1π 1 1 1 1 4X 1
dx = = ⇒ = +
π 0 π2 2 2 4 2 π n=0 (2n + 1)2
2
+∞
1 2 X 1 π2
= 2B ⇒ B = =
4 π (2n + 1)2 8
n=0
+∞ +∞ +∞
X 1 X 1 X 1
•C= 2
= 2
+
n=1
n n=1
(2n) n=0
(2n + 1)2
C 3 π2 π2
C= +B ⇒ C =B = ⇒ C=
4 4 8 6
2.
f paire ⇒ bn = 0
1 π 1 π 2 π2
Z Z
a0 = f (x)dx = x dx =
π 0 π 0 3
Z π Z π
2 2
an = f (x) cos(nx)dx = x2 cos(nx)dx
pi 0 π 0
sin(nx)
u0 = cos(nx) −→ y =
n
v = x2 −→ v 0 = 2x
Page 112
Z π
Calcul de x sin nxdx :
0
1
u0 = sin(nx) −→ u = − cos nx
n
v = x −→ v 0 = 1
π
2 π
2 Z
2 x sin nx
an = − x sin(nx)dx
π n 0 n 0
π
1 π 2 −2 −π(−1)n
Z
2 2 x cos(nx)
= − − + cos(nx)dx =
π n n 0 n 0 π n n
n
−4 −π(−1) 4
= = 2 (−1)n
nπ n n
+∞
π2 X (−1)n
SF (x) = +4 cos(nx)
3 n=1
n2
+∞
π2 X (−1)n
SF (0) = f (0) = 0 = +4
3 n=1
n2
+∞ +∞
X (−1)n π2 X (−1)n+1 π2
⇒ = − ⇒ =
n=1
n2 12 n2 12
n=1
Egalité de Parseval :
Z π +∞
1 2 1X 2
f (x)dx = a20 + a
π 0 2 n=1 n
π +∞
π 4 1 X 16
Z
1 4
x dx = +
π 0 9 2 n=1 n4
+∞ +∞
π4 π4 X 1 X 1 π4
⇒ = +8 ⇒ =
5 9 n=1
n4 n4 90
n=1
Page 113
3.
a)
b) paire ⇒ bn = 0
Z π Z 2 Z π
1 22 − x
Z
1 1
a0 = = f (x)dx = f (x)dx + f (x)dx = dx
π 0 π 0 2 π 0 2
2
x2
1 1 1
= x− = (2 − 1) =
π 4 0 π π
Z 2 Z 2
2 2−x 1
an = cos(nx)dx = (2 − x) cos(nx)dx
π 0 2 π 0
2
1 (2 − x) cos nx 1 − cos 2n 1
= sin x − = + 2
π n n2 0 π n2 n
2
1 − cos 2n 2 sin n
= 2
=
πn πn2
+∞ +∞
1 X (1 − cos 2n) 1 X 2 sin2 n
Sf (x) = + cos nx = + cos nx
π n=1 πn2 π n=1 πn2
c)
• f (0) = Sf (0) = 1
1 A
⇒ + =1 ⇒ A=π−1
π π
+∞
X 2 sin2 n π−1
•A= 2
= 2B ⇒ B =
n=1
n 2
• f (π) = Sf (π) = 0
1 2 −1
⇒ + C=0 ⇒ C=
π π 2
Page 114
• Parseval :
Z π +∞
1 2 1X 2
f (x)dx = a20 + a
π 0 2 n=1 n
π 2 +∞
1 4 X sin4 n
2−x
Z
1 1
+ dx =
π 0 π 2 2 π 2 n=1 n4
x
2 2
1 π 2−x 1 2 x2 x2 x3
Z Z
1 2
dx = 1−x+ dx = x− + =
π 0 x π 0 4 π 2 12 0 3π
X sin4 n π 1 +∞
2 1 2
= 2 + 2D ⇒ D = = −
3π π π n4 3 2
n=1
4.
π
a) f (t) = t(π − t) f 0 (t) = π − 2t f 0 (t) = 0 ⇒ t =
2
Page 115
b) f impaire ⇒ a0 = an = 0
2 π 2 π
Z Z
bn = f (t) sin(nt)dt = (πt − t2 ) sin(nt)dt
π 0 π 0
π
2 2 −1 −1 1
bn = (πt − t )( cos nt − (π − 2t) sin nt − 2 cos nt
π n n2 n3 0
n
2 (−1) (−2) 2 4
= 3
+ 3 = (−(−1)n + 1)
π n n πn3
8
b2n = 0 b2n+1 =
π(2n + 1)3
+∞
X 8
Sf (t) = sin(2n + 1)t
n=0
π(2n + 1)3
+∞
π π π2 X 8 n π2 π3
c) • Sf =f = ⇒ (−1) = ⇒ S1 =
2 2 4 n=0
π(2n + 1)3 4 32
+∞
1 π 2
Z
1X 2
• Parseval : f (t)dt = b
π 0 2 b=0 n
π
1 π 2 1 π 22 1 2 t3 t4 t5
Z Z
2 3 4
t (π −t) dt = π t −2πt +t dt = π − 2π +
π 0 π 0 π 3 4 5 0
5 5 5 4 4 +∞
π6
1 π π π π π 1X 64
− + = ⇒ = ⇒ S2 =
π 3 2 5 30 30 2 n=0 π 2 (2n + 1)6 960
+∞ +∞
X 1 X 1 S3
• S3 = 6
+ 6
= + S2
n=1
(2n) n=1
(2n + 1) 64
π6
⇒ S3 =
945
Page 116
5.
π2 π
2 x2 2 π 2 sin nx
2x 2
⇒ an = sin nx + 2 cos nx − 3 sin nx +
π n n n π 4 n π
2 0 2
2 π 2 −1
2 π nπ π nπ 2 nπ nπ
an = sin + 2 cos − 3 sin + sin
π 4n 2 n 2 n 2 π 4 n 2
Page 117
2 π nπ 2 nπ
an = cos − 3 sin
π n2 2 n 2
n
2 π (−1) −4
a2n = 2
(−1)n = 2
a2n+1 = (−1)n
π (2n) 2n π(2n + 1)3
+∞ +∞
π 2 X (−1)n X 4(−1)n+1
Sf (x) = + 2
cos(2n)x + 3
cos(2n + 1)x
6 n=1
2n n=0
(2n + 1)
π π2
b) • f =
2 4
+∞
π2 π 2 X (−1)n n π2 π2 C π2
= + (−1) ⇒ = + ⇒ C =
4 6 n=1
2n2 4 6 2 6
π2 A 4
f (0) = 0 = − − B
6 2 π
2 2
f (π) = π = π − A + 4 B
4 6 2 π
2
A 4 −π
2 − π B = 12
2
A + 4B = π
2 π 6
π2 π3
⇒ A= B=
12 32
6.
a)
Page 118
b) f paire ⇒ bn = 0
π
1 π 1 π 1 x2
Z Z
π
a0 = f (x)dx = xdx = =
π 0 π 0 π 2 0 2
Z π Z π
2 2
an = f (x) cos(nx)dx = x cos(nx)dx
π 0 π 0
u = x −→ v 0 = cos nx
sin(nx)
du = dx −→ v =
n
π Z π π
x sin nx 1 x sin nx cos nx
an = − sin(nx)dx = +
n 0 n 0 n n2 0
cos(nπ) 1 2 (−1)n − 1
= − =
n2 n2 π n2
−4
a2n = 0 a2n+1 =
π(2n + 1)2
+∞
π X −4
Sf (x) = + cos(2n + 1)x
2 n=0 π(2n + 1)2
4A π π2
c) • Sf (0) = f (0) = 0 ⇒ = ⇒ A=
π 2 8
+∞ +∞ +∞
X 1 X 1 X 1 B π2
• = + ⇒ B = + A ⇒ B =
n=1
n2 n=1
(2n)2 n=0 (2n + 1)2 4 6
•ZParseval :
+∞
1 π 2 2 1X 2
f (x)dx = a0 + a
π 0 2 n=0 n
+∞
1 π 2 π2 1 X
Z
16
x dx = +
π 0 4 2 π 2 (2n + 1)4
Z π 3 n=0
π
1 1 x π2
x2 dx = =
π 0 π 3 0 3
π2 π 2 8C π4
= + 2 ⇒ C=
3 4 π 96
+∞ +∞ +∞
X 1 X 1 X 1 D π4
• = + ⇒ D = + C ⇒ D =
n=1
n4 n=1
(2n)4 n=0 (2n + 1)4 16 90
Page 119