Differentiation and Integration of Power Series

Let the power series σ∞ 𝑛

𝑛=0 𝑎𝑛 𝑥 have the radius of convergence 𝑅 > 0. Let

𝑓 𝑥 = ෍ 𝑎𝑛 𝑥 𝑛 = 𝑎0 + 𝑎1 𝑥 + 𝑎2 𝑥 2 + ⋯ + 𝑎𝑛 𝑥 𝑛 + ⋯ , 𝑥 < 𝑅.
𝑛=0
Then for |𝑥| < 𝑅 the function 𝑓 𝑥 = σ∞ 𝑛
𝑛=0 𝑎𝑛 𝑥 is continuous. The power series can be differentiated term-by-
term inside the interval of convergence. The derivative of the power series exists and is given by the formula

𝑓′ 𝑥 = 𝑎1 + 2𝑎2 𝑥 + ⋯ + 𝑛𝑎𝑛 𝑥 𝑛−1 + ⋯ = ෍ 𝑛𝑎𝑛 𝑥 𝑛−1 .

𝑛=1
The power series can be also integrated term-by-term on an interval lying inside the interval of convergence.
Hence, if −𝑅 < 𝑏 < 𝑥 < 𝑅, the following expression is valid:

𝑥 𝑥 𝑥 𝑥 𝑥

න 𝑓(𝑡)𝑑𝑡 = න 𝑎0 𝑑𝑡 + න 𝑎1 𝑡𝑑𝑡 + න 𝑎2 𝑡 2 𝑑𝑡 + ⋯ + න 𝑎𝑛 𝑡 𝑛 𝑑𝑡 + ⋯
𝑏 𝑏 𝑏 𝑏 𝑏
 1
Example: Show that = 1 − 𝑥 + 𝑥 2 − 𝑥 3 + 𝑥 4 − ⋯ = σ∞
𝑛=0 𝑎𝑛 𝑥 𝑛 for |𝑥| < 1. Then find a power series
1+𝑥
representation for the function ln(1 + 𝑥), |𝑥| < 1.
First we consider the power series:
1 + 𝑥 + 𝑥2 + 𝑥3 + ⋯
This is a geometric series with ratio 𝑥. Therefore, it converges for |𝑥| < 1. The sum of the series is 1/(1 −
𝑥). Substituting −𝑥 for 𝑥, we have
2 3 4
1 1
1−𝑥+𝑥 −𝑥 +𝑥 −⋯= = 𝑓𝑜𝑟 |𝑥| < 1.
1 − −𝑥 1+𝑥
Thus,
∞
1
= 1 − 𝑥 + 𝑥 2 − 𝑥 3 + 𝑥 4 − ⋯ = ෍ −1 𝑛 𝑥 𝑛 𝑓𝑜𝑟 |𝑥| < 1.
1+𝑥
𝑛=0
Integrating this series term-by-term on the interval [0, 𝑥], we find that
𝑥 𝑥 𝑥 ∞ ∞ ∞
𝑑𝑡 2 3 4 𝑛 𝑛
−1 𝑛 𝑥 𝑛+1 −1 𝑛+1 𝑥 𝑛
න = න 1 − 𝑡 + 𝑡 − 𝑡 + 𝑡 − ⋯ 𝑑𝑡 = න ෍ −1 𝑡 𝑑𝑡 = ෍ =෍
1+𝑡 𝑛+1 𝑛
0 0 0 𝑛=0 𝑛=0 𝑛=1
ln(1+𝑥)
 𝑥 ln 1+𝑡
Example : Represent the integral ‫׬‬0 𝑑𝑡 as a power series expansion.
𝑡
In the previous problem we have found the power series expansion for logarithmic function:

∞ 𝑛+1 𝑡 𝑛
−1 𝑡2 𝑡3 𝑡4
ln 1 + 𝑡 = ෍ = 𝑡 − + − + ⋯, 𝑡 < 1
𝑛 2 3 4
𝑛=1
Then we can write:
∞
ln 1 + 𝑡 −1 𝑛+1 𝑡 𝑛−1 𝑡 𝑡2 𝑡3
=෍ = 1 − + − + ⋯, 𝑡 < 1
𝑡 𝑛 2 3 4
𝑛=1
Integrating this series term-by-term on the interval [0, 𝑥], we obtain

𝑥 𝑥 ∞
ln 1 + 𝑡 𝑡 𝑡2 𝑡3 𝑥2 𝑥3
−1 𝑛+1 𝑥 𝑛 𝑥4
න 𝑑𝑡 = න(1 − + − + ⋯ )𝑑𝑡 = 𝑥 − + − +⋯= ෍ .
𝑡 2 3 4 2⋅2 3⋅3 4⋅4 𝑛2
0 0 𝑛=1
 Taylor and Maclaurin Series
If a function 𝑓(𝑥) has continuous derivatives up to (𝑛 + 1)𝑡ℎ order, then this function can be expanded in the
following way:
∞
𝑥 − 𝑎 𝑛 𝑥 − 𝑎 2 𝑥 − 𝑎 𝑛
𝑓(𝑥) = ෍ 𝑓 𝑛 𝑎 = 𝑓(𝑎) + 𝑓′(𝑎)(𝑥 − 𝑎) + 𝑓 ′′ 𝑎 + ⋯+ 𝑓 𝑛 𝑎 + 𝑅𝑛 ,
𝑛! 2! 𝑛!
𝑛=0
where 𝑅𝑛, called the remainder after 𝑛 + 1 terms, is given by
𝑥 − 𝑎 𝑛+1
𝑅𝑛 = 𝑓 𝑛+1 𝜉 , 𝑎 < 𝜉 < 𝑥.
𝑛+1 !
When this expansion converges over a certain range of 𝑥, that is, lim 𝑅𝑛 = 0, then the expansion is called Taylor
𝑛→∞
Series of 𝑓(𝑥) expanded about 𝑎.
If 𝑎 = 0, the series is called Maclaurin Series:

∞
𝑛
𝑥𝑛 𝑥 2 𝑥𝑛
𝑓 𝑥 = ෍𝑓 0 = 𝑓 0 + 𝑓 ′ 0 𝑥 + 𝑓 ′′ 0 + ⋯+ 𝑓 𝑛
0 + 𝑅𝑛 ,
𝑛! 2! 𝑛!
𝑛=0
Some Useful Maclaurin Series
Example : Find the Maclaurin series for cos2 𝑥.
1+cos2𝑥
We use the trigonometric identity cos 2 𝑥 = .
2
As the Maclaurin series for 𝑐𝑜𝑠𝑥 is
∞
−1 𝑛 𝑥 2𝑛
෍ ,
2𝑛 !
𝑛=0
we can write:
∞ ∞
−1 𝑛 (2𝑥)2𝑛 −1 𝑛 22𝑛 𝑥 2𝑛
cos2𝑥 = ෍ =෍ .
2𝑛 ! 2𝑛 !
𝑛=0 𝑛=0
Therefore
∞ 𝑛 22𝑛 𝑥 2𝑛 ∞
−1 −1 𝑛 22𝑛 𝑥 2𝑛
1 + cos2𝑥 = 1 + ෍ =2+෍ ,
2𝑛 ! 2𝑛 !
𝑛=0 𝑛=1

∞
1 + cos2𝑥 −1 𝑛 22𝑛−1 𝑥 2𝑛
cos 2 𝑥 = =1+෍
2 2𝑛 !
𝑛=1
Example: Obtain the Taylor series for 𝑓(𝑥) = 3𝑥 2 − 6𝑥 + 5 about the point 𝑥 = 1.

Compute the derivatives:

𝑓′(𝑥) = 6𝑥 − 6, 𝑓′′(𝑥) = 6, 𝑓′′′(𝑥) = 0.
𝑛
As you can see, 𝑓 (𝑥) = 0 for all 𝑛 ≥ 3. Then for 𝑥 = 1, we get

𝑓(1) = 2, 𝑓′(1) = 0, 𝑓′′(1) = 6.

Hence, the Taylor expansion for the given function is

∞ 𝑛 2
𝑛
𝑥−1 6 𝑥−1
𝑓 𝑥 = ෍𝑓 1 =2+ = 2 + 3 𝑥 − 1 2.
𝑛! 2!
𝑛=0
Example : Find the Taylor series of the cubic function 𝑥 3 about 𝑥 = 3.

We denote 𝑓(𝑥) = 𝑥 3 . Then

𝑓′ 𝑥 = 𝑥3 ′ = 3𝑥 2 , 𝑓′′(𝑥) = 3𝑥 2 ′ = 6𝑥, 𝑓′′′(𝑥) = (6𝑥)′ = 6, 𝑓 4 (𝑥) = 0,
and further 𝑓 𝑛 (𝑥) = 0 for all 𝑥 ≥ 4.
Respectively, at the point 𝑥 = 2, we have
𝑓(2) = 8, 𝑓′(2) = 12, 𝑓′′(2) = 12, 𝑓′′′(2) = 6.
Hence, the Taylor series expansion for the cubic function is given by the expression

∞ 𝑛 2 3
𝑥−2 12 𝑥 − 2 6 𝑥−2
𝑥3 = ෍ 𝑓 𝑛
2 = 8 + 12 𝑥 − 2 + +
𝑛! 2! 3!
𝑛=0

2
= 8 + 12 𝑥 − 2 + 6 𝑥 − 2 + 𝑥 − 2 3.