Power series: Difference between revisions

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imported>Dmitrii Kouznetsov
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Let ''R'' be any [[ring (mathematics)|ring]].  A '''formal power series''' over ''R'', with variable ''X'' is a formal sum <math>\sum a_n X^n</math> with coefficients <math>a_n \in R</math>.  Addition and multiplication are now defined purely formally, with no questions of convergence, by the formulae above.  The formal power series form another ring denoted <math>R[[X]]</math>.
Let ''R'' be any [[ring (mathematics)|ring]].  A '''formal power series''' over ''R'', with variable ''X'' is a formal sum <math>\sum a_n X^n</math> with coefficients <math>a_n \in R</math>.  Addition and multiplication are now defined purely formally, with no questions of convergence, by the formulae above.  The formal power series form another ring denoted <math>R[[X]]</math>.
==Inversion of power series==
==Inversion of power series==
The power series <math>f</math> is called '''incerse series''' of the power series '''g''', iff all elements of the expansion of <math>f(g(z))</math> with respect to <math>z</math> are zero.  
The power series <math>f</math> is called '''incerse series''' of the power series '''g''', iff all elements of the expansion of <math>f(g(z))-z</math> with respect to <math>z</math> are zero.  


To simplify formulas, it is assumed that  the zero-th element is zero, and the first coefficient is unity:
To simplify formulas, it is assumed that  the zero-th element is zero, and the first coefficient is unity:
<math>f_0=0</math>, and  <math>f_1=1</math>.  Then <math>g_0=0 </math>, and  <math>g_1=1</math>, and
<math>f_0=0</math>, and  <math>f_1=1</math>.  Then <math>g_0=0 </math>, and  <math>g_1=1</math>, and
:<math>g_2=f_2</math>
:<math>g_2=-f_2</math>
:<math>g_3=2f_2^2-f_3</math>
:<math>g_3=2f_2^2-f_3</math>
:<math>g_4=-5f_2^3+5f_3f_2-f_4</math>
:<math>g_4=-5f_2^3+5f_3f_2-f_4</math>

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In mathematics, a power series is an infinite series whose terms involve successive powers of a variable, typically with real or complex coefficients. If the series converges, its value determines a function of the variable involved. Conversely, given a function it may be possible to form a power series from successive derivatives of the function: this Taylor series is then a power series in its own right.

Formally, let z be a variable and Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle a_n} be a sequence of real or complex coefficients. The associated power series is

Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \sum_{n=0}^\infty a_n z^n . \,} .

Radius of convergence

Over the complex numbers the series will have a radius of convergence R, a real number with the property that the series converges for all complex numbers z with Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \vert z \vert < R} and that R is the "largest" number with this property (supremum of all numbers with this property. If the series converges for all complex numbers, we formally say that the radius of convergence is infinite.

For example

Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \sum n! z^n} converges only for Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle z=0} and has radius of convergence zero.
Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \sum z^n} converges for all Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \vert z \vert < 1} , but diverges for Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle z=1} and so has radius of convergence 1.
Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \sum z^n / n!} converges for all complex numbers z and so has radius of convergence infinity.

More generally we may consider power series in a complex variable Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle z-a} for a fixed complex number a.

Within the radius of convergence, a power series determines an analytic function of z. Derivatives of all orders exist, and the Taylor series exists and is equal to the original power series.

Convergence tests

Some of the standard test for convergence of series translate into computations of the radius of convergence R.

  • D'Alembert ratio test: if the limit of the sequence Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \left\vert \frac{a_{n+1}}{a_n} \right\vert} exists, then this is equal to 1/R.
  • Cauchy n-th root test: if the limit of the sequence Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \vert a_n \vert^{1/n}} exists, then this is equal to 1/R.

Algebra of power series

Power series may be added and multiplied. If Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \sum a_n z^n} and Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \sum b_n z^n} are power series, we may define their sum and product

Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \left(\sum a_n z^n\right) + \left(\sum b_n z^n \right) = \sum (a_n+b_n) z^n \, }
Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \left(\sum a_n z^n\right) \cdot \left(\sum b_n z^n \right) = \sum_{n=0}^\infty \left(\sum_{k=0}^n a_k b_{n-k}\right) z^n . \, }

and these purely algebraic definitions are consistent with the values achieved within the region of convergence.

If a power series g has constant term Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle b_0 = 0} , then the n-th power of g involves only powers of z with exponent at least n. Hence if f denotes the series Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \sum a_n z^n} it makes sense to consider the composite

Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle f(g) = \sum_{n=0}^\infty a_n g^n \, }

as a power series in z, since any given power of z will appear in only finitely many of the terms Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle g^n} . Again this purely algebraic definition is consistent with function composition within the region of convergence.

Formal power series

Let R be any ring. A formal power series over R, with variable X is a formal sum Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \sum a_n X^n} with coefficients Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle a_n \in R} . Addition and multiplication are now defined purely formally, with no questions of convergence, by the formulae above. The formal power series form another ring denoted Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle R[[X]]} .

Inversion of power series

The power series Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle f} is called incerse series of the power series g, iff all elements of the expansion of Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle f(g(z))-z} with respect to Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle z} are zero.

To simplify formulas, it is assumed that the zero-th element is zero, and the first coefficient is unity: Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle f_0=0} , and Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle f_1=1} . Then Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle g_0=0 } , and Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle g_1=1} , and

Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle g_2=-f_2}
Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle g_3=2f_2^2-f_3}
Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle g_4=-5f_2^3+5f_3f_2-f_4}
Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle g_5=6f_4f_2+14f_2^4-21f_3f_2+3f_3^2-f_5}
Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle g_6=7f_5f_2+84f_3f_2^3-28f_3^2f_2+7f_3f_4-28f_4f_2^2-42f_2^5-f_6}
Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle g_7=-36f_5f_2+8f_5f_3+8f_6f_2+120f_4f_2^3-72f_4f_3f_2+4f_4^2+132f_2^6-330f_3f_2^4+180f_3^2f_2^2-12f_3^2-f_7}

and so on.