University Calculus · Calculus II大学微积分 · 微积分 II

Unit B7: Power, Taylor, and Maclaurin Series单元 B7:幂级数、泰勒级数与麦克劳林级数

Power series let us treat many functions as infinite polynomials, opening the door to term by term calculus, controlled approximation, and the Taylor and Maclaurin expansions at the heart of analysis.幂级数(power series)让我们把许多函数当作无穷次多项式来处理,从而打开了逐项微积分、可控逼近,以及分析学核心的泰勒展开与麦克劳林展开的大门。

Calculus II微积分 II Single-Variable单变量 Integrals & Series积分与级数 MIT 18.01 / GT 1552 / Princeton MAT 104MIT 18.01 / GT 1552 / Princeton MAT 104
Read me first.请先读我。 This unit builds the theory of power series from the ground up. We start with convergence and the radius of convergence, learn to represent functions as power series through the geometric template, then differentiate and integrate those series term by term. From there we define the Taylor and Maclaurin series, memorize the handful of key expansions, and use Taylor's theorem with the Lagrange remainder to certify when a function actually equals its series. The closing section turns all of this into a problem solving toolkit for limits, nonelementary integrals, and numerical approximation. Every result rests on the same idea, that inside its radius a power series behaves exactly like a polynomial.本单元从最基础处搭建幂级数(power series)理论。我们先讲收敛(converge)与收敛半径(radius of convergence),再借助几何级数模板学会把函数表示为幂级数,然后对这些级数逐项求导与积分。在此基础上定义泰勒级数(Taylor series)与麦克劳林级数(Maclaurin series),熟记少数几个关键展开式,并用带拉格朗日余项(Lagrange remainder)的泰勒定理来判定一个函数何时真正等于它的级数。最后一节把这一切转化为求极限、求非初等积分以及数值逼近的解题工具箱。所有结论都建立在同一个想法之上:在收敛半径之内,幂级数的表现与多项式完全一样。

Power Series and Radius of Convergence幂级数与收敛半径

Key idea.核心思想。 A power series is an infinite polynomial in $(x-a)$. For each fixed $x$ it is an ordinary numerical series, so it either converges or diverges. The set of $x$ for which it converges is always an interval centered at $a$, and the half width of that interval is the radius of convergence.幂级数(power series)就是关于 $(x-a)$ 的无穷次多项式。对每一个固定的 $x$,它都是一个普通的数项级数,因此要么收敛(converge)要么发散(diverge)。使它收敛的所有 $x$ 构成的集合总是一个以 $a$ 为中心的区间,而该区间的半宽就是收敛半径(radius of convergence)。

Definition.定义。 A power series centered at $a$ is a series of the form以 $a$ 为中心的幂级数是形如下式的级数

Power series centered at $a$以 $a$ 为中心的幂级数
$$\sum_{n=0}^{\infty} c_n (x-a)^n = c_0 + c_1(x-a) + c_2(x-a)^2 + \cdots,$$

where the $c_n$ are fixed coefficients. At $x=a$ every term past the first vanishes, so the series always converges there to $c_0$. The central question is: for which other $x$ does it converge?其中各 $c_n$ 是固定的系数(coefficient)。在 $x=a$ 处,除第一项外的每一项都消失,所以级数在此处总收敛到 $c_0$。核心问题是:对于其他哪些 $x$,它仍然收敛?

Theorem (the three cases).定理(三种情形)。 For a power series centered at $a$ exactly one of the following holds: it converges only at $x=a$; it converges for all real $x$; or there is a number $R>0$ so that it converges when $|x-a|R$. The number $R$ is the radius of convergence (take $R=0$ in the first case and $R=\infty$ in the second).对于以 $a$ 为中心的幂级数,下面三者恰好成立其一:它仅在 $x=a$ 处收敛;它对所有实数 $x$ 都收敛;或者存在一个数 $R>0$,使得当 $|x-a|R$ 时发散。这个数 $R$ 就是收敛半径(第一种情形取 $R=0$,第二种情形取 $R=\infty$)。

Ratio test for the radius求半径的比值判别法
$$\frac{1}{R}=\lim_{n\to\infty}\left|\frac{c_{n+1}}{c_n}\right|,\qquad\text{equivalently}\qquad R=\lim_{n\to\infty}\left|\frac{c_n}{c_{n+1}}\right|.$$

Remark.注记。 The ratio test settles the open interval $|x-a|比值判别法(ratio test)只能确定开区间 $|x-a|interval of convergence)就是这个开区间,连同其中能够通过检验的端点。

The root-test alternative.根值判别法这一替代方案。 The ratio formula is the everyday tool, but it can fail to exist when the coefficients are irregular, for instance when even and odd coefficients follow different patterns. In that case the root test is the reliable backstop, and in fact it always works. Writing the radius through the root test gives the Cauchy and Hadamard formula, $\frac{1}{R}=\limsup_{n\to\infty}|c_n|^{1/n}$, which uses the limit superior precisely so that it is defined for every power series, not only the well-behaved ones. Whenever the ordinary ratio limit exists, the two formulas agree, so you may use whichever is easier for the coefficients in front of you. A practical habit: reach for the ratio test first, and switch to the root test only when factorials, $n$th powers, or coefficient patterns make the ratio limit awkward or nonexistent.比值公式是日常工具,但当系数不规则时它可能不存在,例如偶数项与奇数项系数遵循不同规律时。这种情形下,根值判别法(root test)是可靠的后备,事实上它总能用。用根值判别法写出半径就得到柯西-阿达马公式 $\frac{1}{R}=\limsup_{n\to\infty}|c_n|^{1/n}$,它特意采用上极限,使其对每一个幂级数都有定义,而不只是对表现良好的那些。只要普通的比值极限存在,两个公式就一致,所以你可以挑对眼前系数更省事的那个用。一个实用习惯:先用比值判别法,只有当阶乘、$n$ 次幂或系数规律让比值极限变得棘手或不存在时,才改用根值判别法。

Worked Example 1.1: a finite radius with endpoint testing例题 1.1:有限半径与端点检验

Find the interval of convergence of $\displaystyle\sum_{n=1}^{\infty}\frac{(x-2)^n}{n}$.求 $\displaystyle\sum_{n=1}^{\infty}\frac{(x-2)^n}{n}$ 的收敛区间。

Apply the ratio test to the full term $a_n=(x-2)^n/n$:对整项 $a_n=(x-2)^n/n$ 使用比值判别法:

$$\lim_{n\to\infty}\left|\frac{a_{n+1}}{a_n}\right|=\lim_{n\to\infty}\left|\frac{(x-2)^{n+1}}{n+1}\cdot\frac{n}{(x-2)^n}\right|=|x-2|\lim_{n\to\infty}\frac{n}{n+1}=|x-2|.$$

Convergence requires $|x-2|<1$, so $R=1$ and the open interval is $1收敛要求 $|x-2|<1$,所以 $R=1$,开区间为 $1

At $x=3$: the series is $\sum 1/n$, the harmonic series, which diverges. At $x=1$: the series is $\sum (-1)^n/n$, which converges by the alternating series test. Hence the interval of convergence is $[1,3)$.在 $x=3$ 处:级数为 $\sum 1/n$,即调和级数,发散。在 $x=1$ 处:级数为 $\sum (-1)^n/n$,由交错级数判别法收敛。因此收敛区间为 $[1,3)$。

Worked Example 1.2: an infinite radius例题 1.2:无穷半径

Find the radius of convergence of $\displaystyle\sum_{n=0}^{\infty}\frac{x^n}{n!}$.求 $\displaystyle\sum_{n=0}^{\infty}\frac{x^n}{n!}$ 的收敛半径。

With $c_n=1/n!$,取 $c_n=1/n!$,

$$\frac{1}{R}=\lim_{n\to\infty}\left|\frac{c_{n+1}}{c_n}\right|=\lim_{n\to\infty}\frac{n!}{(n+1)!}=\lim_{n\to\infty}\frac{1}{n+1}=0.$$

Since $1/R=0$ we have $R=\infty$: the series converges for every real $x$. This series is the exponential function, as Section 5 confirms.由于 $1/R=0$,故 $R=\infty$:级数对每一个实数 $x$ 都收敛。正如第 5 节将确认的,这个级数就是指数函数。

Worked Example 1.3: a series with gaps in the powers例题 1.3:幂次有缺口的级数

Find the interval of convergence of $\displaystyle\sum_{n=1}^{\infty}\frac{(-1)^n x^{2n}}{4^n\, n}$. Here only even powers appear, so many of the formal coefficients $c_n$ are zero and the formula $1/R=\lim|c_{n+1}/c_n|$ does not apply directly. Apply the ratio test to the whole term instead.求 $\displaystyle\sum_{n=1}^{\infty}\frac{(-1)^n x^{2n}}{4^n\, n}$ 的收敛区间。这里只出现偶次幂,所以许多形式系数 $c_n$ 为零,公式 $1/R=\lim|c_{n+1}/c_n|$ 不能直接套用。改为对整项使用比值判别法。

Let $a_n=(-1)^n x^{2n}/(4^n n)$. Then令 $a_n=(-1)^n x^{2n}/(4^n n)$。则

$$\lim_{n\to\infty}\left|\frac{a_{n+1}}{a_n}\right|=\lim_{n\to\infty}\left|\frac{x^{2n+2}}{4^{n+1}(n+1)}\cdot\frac{4^n n}{x^{2n}}\right|=\frac{x^2}{4}\lim_{n\to\infty}\frac{n}{n+1}=\frac{x^2}{4}.$$

Convergence requires $x^2/4<1$, that is $|x|<2$, so $R=2$. At $x=\pm 2$ we have $x^{2n}=4^n$, and the series collapses to $\sum (-1)^n/n$, the alternating harmonic series, which converges. Both endpoints survive, so the interval of convergence is the closed interval $[-2,2]$.收敛要求 $x^2/4<1$,即 $|x|<2$,所以 $R=2$。在 $x=\pm 2$ 处有 $x^{2n}=4^n$,级数退化为 $\sum (-1)^n/n$,即交错调和级数,收敛。两个端点都通过检验,因此收敛区间为闭区间 $[-2,2]$。

Common error.常见错误。 Students often stop at the open interval $|x-a|<R$ and report it as the interval of convergence, forgetting the endpoints entirely. The ratio test gives a limit of exactly $1$ at $x=a\pm R$, so it is silent there: it can neither include nor exclude an endpoint. You must substitute each endpoint and run a separate numerical-series test. The two endpoints can behave differently, as Worked Example 1.1 shows, where $x=3$ diverges but $x=1$ converges.学生常常止步于开区间 $|x-a|<R$,把它当作收敛区间上报,完全忘了端点。在 $x=a\pm R$ 处比值判别法给出的极限恰好为 $1$,所以它在那里失声:既不能纳入也不能排除某个端点。你必须代入每个端点,单独跑一次数项级数判别法。两个端点的表现可能不同,正如例题 1.1 所示,那里 $x=3$ 发散而 $x=1$ 收敛。
Going deeper: why convergence sets are intervals (Abel’s lemma)深入探究:收敛集为何是区间(阿贝尔引理)

The "three cases" theorem rests on one comparison fact. Abel’s lemma: if $\sum c_n (x_0-a)^n$ converges at some point $x_0\neq a$, then $\sum c_n (x-a)^n$ converges absolutely for every $x$ with $|x-a|<|x_0-a|$."三种情形"定理依赖于一个比较事实。阿贝尔引理(Abel’s lemma):若 $\sum c_n (x_0-a)^n$ 在某点 $x_0\neq a$ 处收敛,则对每一个满足 $|x-a|<|x_0-a|$ 的 $x$,$\sum c_n (x-a)^n$ 都绝对收敛。

Proof. Convergence at $x_0$ forces the terms $c_n (x_0-a)^n\to 0$, so they are bounded: there is $M$ with $|c_n (x_0-a)^n|\le M$ for all $n$. Now fix $x$ with $r:=|x-a|/|x_0-a|<1$. Then证明。在 $x_0$ 处的收敛迫使各项 $c_n (x_0-a)^n\to 0$,于是它们有界:存在 $M$,对所有 $n$ 都有 $|c_n (x_0-a)^n|\le M$。现固定 $x$,令 $r:=|x-a|/|x_0-a|<1$。则

$$|c_n (x-a)^n|=|c_n (x_0-a)^n|\cdot\left|\frac{x-a}{x_0-a}\right|^n\le M\,r^n.$$

Since $\sum M r^n$ is a convergent geometric series ($0\le r<1$), the comparison test gives absolute convergence of $\sum c_n (x-a)^n$. $\blacksquare$由于 $\sum M r^n$ 是收敛的几何级数($0\le r<1$),由比较判别法得 $\sum c_n (x-a)^n$ 绝对收敛。$\blacksquare$

The lemma says: convergence at one point propagates inward to every closer point. So the set of convergence points has no holes; it is an interval about $a$. Taking $R$ to be the supremum of $|x_0-a|$ over all convergence points $x_0$ produces exactly the three cases, with divergence guaranteed beyond $R$ by the same boundedness argument run in reverse.该引理说:一点处的收敛会向内传播到每一个更近的点。所以收敛点集合没有空洞,它是关于 $a$ 的一个区间。取 $R$ 为所有收敛点 $x_0$ 上 $|x_0-a|$ 的上确界,就恰好得到三种情形,而把同一个有界性论证反向运行,便保证了在 $R$ 之外发散。

The radius of convergence of $\displaystyle\sum_{n=0}^{\infty} n!\,x^n$ is$\displaystyle\sum_{n=0}^{\infty} n!\,x^n$ 的收敛半径为
1.1
$\infty$
$1$
$0$
$e$
Correct. Here $|c_{n+1}/c_n|=(n+1)!/n!=n+1\to\infty$, so $1/R=\infty$ and $R=0$. The series converges only at $x=0$.正确。此处 $|c_{n+1}/c_n|=(n+1)!/n!=n+1\to\infty$,所以 $1/R=\infty$,$R=0$。级数仅在 $x=0$ 处收敛。
The coefficient ratio $(n+1)!/n!=n+1$ tends to infinity, so $1/R=\infty$, giving $R=0$.系数比 $(n+1)!/n!=n+1$ 趋于无穷,所以 $1/R=\infty$,得 $R=0$。
The series $\displaystyle\sum_{n=1}^{\infty}\frac{x^n}{n^2}$ has radius $R=1$. Its interval of convergence is级数 $\displaystyle\sum_{n=1}^{\infty}\frac{x^n}{n^2}$ 的半径为 $R=1$。它的收敛区间是
1.2
$(-1,1)$
$[-1,1]$
$[-1,1)$
$(-1,1]$
Correct. At $x=1$ we get $\sum 1/n^2$, a convergent $p$-series; at $x=-1$ we get $\sum(-1)^n/n^2$, which converges absolutely. Both endpoints are included.正确。在 $x=1$ 处得到 $\sum 1/n^2$,这是收敛的 $p$-级数;在 $x=-1$ 处得到 $\sum(-1)^n/n^2$,绝对收敛。两个端点都包含在内。
Test both endpoints: $\sum 1/n^2$ and $\sum(-1)^n/n^2$ both converge, so the interval is the closed $[-1,1]$.检验两个端点:$\sum 1/n^2$ 与 $\sum(-1)^n/n^2$ 都收敛,所以区间是闭区间 $[-1,1]$。

Representing Functions as Power Series把函数表示为幂级数

Key idea.核心思想。 The geometric series is the master template. Any function that can be massaged into the form $\frac{1}{1-u}$ for a small quantity $u$ inherits an immediate power series. Substitution, factoring, and partial fractions extend this one identity to a large family of functions.几何级数(geometric series)是万能模板。任何能被整理成 $\frac{1}{1-u}$(其中 $u$ 是某个小量)形式的函数,都立刻继承一个幂级数。代入、提取公因子和部分分式(partial fractions)把这一个恒等式推广到一大类函数。

The geometric series.几何级数。 For $|u|<1$,当 $|u|<1$ 时,

Geometric series几何级数
$$\frac{1}{1-u}=\sum_{n=0}^{\infty} u^n = 1+u+u^2+u^3+\cdots,\qquad |u|<1.$$

To represent a given function, rewrite it so that something playing the role of $u$ appears, then substitute. The condition $|u|<1$ becomes the interval of convergence.要把给定函数表示出来,先把它改写成出现一个扮演 $u$ 角色的量的形式,再代入。条件 $|u|<1$ 就成为收敛区间。

The art is entirely in the algebra that exposes a $\frac{1}{1-u}$. Three reshaping moves cover almost every case. If the denominator is $1$ plus or minus something, you read off $u$ directly, as in $\frac{1}{1+x^2}$ where $u=-x^2$. If the denominator has a leading constant other than $1$, you factor that constant out front so the bracket becomes $1-u$, as in $\frac{1}{3-x}$. If the function is a ratio of polynomials with a factorable denominator, you split it by partial fractions first and expand each simple piece, as in Worked Example 2.3. A useful geometric fact ties these together: the radius of the resulting series is always the distance from the center to the nearest point where the function blows up. That single principle predicts the answer before you compute, and it is worth checking your interval against it every time.全部技巧都在于用代数把 $\frac{1}{1-u}$ 显露出来。三种改写手法几乎覆盖所有情形。若分母是 $1$ 加减某物,就直接读出 $u$,如 $\frac{1}{1+x^2}$ 中 $u=-x^2$。若分母首项常数不是 $1$,就把该常数提到前面,使括号变成 $1-u$,如 $\frac{1}{3-x}$。若函数是分母可因式分解的多项式之比,就先用部分分式拆开,再逐块展开,如例题 2.3。一个有用的几何事实把这些串联起来:所得级数的半径总是从中心到函数最近一个发散点的距离。仅凭这一条原理就能在计算之前预知答案,每次都值得拿它来核对你的区间。

Worked Example 2.1: substitution into the geometric series例题 2.1:代入几何级数

Represent $f(x)=\dfrac{1}{1+x^2}$ as a power series and give its radius.把 $f(x)=\dfrac{1}{1+x^2}$ 表示为幂级数,并给出其半径。

Write $1+x^2 = 1-(-x^2)$, so with $u=-x^2$,写成 $1+x^2 = 1-(-x^2)$,于是取 $u=-x^2$,

$$\frac{1}{1+x^2}=\frac{1}{1-(-x^2)}=\sum_{n=0}^{\infty}(-x^2)^n=\sum_{n=0}^{\infty}(-1)^n x^{2n}=1-x^2+x^4-x^6+\cdots.$$

Convergence requires $|-x^2|<1$, that is $|x|<1$, so $R=1$.收敛要求 $|-x^2|<1$,即 $|x|<1$,所以 $R=1$。

Worked Example 2.2: factoring to expose $1-u$例题 2.2:提取公因子以显露 $1-u$

Represent $f(x)=\dfrac{1}{3-x}$ as a power series centered at $0$.把 $f(x)=\dfrac{1}{3-x}$ 表示为以 $0$ 为中心的幂级数。

Factor a $3$ out of the denominator so the leading term is $1$:从分母中提取一个 $3$,使首项为 $1$:

$$\frac{1}{3-x}=\frac{1}{3}\cdot\frac{1}{1-\frac{x}{3}}=\frac{1}{3}\sum_{n=0}^{\infty}\left(\frac{x}{3}\right)^n=\sum_{n=0}^{\infty}\frac{x^n}{3^{n+1}}.$$

The condition $\left|\frac{x}{3}\right|<1$ gives $|x|<3$, so $R=3$.条件 $\left|\frac{x}{3}\right|<1$ 给出 $|x|<3$,所以 $R=3$。

Worked Example 2.3: partial fractions before expanding例题 2.3:先做部分分式再展开

Represent $f(x)=\dfrac{x}{x^2-x-2}$ as a power series centered at $0$ and state the radius.把 $f(x)=\dfrac{x}{x^2-x-2}$ 表示为以 $0$ 为中心的幂级数,并给出半径。

Factor the denominator: $x^2-x-2=(x-2)(x+1)$. Decompose into partial fractions, $\dfrac{x}{(x-2)(x+1)}=\dfrac{A}{x-2}+\dfrac{B}{x+1}$. Clearing denominators gives $x=A(x+1)+B(x-2)$. Setting $x=2$ yields $2=3A$, so $A=\tfrac23$; setting $x=-1$ yields $-1=-3B$, so $B=\tfrac13$.分解分母:$x^2-x-2=(x-2)(x+1)$。做部分分式分解 $\dfrac{x}{(x-2)(x+1)}=\dfrac{A}{x-2}+\dfrac{B}{x+1}$。去分母得 $x=A(x+1)+B(x-2)$。令 $x=2$ 得 $2=3A$,故 $A=\tfrac23$;令 $x=-1$ 得 $-1=-3B$,故 $B=\tfrac13$。

Now expand each piece around $0$ in geometric form. For the first, factor out $-2$ so the leading constant is $1$:现在把每一块在 $0$ 附近展成几何级数形式。对第一块,提取 $-2$,使首项常数为 $1$:

$$\frac{2/3}{x-2}=\frac{2}{3}\cdot\frac{1}{x-2}=-\frac{1}{3}\cdot\frac{1}{1-\frac{x}{2}}=-\frac{1}{3}\sum_{n=0}^{\infty}\frac{x^n}{2^n},\qquad |x|<2.$$

For the second piece, $\dfrac{1/3}{x+1}=\dfrac13\cdot\dfrac{1}{1-(-x)}=\dfrac13\sum_{n=0}^{\infty}(-1)^n x^n$, valid for $|x|<1$. Adding the two series term by term,对第二块,$\dfrac{1/3}{x+1}=\dfrac13\cdot\dfrac{1}{1-(-x)}=\dfrac13\sum_{n=0}^{\infty}(-1)^n x^n$,在 $|x|<1$ 时成立。把两个级数逐项相加,

$$\frac{x}{x^2-x-2}=\sum_{n=0}^{\infty}\left(\frac{(-1)^n}{3}-\frac{1}{3\cdot 2^n}\right)x^n.$$

The combined series converges where both pieces do, namely on the smaller interval $|x|<1$, so $R=1$. The radius equals the distance from the center $0$ to the nearest singularity, here $x=-1$.合并后的级数在两块都收敛之处收敛,即在较小的区间 $|x|<1$ 上,所以 $R=1$。半径等于从中心 $0$ 到最近奇点的距离,这里是 $x=-1$。

Common error.常见错误。 When you factor a constant out of the denominator, it is easy to forget that the constant multiplies every term of the resulting series, not just the first. In Worked Example 2.2 the factor $\tfrac13$ in front gives $x^n/3^{n+1}$, not $x^n/3^n$. A second frequent slip is reading off the radius as $3$ in Worked Example 2.3 because $x=2$ is a singularity; the true radius is governed by the nearest singularity to the center, which is $x=-1$ at distance $1$.从分母中提取常数时,很容易忘记这个常数乘的是所得级数的每一项,而不只是第一项。在例题 2.2 中,前面的因子 $\tfrac13$ 给出 $x^n/3^{n+1}$,而非 $x^n/3^n$。第二个常见失误是在例题 2.3 中因为 $x=2$ 是奇点就把半径读成 $3$;真正的半径由离中心最近的奇点决定,即 $x=-1$,距离为 $1$。
Going deeper: a power series representation is unique深入探究:幂级数表示是唯一的

Could the same function have two different power series about the same center? No. Suppose $\sum c_n (x-a)^n$ and $\sum d_n (x-a)^n$ both converge to $f(x)$ on some interval $|x-a|<\rho$ with $\rho>0$. Their difference $\sum (c_n-d_n)(x-a)^n$ converges to $0$ there.同一个函数能否在同一中心处有两个不同的幂级数?不能。设 $\sum c_n (x-a)^n$ 与 $\sum d_n (x-a)^n$ 在某区间 $|x-a|<\rho$($\rho>0$)上都收敛到 $f(x)$。它们的差 $\sum (c_n-d_n)(x-a)^n$ 在该区间上收敛到 $0$。

Set $x=a$: every term past the constant vanishes, forcing $c_0-d_0=0$. By Section 3 the zero series may be differentiated term by term; differentiating once and setting $x=a$ forces $c_1-d_1=0$. Differentiating $n$ times and evaluating at $a$ leaves only the $n$th term, giving $n!(c_n-d_n)=0$, hence $c_n=d_n$ for every $n$. So whichever route you use to build a series (substitution, factoring, partial fractions, or the coefficient formula of Section 4), you arrive at the same series. That is why the answer styles in the examples above can be freely interchanged.令 $x=a$:除常数项外每一项都消失,迫使 $c_0-d_0=0$。由第 3 节,这个零级数可以逐项求导;求一次导再令 $x=a$,迫使 $c_1-d_1=0$。求 $n$ 次导并在 $a$ 处取值,只剩第 $n$ 项,得 $n!(c_n-d_n)=0$,故对每个 $n$ 都有 $c_n=d_n$。所以无论你用哪条途径构造级数(代入、提取公因子、部分分式,或第 4 节的系数公式),都会得到同一个级数。这正是上面各例中的不同写法可以自由互换的原因。

The power series for $\dfrac{1}{1-2x}$ centered at $0$ is$\dfrac{1}{1-2x}$ 以 $0$ 为中心的幂级数是
2.1
$\sum_{n=0}^{\infty} 2^n x^n$, valid for ,在以下范围成立 $|x|<\tfrac12$
$\sum_{n=0}^{\infty} 2^n x^n$, valid for ,在以下范围成立 $|x|<2$
$\sum_{n=0}^{\infty} x^n/2^n$, valid for ,在以下范围成立 $|x|<2$
$\sum_{n=0}^{\infty} (-2)^n x^n$, valid for ,在以下范围成立 $|x|<\tfrac12$
Correct. With $u=2x$, $\frac{1}{1-2x}=\sum (2x)^n=\sum 2^n x^n$, convergent when $|2x|<1$, that is $|x|<\tfrac12$.正确。取 $u=2x$,$\frac{1}{1-2x}=\sum (2x)^n=\sum 2^n x^n$,当 $|2x|<1$ 即 $|x|<\tfrac12$ 时收敛。
Set $u=2x$ in the geometric series: the terms are $2^n x^n$ and convergence needs $|2x|<1$, so $|x|<\frac12$.在几何级数中令 $u=2x$:各项为 $2^n x^n$,收敛要求 $|2x|<1$,所以 $|x|<\frac12$。

Differentiating and Integrating Power Series幂级数的求导与积分

Key idea.核心思想。 Inside its open interval of convergence a power series may be differentiated and integrated term by term, exactly as if it were a polynomial. The radius of convergence is unchanged by either operation (only the endpoint behavior can shift). This turns one known series into an entire family.在收敛开区间内,幂级数可以逐项求导与逐项积分,就好像它是一个多项式一样。这两种运算都不改变收敛半径(只有端点处的行为可能改变)。这把一个已知级数变成一整族级数。

Theorem (term by term calculus).定理(逐项微积分)。 If $f(x)=\sum_{n=0}^{\infty} c_n (x-a)^n$ has radius of convergence $R>0$, then $f$ is differentiable on $(a-R,a+R)$ and若 $f(x)=\sum_{n=0}^{\infty} c_n (x-a)^n$ 的收敛半径 $R>0$,则 $f$ 在 $(a-R,a+R)$ 上可微,且

Term by term differentiation and integration逐项求导与逐项积分
$$f'(x)=\sum_{n=1}^{\infty} n\,c_n (x-a)^{n-1},\qquad \int f(x)\,dx = C+\sum_{n=0}^{\infty} \frac{c_n}{n+1}(x-a)^{n+1},$$

and both new series again have radius of convergence $R$.并且两个新级数的收敛半径仍为 $R$。

Remark.注记。 This is the standard route to series for $\arctan x$, $\ln(1+x)$, and many others: start from a geometric series, then integrate. Because integration introduces a constant, evaluate at a convenient point (usually $x=0$) to pin down $C$.这是求 $\arctan x$、$\ln(1+x)$ 等许多级数的标准路线:从几何级数出发,再积分。由于积分会引入一个常数,请在某个方便的点(通常是 $x=0$)取值,以确定 $C$。

The theorem deserves a moment of respect, because it is not obvious. A power series is an infinite sum, and differentiation and integration are limit operations, so term by term calculus is really an exchange of two limits, the partial-sum limit and the difference-quotient or integral limit. Exchanging limits is exactly the kind of step that fails for general infinite sums of functions. What rescues power series is that they converge not merely pointwise but uniformly on every closed interval strictly inside the radius, and uniform convergence is precisely the hypothesis that licenses swapping a limit with a derivative or an integral. So the theorem is a genuine result about the special structure of power series, not a free pass that any infinite sum enjoys. The practical upshot is the one stated: inside the open interval of convergence you may treat the series as a polynomial of infinite degree.这个定理值得我们驻足致敬,因为它并不显然。幂级数是一个无穷和,而求导与积分都是极限运算,所以逐项微积分实际上是两个极限的交换:部分和的极限与差商(或积分)的极限。交换极限正是那种对一般函数项无穷和会失效的步骤。拯救幂级数的,是它们不仅逐点收敛,而且在严格落于半径之内的每个闭区间上一致收敛,而一致收敛恰好是允许把极限与导数或积分对调的前提。所以这个定理是关于幂级数特殊结构的真正结论,并非任何无穷和都能享有的通行证。实用结论就如所述:在收敛开区间内,你可以把级数当作无穷次的多项式来处理。

Worked Example 3.1: integrating to get $\arctan x$例题 3.1:积分求出 $\arctan x$

Derive the power series for $\arctan x$.推导 $\arctan x$ 的幂级数。

From Example 2.1, $\dfrac{1}{1+t^2}=\sum_{n=0}^{\infty}(-1)^n t^{2n}$ for $|t|<1$. Since $\arctan x=\int_0^x \dfrac{dt}{1+t^2}$, integrate term by term:由例题 2.1,当 $|t|<1$ 时 $\dfrac{1}{1+t^2}=\sum_{n=0}^{\infty}(-1)^n t^{2n}$。因为 $\arctan x=\int_0^x \dfrac{dt}{1+t^2}$,逐项积分:

$$\arctan x=\int_0^x\sum_{n=0}^{\infty}(-1)^n t^{2n}\,dt=\sum_{n=0}^{\infty}(-1)^n\frac{x^{2n+1}}{2n+1}=x-\frac{x^3}{3}+\frac{x^5}{5}-\cdots,$$

valid for $|x|<1$. The lower limit $0$ makes the constant of integration zero since $\arctan 0=0$.在 $|x|<1$ 时成立。下限 $0$ 使积分常数为零,因为 $\arctan 0=0$。

Worked Example 3.2: differentiating a known series例题 3.2:对已知级数求导

Use $\dfrac{1}{1-x}=\sum_{n=0}^{\infty} x^n$ to find a closed form for $\sum_{n=1}^{\infty} n x^{n-1}$.利用 $\dfrac{1}{1-x}=\sum_{n=0}^{\infty} x^n$ 求 $\sum_{n=1}^{\infty} n x^{n-1}$ 的闭式。

Differentiate both sides term by term on $|x|<1$:在 $|x|<1$ 上对两边逐项求导:

$$\frac{d}{dx}\frac{1}{1-x}=\frac{1}{(1-x)^2},\qquad \frac{d}{dx}\sum_{n=0}^{\infty}x^n=\sum_{n=1}^{\infty}n x^{n-1}.$$

Therefore $\displaystyle\sum_{n=1}^{\infty} n x^{n-1}=\frac{1}{(1-x)^2}$ for $|x|<1$. Multiplying by $x$ gives $\sum n x^n = x/(1-x)^2$, a useful closed form.因此当 $|x|<1$ 时 $\displaystyle\sum_{n=1}^{\infty} n x^{n-1}=\frac{1}{(1-x)^2}$。两边乘以 $x$ 得 $\sum n x^n = x/(1-x)^2$,这是一个有用的闭式。

Worked Example 3.3: integrating to get $\ln(1+x)$, then summing a number series例题 3.3:积分求出 $\ln(1+x)$,再对一个数项级数求和

Derive the series for $\ln(1+x)$, then use it to evaluate $\displaystyle\sum_{n=1}^{\infty}\frac{(-1)^{n-1}}{n}$.推导 $\ln(1+x)$ 的级数,再用它求 $\displaystyle\sum_{n=1}^{\infty}\frac{(-1)^{n-1}}{n}$ 的值。

Start from $\dfrac{1}{1+t}=\sum_{n=0}^{\infty}(-1)^n t^n$ for $|t|<1$ (substitute $-t$ into the geometric series). Since $\ln(1+x)=\int_0^x \dfrac{dt}{1+t}$, integrate term by term:从 $\dfrac{1}{1+t}=\sum_{n=0}^{\infty}(-1)^n t^n$($|t|<1$,把 $-t$ 代入几何级数)出发。因为 $\ln(1+x)=\int_0^x \dfrac{dt}{1+t}$,逐项积分:

$$\ln(1+x)=\int_0^x\sum_{n=0}^{\infty}(-1)^n t^n\,dt=\sum_{n=0}^{\infty}(-1)^n\frac{x^{n+1}}{n+1}=x-\frac{x^2}{2}+\frac{x^3}{3}-\cdots,$$

with constant of integration zero since $\ln 1=0$. The radius is $1$. Now examine the endpoint $x=1$. The numerical series $\sum_{n=1}^{\infty}(-1)^{n-1}/n$ converges by the alternating series test, and Abel’s theorem guarantees the power series is continuous up to a convergent endpoint, so its value there is $\lim_{x\to 1^-}\ln(1+x)=\ln 2$. Therefore积分常数为零,因为 $\ln 1=0$。半径为 $1$。现在考察端点 $x=1$。数项级数 $\sum_{n=1}^{\infty}(-1)^{n-1}/n$ 由交错级数判别法收敛,而阿贝尔定理(Abel’s theorem)保证幂级数在收敛端点处连续,所以它在该处的值为 $\lim_{x\to 1^-}\ln(1+x)=\ln 2$。因此

$$\sum_{n=1}^{\infty}\frac{(-1)^{n-1}}{n}=1-\frac{1}{2}+\frac{1}{3}-\frac{1}{4}+\cdots=\ln 2.$$
Common error.常见错误。 Term by term integration changes the constant. Writing $\int \sum c_n x^n\,dx=\sum \frac{c_n}{n+1}x^{n+1}$ with no $+C$ silently asserts that the antiderivative vanishes at $x=0$, which is only correct for the definite integral $\int_0^x$. When you want a specific function such as $\arctan x$ or $\ln(1+x)$, integrate from $0$ to $x$ (or pin $C$ by plugging in a known value), so $\arctan 0=0$ and $\ln 1=0$ fix the constant. Skipping this step is the most common reason a derived series is off by an additive constant.逐项积分会改变常数。把 $\int \sum c_n x^n\,dx=\sum \frac{c_n}{n+1}x^{n+1}$ 写成没有 $+C$,就等于悄悄断言原函数在 $x=0$ 处为零,而这只有对积分 $\int_0^x$ 才正确。当你想要某个具体函数(如 $\arctan x$ 或 $\ln(1+x)$)时,请从 $0$ 积到 $x$(或代入一个已知值来确定 $C$),于是 $\arctan 0=0$ 与 $\ln 1=0$ 就钉死了常数。跳过这一步,是推导出的级数差一个相加常数的最常见原因。
Going deeper: a radius is preserved but an endpoint can be gained深入探究:半径不变,但可能多出一个端点

Why does integration leave $R$ unchanged yet possibly widen the interval at an endpoint? Differentiation multiplies the $n$th coefficient by $n$ and integration divides it by $n+1$. Either way the factor behaves like a fixed power of $n$, and $\lim_{n\to\infty} n^{1/n}=1$, so the root-test value $\limsup |c_n|^{1/n}$, hence $R=1/\limsup|c_n|^{1/n}$, is untouched. Endpoints are a different matter, because there $|x-a|=R$ and convergence is decided by the size of the coefficients, not by $R$.为什么积分不改变 $R$,却可能在端点处把区间扩大?求导把第 $n$ 个系数乘以 $n$,积分把它除以 $n+1$。无论哪种,该因子都表现得像 $n$ 的某个固定幂次,而 $\lim_{n\to\infty} n^{1/n}=1$,所以根值判别法的值 $\limsup |c_n|^{1/n}$,从而 $R=1/\limsup|c_n|^{1/n}$,丝毫不变。端点则是另一回事,因为那里 $|x-a|=R$,收敛由系数的大小而非由 $R$ 决定。

Concrete illustration. The geometric series $\sum x^n$ has $R=1$ and diverges at both endpoints. Integrating gives $\sum x^{n+1}/(n+1)$, the series for $-\ln(1-x)$, still $R=1$, but now at $x=-1$ it becomes $\sum (-1)^{n+1}/(n+1)$, which converges. Integration shrank the coefficients by a factor of $1/(n+1)$, enough to rescue one endpoint. Differentiation runs the other way and can lose an endpoint that was previously convergent.具体例证。几何级数 $\sum x^n$ 有 $R=1$,在两个端点都发散。积分得 $\sum x^{n+1}/(n+1)$,即 $-\ln(1-x)$ 的级数,半径仍为 $1$,但现在在 $x=-1$ 处它变成 $\sum (-1)^{n+1}/(n+1)$,收敛。积分把系数缩小了 $1/(n+1)$ 倍,足以救活一个端点。求导走的是相反方向,可能丢掉一个原本收敛的端点。

Integrating $\dfrac{1}{1+x}=\sum_{n=0}^{\infty}(-1)^n x^n$ term by term gives the series for把 $\dfrac{1}{1+x}=\sum_{n=0}^{\infty}(-1)^n x^n$ 逐项积分,得到下面哪个函数的级数
3.1
$\arctan x$
$e^x$
$\dfrac{1}{(1+x)^2}$
$\ln(1+x)$
Correct. Integrating from $0$ to $x$ gives $\sum (-1)^n x^{n+1}/(n+1)=x-\tfrac{x^2}{2}+\tfrac{x^3}{3}-\cdots=\ln(1+x)$.正确。从 $0$ 积到 $x$ 得 $\sum (-1)^n x^{n+1}/(n+1)=x-\tfrac{x^2}{2}+\tfrac{x^3}{3}-\cdots=\ln(1+x)$。
The antiderivative of $1/(1+x)$ is $\ln(1+x)$, and term by term integration reproduces its series.$1/(1+x)$ 的原函数是 $\ln(1+x)$,逐项积分再现的正是它的级数。

Taylor and Maclaurin Series泰勒级数与麦克劳林级数

Key idea.核心思想。 If a function equals a power series near $a$, the coefficients are forced: differentiate the series repeatedly and evaluate at $a$ to see that $c_n$ must be $f^{(n)}(a)/n!$. This is the Taylor series. The special case $a=0$ is the Maclaurin series.若一个函数在 $a$ 附近等于某个幂级数,则系数被唯一确定:反复对级数求导并在 $a$ 处取值,便看出 $c_n$ 必为 $f^{(n)}(a)/n!$。这就是泰勒级数(Taylor series)。$a=0$ 的特例就是麦克劳林级数(Maclaurin series)。

Definition.定义。 Suppose $f$ has derivatives of all orders at $a$. The Taylor series of $f$ centered at $a$ is设 $f$ 在 $a$ 处具有各阶导数。$f$ 以 $a$ 为中心的泰勒级数是

Taylor series at $a$以 $a$ 为中心的泰勒级数
$$\sum_{n=0}^{\infty}\frac{f^{(n)}(a)}{n!}(x-a)^n = f(a)+f'(a)(x-a)+\frac{f''(a)}{2!}(x-a)^2+\cdots.$$

When $a=0$ this is the Maclaurin series $\sum_{n=0}^{\infty}\frac{f^{(n)}(0)}{n!}x^n$.当 $a=0$ 时,这就是麦克劳林级数 $\sum_{n=0}^{\infty}\frac{f^{(n)}(0)}{n!}x^n$。

Remark.注记。 Having a Taylor series is not the same as equaling it. The series is built from the derivatives at one point, and it might converge to a different value (or only at $a$). Section 6 gives the remainder condition under which $f$ truly equals its Taylor series.拥有泰勒级数与等于该级数并不是一回事。级数由一点处的导数构造而成,它可能收敛到另一个值(或只在 $a$ 处收敛)。第 6 节给出 $f$ 真正等于其泰勒级数的余项(remainder)条件。

Why center somewhere other than zero.为何要把中心选在零以外。 The Maclaurin series at $a=0$ is the default because it is simplest, but two situations demand a general center $a$. First, the function may not even be defined at $0$: $\ln x$ has no Maclaurin series, which is why Worked Example 4.1 expands it about $a=1$. Second, you may want fast convergence near a specific point of interest; a Taylor polynomial centered at $a$ is most accurate near $a$ and degrades as you move away, so to approximate $f$ near $x=10$ you center there rather than at $0$. The coefficient formula $c_n=f^{(n)}(a)/n!$ is identical in form regardless of the center; only the evaluation point of the derivatives changes. Everything proved for Maclaurin series carries over verbatim with $x$ replaced by $x-a$.$a=0$ 处的麦克劳林级数是默认选择,因为它最简单,但有两种情形需要一般中心 $a$。其一,函数可能在 $0$ 处根本无定义:$\ln x$ 没有麦克劳林级数,这正是例题 4.1 把它在 $a=1$ 处展开的原因。其二,你可能希望在某个关注点附近收敛得快;以 $a$ 为中心的泰勒多项式在 $a$ 附近最精确,离得越远越差,所以要在 $x=10$ 附近逼近 $f$,就把中心选在那里而非 $0$。无论中心在哪,系数公式 $c_n=f^{(n)}(a)/n!$ 形式都相同;改变的只是求导数的取值点。对麦克劳林级数证明的一切,把 $x$ 换成 $x-a$ 即可原样照搬。

Worked Example 4.1: a Taylor series centered at $a=1$例题 4.1:以 $a=1$ 为中心的泰勒级数

Find the Taylor series of $f(x)=\ln x$ centered at $a=1$.求 $f(x)=\ln x$ 以 $a=1$ 为中心的泰勒级数。

Compute derivatives: $f(x)=\ln x$, $f'(x)=x^{-1}$, $f''(x)=-x^{-2}$, $f'''(x)=2x^{-3}$, and in general $f^{(n)}(x)=(-1)^{n-1}(n-1)!\,x^{-n}$ for $n\ge 1$. At $a=1$, $f(1)=0$ and $f^{(n)}(1)=(-1)^{n-1}(n-1)!$.计算导数:$f(x)=\ln x$,$f'(x)=x^{-1}$,$f''(x)=-x^{-2}$,$f'''(x)=2x^{-3}$,一般地对 $n\ge 1$ 有 $f^{(n)}(x)=(-1)^{n-1}(n-1)!\,x^{-n}$。在 $a=1$ 处,$f(1)=0$,$f^{(n)}(1)=(-1)^{n-1}(n-1)!$。

$$\ln x=\sum_{n=1}^{\infty}\frac{(-1)^{n-1}(n-1)!}{n!}(x-1)^n=\sum_{n=1}^{\infty}\frac{(-1)^{n-1}}{n}(x-1)^n=(x-1)-\frac{(x-1)^2}{2}+\cdots.$$
Worked Example 4.2: a Maclaurin series straight from the derivatives例题 4.2:直接用导数求麦克劳林级数

Find the Maclaurin series of $f(x)=\dfrac{1}{(1-x)^2}$ directly from the coefficient formula, then check it against differentiation of the geometric series.直接用系数公式求 $f(x)=\dfrac{1}{(1-x)^2}$ 的麦克劳林级数,再与对几何级数求导的结果核对。

Compute derivatives at $0$. We have $f(x)=(1-x)^{-2}$, so by the chain rule $f'(x)=2(1-x)^{-3}$, $f''(x)=2\cdot 3(1-x)^{-4}$, and in general $f^{(n)}(x)=(n+1)!\,(1-x)^{-(n+2)}$. At $x=0$ this gives $f^{(n)}(0)=(n+1)!$. The Maclaurin coefficient is therefore在 $0$ 处计算导数。有 $f(x)=(1-x)^{-2}$,故由链式法则 $f'(x)=2(1-x)^{-3}$,$f''(x)=2\cdot 3(1-x)^{-4}$,一般地 $f^{(n)}(x)=(n+1)!\,(1-x)^{-(n+2)}$。在 $x=0$ 处得 $f^{(n)}(0)=(n+1)!$。因此麦克劳林系数为

$$c_n=\frac{f^{(n)}(0)}{n!}=\frac{(n+1)!}{n!}=n+1,$$

so $\dfrac{1}{(1-x)^2}=\sum_{n=0}^{\infty}(n+1)x^n=1+2x+3x^2+4x^3+\cdots$, valid for $|x|<1$. This matches Worked Example 3.2, where the same series arose by differentiating $\sum x^n$ term by term: a reassuring confirmation that the derivative route and the coefficient formula give one and the same series.所以 $\dfrac{1}{(1-x)^2}=\sum_{n=0}^{\infty}(n+1)x^n=1+2x+3x^2+4x^3+\cdots$,在 $|x|<1$ 时成立。这与例题 3.2 一致,那里同一个级数由逐项对 $\sum x^n$ 求导而来:一个令人安心的印证,说明求导路线与系数公式给出的是同一个级数。

Common error.常见错误。 A subtle but real trap, due to Cauchy: a function can be infinitely differentiable yet fail to equal its Taylor series. The standard example is $f(x)=e^{-1/x^2}$ for $x\neq 0$ and $f(0)=0$. Every derivative at $0$ is zero, so its Maclaurin series is identically $0$, which equals $f$ only at the single point $x=0$. The moral: writing down the Taylor series of $f$ does not prove $f$ equals it. You must verify the remainder $R_n(x)\to 0$, the subject of Section 6. Treating "has a Taylor series" as "equals its Taylor series" is the most consequential conceptual error in the unit.一个微妙却真实的陷阱,源自柯西:一个函数可以无穷次可微,却等于它的泰勒级数。标准例子是 $x\neq 0$ 时 $f(x)=e^{-1/x^2}$,$f(0)=0$。它在 $0$ 处的每一阶导数都为零,所以其麦克劳林级数恒为 $0$,而这只在 $x=0$ 这一个点上等于 $f$。寓意:写出 $f$ 的泰勒级数并不能证明 $f$ 等于它。你必须验证余项 $R_n(x)\to 0$,这正是第 6 节的主题。把"拥有泰勒级数"当成"等于泰勒级数",是本单元后果最严重的概念错误。
Going deeper: why the coefficients must be $f^{(n)}(a)/n!$深入探究:系数为何必为 $f^{(n)}(a)/n!$

Suppose $f(x)=\sum_{k=0}^{\infty} c_k (x-a)^k$ on an interval around $a$. Evaluate at $x=a$: every term with $k\ge 1$ vanishes, so $f(a)=c_0$. Differentiate term by term (legitimate inside the radius, by Section 3):设在 $a$ 附近的某区间上 $f(x)=\sum_{k=0}^{\infty} c_k (x-a)^k$。在 $x=a$ 处取值:所有 $k\ge 1$ 的项都消失,故 $f(a)=c_0$。逐项求导(由第 3 节,在半径内合法):

$$f'(x)=\sum_{k=1}^{\infty} k\,c_k (x-a)^{k-1},$$

and setting $x=a$ kills all but the $k=1$ term, giving $f'(a)=c_1$. Differentiating $n$ times brings down the factor $k(k-1)\cdots(k-n+1)$, and at $x=a$ only the $k=n$ term survives:令 $x=a$ 后除 $k=1$ 项外全部消去,得 $f'(a)=c_1$。求 $n$ 次导会带下因子 $k(k-1)\cdots(k-n+1)$,而在 $x=a$ 处只剩 $k=n$ 项:

$$f^{(n)}(a)=n(n-1)\cdots 1\cdot c_n=n!\,c_n.$$

Hence $c_n=f^{(n)}(a)/n!$. The representation, if it exists, is unique and equals the Taylor series.于是 $c_n=f^{(n)}(a)/n!$。这个表示若存在,就是唯一的,且等于泰勒级数。

The coefficient of $(x-a)^n$ in the Taylor series of $f$ centered at $a$ is$f$ 以 $a$ 为中心的泰勒级数中 $(x-a)^n$ 的系数是
4.1
$f^{(n)}(a)$
$\dfrac{f^{(n)}(a)}{n!}$
$\dfrac{f^{(n)}(a)}{n}$
$n!\,f^{(n)}(a)$
Correct. Differentiating the series $n$ times and evaluating at $a$ forces $c_n=f^{(n)}(a)/n!$.正确。对级数求 $n$ 次导并在 $a$ 处取值,迫使 $c_n=f^{(n)}(a)/n!$。
The $n$th derivative at $a$ equals $n!\,c_n$, so the coefficient is $c_n=f^{(n)}(a)/n!$.在 $a$ 处的 $n$ 阶导数等于 $n!\,c_n$,所以系数为 $c_n=f^{(n)}(a)/n!$。

Key Maclaurin Series常用麦克劳林级数

Key idea.核心思想。 A handful of Maclaurin series should be memorized outright. From them, substitution, multiplication, differentiation, and integration produce most series you will ever need, so you rarely have to compute derivatives by hand.少数几个麦克劳林级数应当直接背下来。由它们出发,通过代入、相乘、求导与积分,就能造出你将用到的绝大多数级数,所以你很少需要手算导数。

The four workhorse series, each verified by the coefficient formula of Section 4, are below. The first three converge for all real $x$; the last is the geometric series.四个主力级数列在下面,每一个都可由第 4 节的系数公式验证。前三个对所有实数 $x$ 收敛;最后一个是几何级数。

Exponential and the geometric series指数函数与几何级数
$$e^x=\sum_{n=0}^{\infty}\frac{x^n}{n!}\;(\text{all }x),\qquad \frac{1}{1-x}=\sum_{n=0}^{\infty}x^n\;(|x|<1).$$
Sine and cosine正弦与余弦
$$\sin x=\sum_{n=0}^{\infty}\frac{(-1)^n x^{2n+1}}{(2n+1)!}=x-\frac{x^3}{3!}+\frac{x^5}{5!}-\cdots,\qquad \cos x=\sum_{n=0}^{\infty}\frac{(-1)^n x^{2n}}{(2n)!}=1-\frac{x^2}{2!}+\frac{x^4}{4!}-\cdots.$$

The binomial series.二项级数。 For any real exponent $k$ and $|x|<1$,对任意实指数 $k$ 及 $|x|<1$,

Binomial series二项级数
$$(1+x)^k=\sum_{n=0}^{\infty}\binom{k}{n}x^n,\qquad \binom{k}{n}=\frac{k(k-1)\cdots(k-n+1)}{n!}.$$

Remark.注记。 When $k$ is a nonnegative integer the binomial series terminates and is the ordinary binomial theorem. For other $k$ (such as $-1$ or $\tfrac12$) it is a genuine infinite series.当 $k$ 为非负整数时,二项级数会终止,化为普通的二项式定理。对其他 $k$(如 $-1$ 或 $\tfrac12$),它是一个真正的无穷级数。

How to use the catalogue.如何使用这个清单。 The reason these few series are worth memorizing is that almost every series you will need is a short edit of one of them. There are four moves, and they compose freely. Substitution replaces $x$ by a small expression, as in $e^{-x^2}$ or $\cos(3x)$. Multiplication by a power of $x$ shifts the exponents, as in $x\sin x$ or $x^2 e^x$. Differentiation and integration trade one catalogue entry for a neighbour, as Section 3 showed when integrating the geometric series produced $\arctan x$ and $\ln(1+x)$. Combination adds, subtracts, or multiplies two series, as in Worked Example 5.3. Because the representation is unique (Section 2), it does not matter which route you take: any correct manipulation lands on the one true series. Computing twenty derivatives by hand is almost never the intended path on an exam, and an examiner reading a from-scratch derivative grind where a one-line substitution was available will mark it as a missed insight.这几个级数值得背的原因是:你将用到的几乎每一个级数,都是对其中之一的小幅改写。一共有四种手法,且可以自由组合。代入把 $x$ 换成一个小的表达式,如 $e^{-x^2}$ 或 $\cos(3x)$。乘以 $x$ 的幂会平移指数,如 $x\sin x$ 或 $x^2 e^x$。求导与积分把清单中的一项换成它的邻项,正如第 3 节所示,积分几何级数就得到 $\arctan x$ 与 $\ln(1+x)$。组合是把两个级数相加、相减或相乘,如例题 5.3。由于表示唯一(第 2 节),走哪条路都无所谓:任何正确的操作都落在那个唯一真级数上。在考试中手算二十个导数几乎从不是预期的路线;阅卷人看到本可一行代入解决却硬磨导数的做法,会把它判为未抓住要点。

Worked Example 5.1: building a new series by substitution例题 5.1:用代入构造新级数

Find the Maclaurin series for $e^{-x^2}$.求 $e^{-x^2}$ 的麦克劳林级数。

Substitute $-x^2$ for $x$ in the series for $e^x$:在 $e^x$ 的级数中把 $x$ 换成 $-x^2$:

$$e^{-x^2}=\sum_{n=0}^{\infty}\frac{(-x^2)^n}{n!}=\sum_{n=0}^{\infty}\frac{(-1)^n x^{2n}}{n!}=1-x^2+\frac{x^4}{2!}-\frac{x^6}{3!}+\cdots,$$

valid for all $x$. This function has no elementary antiderivative, yet its series integrates term by term effortlessly, as Section 7 uses.对所有 $x$ 成立。这个函数没有初等原函数,但它的级数可以毫不费力地逐项积分,第 7 节会用到这一点。

Worked Example 5.2: a binomial series例题 5.2:一个二项级数

Expand $\sqrt{1+x}=(1+x)^{1/2}$ through the cubic term.把 $\sqrt{1+x}=(1+x)^{1/2}$ 展开到三次项。

With $k=\tfrac12$, compute the binomial coefficients: $\binom{1/2}{0}=1$, $\binom{1/2}{1}=\tfrac12$, $\binom{1/2}{2}=\tfrac{(1/2)(-1/2)}{2}=-\tfrac18$, $\binom{1/2}{3}=\tfrac{(1/2)(-1/2)(-3/2)}{6}=\tfrac{1}{16}$. Hence取 $k=\tfrac12$,计算二项系数:$\binom{1/2}{0}=1$,$\binom{1/2}{1}=\tfrac12$,$\binom{1/2}{2}=\tfrac{(1/2)(-1/2)}{2}=-\tfrac18$,$\binom{1/2}{3}=\tfrac{(1/2)(-1/2)(-3/2)}{6}=\tfrac{1}{16}$。于是

$$\sqrt{1+x}=1+\frac{x}{2}-\frac{x^2}{8}+\frac{x^3}{16}-\cdots,\qquad |x|<1.$$
Worked Example 5.3: multiplying two series (the Cauchy product)例题 5.3:两个级数相乘(柯西乘积)

Find the Maclaurin series of $f(x)=e^x\cos x$ through the $x^4$ term.求 $f(x)=e^x\cos x$ 的麦克劳林级数,展开到 $x^4$ 项。

Multiply the two known series and collect like powers. Using $e^x=1+x+\tfrac{x^2}{2}+\tfrac{x^3}{6}+\tfrac{x^4}{24}+\cdots$ and $\cos x=1-\tfrac{x^2}{2}+\tfrac{x^4}{24}-\cdots$, the coefficient of $x^m$ in the product is the convolution $\sum_{j=0}^{m} a_j b_{m-j}$ of the two coefficient sequences. Term by term:把两个已知级数相乘并合并同次幂。用 $e^x=1+x+\tfrac{x^2}{2}+\tfrac{x^3}{6}+\tfrac{x^4}{24}+\cdots$ 与 $\cos x=1-\tfrac{x^2}{2}+\tfrac{x^4}{24}-\cdots$,乘积中 $x^m$ 的系数是两个系数列的卷积 $\sum_{j=0}^{m} a_j b_{m-j}$。逐项计算:

$$[x^0]:\;1,\quad [x^1]:\;1,\quad [x^2]:\;\tfrac12-\tfrac12=0,\quad [x^3]:\;\tfrac16-\tfrac12=-\tfrac13,\quad [x^4]:\;\tfrac{1}{24}-\tfrac14+\tfrac{1}{24}=-\tfrac16.$$

Hence $e^x\cos x=1+x-\dfrac{x^3}{3}-\dfrac{x^4}{6}+\cdots$. Both factors converge for all $x$, so the product does too.于是 $e^x\cos x=1+x-\dfrac{x^3}{3}-\dfrac{x^4}{6}+\cdots$。两个因子对所有 $x$ 都收敛,所以乘积也收敛。

Common error.常见错误。 Two slips recur with this catalogue. First, dropping the factorials: $\sin x=x-\tfrac{x^3}{6}+\tfrac{x^5}{120}-\cdots$, not $x-x^3+x^5-\cdots$, since the denominators are $3!,5!,7!,\dots$. Second, mishandling substitution scale. To get the series for $\cos(2x)$, replace $x$ by $2x$ everywhere, giving $1-\tfrac{(2x)^2}{2!}+\tfrac{(2x)^4}{4!}-\cdots=1-2x^2+\tfrac{2}{3}x^4-\cdots$; forgetting to raise the $2$ to the matching power is a frequent mistake. The catalogue is only as reliable as the bookkeeping you do when you adapt it.使用这个清单时有两个反复出现的失误。其一,漏掉阶乘:$\sin x=x-\tfrac{x^3}{6}+\tfrac{x^5}{120}-\cdots$,而非 $x-x^3+x^5-\cdots$,因为分母是 $3!,5!,7!,\dots$。其二,处理代入的标度时出错。要得到 $\cos(2x)$ 的级数,须把 $x$ 处处换成 $2x$,得 $1-\tfrac{(2x)^2}{2!}+\tfrac{(2x)^4}{4!}-\cdots=1-2x^2+\tfrac{2}{3}x^4-\cdots$;忘记把 $2$ 提到相应幂次是常见错误。清单的可靠程度,全看你改写时记账是否仔细。
Going deeper: deriving the cosine series and proving it converges to $\cos x$深入探究:推导余弦级数并证明它收敛到 $\cos x$

For $f(x)=\cos x$ the derivatives cycle: $f'(x)=-\sin x$, $f''(x)=-\cos x$, $f'''(x)=\sin x$, $f^{(4)}(x)=\cos x$, period four. At $x=0$ this gives $f(0)=1$, $f'(0)=0$, $f''(0)=-1$, $f'''(0)=0$, and so on, so the odd coefficients vanish and the even ones alternate in sign:对 $f(x)=\cos x$,导数循环出现:$f'(x)=-\sin x$,$f''(x)=-\cos x$,$f'''(x)=\sin x$,$f^{(4)}(x)=\cos x$,周期为四。在 $x=0$ 处得 $f(0)=1$,$f'(0)=0$,$f''(0)=-1$,$f'''(0)=0$,依此类推,于是奇数项系数消失,偶数项系数符号交替:

$$\cos x=\sum_{n=0}^{\infty}\frac{f^{(2n)}(0)}{(2n)!}x^{2n}=\sum_{n=0}^{\infty}\frac{(-1)^n}{(2n)!}x^{2n}.$$

To prove this equals $\cos x$ rather than merely being its formal series, bound the Lagrange remainder. Every derivative of cosine is $\pm\sin$ or $\pm\cos$, so $|f^{(n+1)}(c)|\le 1$ for all $c$ and all $n$. Hence要证明这等于 $\cos x$,而不只是它的形式级数,需对拉格朗日余项作界估计。余弦的每一阶导数都是 $\pm\sin$ 或 $\pm\cos$,所以对所有 $c$ 与所有 $n$ 有 $|f^{(n+1)}(c)|\le 1$。于是

$$|R_n(x)|=\frac{|f^{(n+1)}(c)|}{(n+1)!}|x|^{n+1}\le\frac{|x|^{n+1}}{(n+1)!}\xrightarrow[n\to\infty]{}0$$

for every fixed $x$, because the factorial outgrows any fixed power. Therefore $R_n(x)\to 0$ and the series equals $\cos x$ on all of $\mathbb{R}$. The identical argument, with the same uniform bound $1$, validates the sine series everywhere.对每一个固定的 $x$ 都成立,因为阶乘的增长压过任何固定幂次。因此 $R_n(x)\to 0$,级数在整个 $\mathbb{R}$ 上等于 $\cos x$。完全相同的论证,用同一个一致上界 $1$,也在处处验证了正弦级数。

The Maclaurin series of $\cos x$ begins$\cos x$ 的麦克劳林级数开头是
5.1
$x-\dfrac{x^3}{3!}+\dfrac{x^5}{5!}-\cdots$
$1+x+\dfrac{x^2}{2!}+\cdots$
$1-\dfrac{x^2}{2!}+\dfrac{x^4}{4!}-\cdots$
$1-x^2+x^4-\cdots$
Correct. Cosine is even, with only even powers and alternating signs: $1-\tfrac{x^2}{2!}+\tfrac{x^4}{4!}-\cdots$.正确。余弦是偶函数,只含偶次幂且符号交替:$1-\tfrac{x^2}{2!}+\tfrac{x^4}{4!}-\cdots$。
The first listing is $\sin x$ (odd powers). Cosine uses even powers with factorials: $1-\frac{x^2}{2!}+\frac{x^4}{4!}-\cdots$.第一个选项是 $\sin x$(奇次幂)。余弦用带阶乘的偶次幂:$1-\frac{x^2}{2!}+\frac{x^4}{4!}-\cdots$。
The Maclaurin series for $\dfrac{1}{1+x}$ (a binomial series with $k=-1$) is$\dfrac{1}{1+x}$ 的麦克劳林级数(取 $k=-1$ 的二项级数)是
5.2
$\sum_{n=0}^{\infty}(-1)^n x^n$
$\sum_{n=0}^{\infty} x^n$
$\sum_{n=0}^{\infty}\dfrac{x^n}{n!}$
$\sum_{n=0}^{\infty}(-1)^n\dfrac{x^n}{n}$
Correct. Substituting $-x$ into the geometric series, or using $k=-1$, gives $\sum(-1)^n x^n=1-x+x^2-\cdots$.正确。把 $-x$ 代入几何级数,或取 $k=-1$,得 $\sum(-1)^n x^n=1-x+x^2-\cdots$。
Replace $x$ by $-x$ in $1/(1-x)=\sum x^n$ to get $1/(1+x)=\sum(-1)^n x^n$.在 $1/(1-x)=\sum x^n$ 中把 $x$ 换成 $-x$,得 $1/(1+x)=\sum(-1)^n x^n$。

Taylor’s Theorem and Remainder泰勒定理与余项

Key idea.核心思想。 Truncating a Taylor series after the degree $n$ term gives a polynomial approximation; the leftover is the remainder. Taylor’s theorem gives an exact formula for that remainder, and showing the remainder tends to zero is precisely what proves a function equals its Taylor series.在 $n$ 次项之后截断泰勒级数,就得到一个多项式逼近;剩下的部分就是余项(remainder)。泰勒定理给出该余项的精确公式,而证明余项趋于零,恰恰就是证明一个函数等于它的泰勒级数。

Definition.定义。 The degree $n$ Taylor polynomial of $f$ at $a$ is $T_n(x)=\sum_{k=0}^{n}\frac{f^{(k)}(a)}{k!}(x-a)^k$, and the remainder is $R_n(x)=f(x)-T_n(x)$.$f$ 在 $a$ 处的 $n$ 次泰勒多项式是 $T_n(x)=\sum_{k=0}^{n}\frac{f^{(k)}(a)}{k!}(x-a)^k$,余项是 $R_n(x)=f(x)-T_n(x)$。

Theorem (Lagrange remainder).定理(拉格朗日余项)。 If $f$ has $n+1$ continuous derivatives between $a$ and $x$, then there is a point $c$ strictly between $a$ and $x$ with若 $f$ 在 $a$ 与 $x$ 之间有 $n+1$ 阶连续导数,则存在严格位于 $a$ 与 $x$ 之间的一点 $c$,使得

Lagrange form of the remainder余项的拉格朗日形式
$$R_n(x)=\frac{f^{(n+1)}(c)}{(n+1)!}(x-a)^{n+1}.$$

Consequently $f(x)=\sum_{n=0}^{\infty}\frac{f^{(n)}(a)}{n!}(x-a)^n$ exactly when $R_n(x)\to 0$ as $n\to\infty$.因此 $f(x)=\sum_{n=0}^{\infty}\frac{f^{(n)}(a)}{n!}(x-a)^n$ 当且仅当 $n\to\infty$ 时 $R_n(x)\to 0$。

Remark.注记。 A clean way to force $R_n\to 0$ is a uniform bound on the derivatives. If $|f^{(n+1)}(t)|\le M$ for all $t$ between $a$ and $x$ and all $n$, then $|R_n(x)|\le M\,|x-a|^{n+1}/(n+1)!$, and the factorial in the denominator drives this to zero for every fixed $x$.一个干净利落地迫使 $R_n\to 0$ 的办法是对导数作一致界估计。若对 $a$ 与 $x$ 之间所有 $t$ 及所有 $n$ 都有 $|f^{(n+1)}(t)|\le M$,则 $|R_n(x)|\le M\,|x-a|^{n+1}/(n+1)!$,分母里的阶乘对每一个固定的 $x$ 都把它压到零。

Two error bounds, two purposes.两个误差界,两种用途。 Most exam problems offer a choice between the Lagrange bound and, when the series alternates with decreasing terms, the simpler alternating-series bound. They answer different questions. The Lagrange bound is universal: it applies to any sufficiently smooth function, alternating or not, and it is what proves a function equals its series. The alternating-series bound is sharper and easier to state, error after a partial sum is at most the first omitted term, but it applies only when the tail genuinely alternates with terms decreasing to zero. A good instinct is to check first whether the series at your point of interest alternates; if it does, the alternating bound usually settles the problem in one line, and the Lagrange bound is held in reserve for the non-alternating cases and for the general convergence proof.大多数考试题让你在拉格朗日界与(当级数交错且各项递减时)更简单的交错级数界之间选择。它们回答的是不同的问题。拉格朗日界是通用的:它对任何足够光滑的函数都适用,无论交错与否,而且它是证明一个函数等于其级数的依据。交错级数界更精细也更易表述——部分和之后的误差至多等于第一个被略去的项——但它只在尾部确实交错且各项递减趋于零时才适用。一个好的直觉是先检查所关注点处的级数是否交错;若交错,交错界通常一行就能解决问题,拉格朗日界则留作非交错情形以及一般收敛性证明的备用。

Worked Example 6.1: bounding the error of a Taylor polynomial例题 6.1:对泰勒多项式的误差作界估计

Estimate the error in approximating $e^{0.1}$ by its degree $2$ Taylor polynomial $T_2(x)=1+x+\tfrac{x^2}{2}$ at $a=0$.估计用 $a=0$ 处的 $2$ 次泰勒多项式 $T_2(x)=1+x+\tfrac{x^2}{2}$ 逼近 $e^{0.1}$ 的误差。

For $f(x)=e^x$ all derivatives equal $e^x$. On $[0,0.1]$ we have $f'''(c)=e^c\le e^{0.1}<1.2$. The Lagrange remainder with $n=2$ is对 $f(x)=e^x$,所有导数都等于 $e^x$。在 $[0,0.1]$ 上有 $f'''(c)=e^c\le e^{0.1}<1.2$。取 $n=2$ 的拉格朗日余项为

$$|R_2(0.1)|=\frac{e^c}{3!}(0.1)^3\le \frac{1.2}{6}(0.001)=2\times 10^{-4}.$$

So $T_2(0.1)=1.105$ approximates $e^{0.1}\approx 1.10517$ to within $0.0002$, consistent with the bound.所以 $T_2(0.1)=1.105$ 逼近 $e^{0.1}\approx 1.10517$,误差在 $0.0002$ 以内,与界一致。

Worked Example 6.2: choosing the degree to hit a target accuracy例题 6.2:为达到目标精度而选定次数

How many terms of the Maclaurin series for $\sin x$ are needed to compute $\sin(0.5)$ with error below $10^{-6}$?要把 $\sin(0.5)$ 算到误差小于 $10^{-6}$,需要 $\sin x$ 的麦克劳林级数的多少项?

Two valid bounds are available, and it is instructive to use both. Lagrange bound: every derivative of sine is bounded by $1$, so the degree $n$ remainder satisfies $|R_n(0.5)|\le \dfrac{(0.5)^{n+1}}{(n+1)!}$. Alternating-series bound: the series $\sin x=x-\tfrac{x^3}{3!}+\tfrac{x^5}{5!}-\cdots$ alternates with decreasing terms at $x=0.5$, so the error after any partial sum is at most the first omitted term.有两个有效的界都可用,把两个都用一遍很有启发性。拉格朗日界:正弦的每一阶导数都不超过 $1$,所以 $n$ 次余项满足 $|R_n(0.5)|\le \dfrac{(0.5)^{n+1}}{(n+1)!}$。交错级数界:级数 $\sin x=x-\tfrac{x^3}{3!}+\tfrac{x^5}{5!}-\cdots$ 在 $x=0.5$ 处交错且各项递减,所以任一部分和之后的误差至多等于第一个被略去的项。

Test successive omitted terms at $x=0.5$:在 $x=0.5$ 处逐个检验被略去的项:

$$\frac{(0.5)^5}{5!}=\frac{0.03125}{120}\approx 2.6\times10^{-4},\qquad \frac{(0.5)^7}{7!}=\frac{0.0078125}{5040}\approx 1.55\times10^{-6},\qquad \frac{(0.5)^9}{9!}\approx 4.3\times10^{-9}.$$

The first omitted term below $10^{-6}$ is the $x^9$ term, so keeping through the $x^7$ term, that is $\sin(0.5)\approx 0.5-\tfrac{(0.5)^3}{6}+\tfrac{(0.5)^5}{120}-\tfrac{(0.5)^7}{5040}$, guarantees the target. This gives $0.4794255$, against the true value $0.4794255386\ldots$, well within $10^{-6}$.第一个小于 $10^{-6}$ 的被略去项是 $x^9$ 项,所以保留到 $x^7$ 项,即 $\sin(0.5)\approx 0.5-\tfrac{(0.5)^3}{6}+\tfrac{(0.5)^5}{120}-\tfrac{(0.5)^7}{5040}$,便可保证达到目标。这给出 $0.4794255$,与真值 $0.4794255386\ldots$ 相比,远在 $10^{-6}$ 之内。

Common error.常见错误。 The unknown point $c$ in the Lagrange remainder is not a number you solve for; it is an existence claim. The correct move is to bound $|f^{(n+1)}(c)|$ over the whole interval between $a$ and $x$, replacing it by its maximum $M$ there. Writing "let $c=x$" or "let $c=0$" to get a definite value is wrong and usually understates the error. A related slip is using $(x-a)^{n+1}$ with the wrong $n$: the degree $n$ polynomial $T_n$ has remainder of order $n+1$, so a quadratic approximation ($n=2$) carries an $(x-a)^3$ remainder, not $(x-a)^2$.拉格朗日余项中的未知点 $c$ 不是你去解出来的数,它是一个存在性断言。正确的做法是在 $a$ 与 $x$ 之间的整个区间上对 $|f^{(n+1)}(c)|$ 作界估计,用它在该区间上的最大值 $M$ 来代替。写"令 $c=x$"或"令 $c=0$"来取一个确定值是错误的,而且通常会低估误差。一个相关的失误是把 $(x-a)^{n+1}$ 用错了 $n$:$n$ 次多项式 $T_n$ 的余项是 $n+1$ 阶的,所以二次逼近($n=2$)带的是 $(x-a)^3$ 余项,而非 $(x-a)^2$。
Going deeper: proving $e^x$ equals its Maclaurin series for all $x$深入探究:证明 $e^x$ 对所有 $x$ 都等于其麦克劳林级数

Fix any real $x$. For $f(t)=e^t$, every derivative is $e^t$, so on the interval between $0$ and $x$ we have $|f^{(n+1)}(c)|=e^c\le e^{|x|}=:M$, a constant independent of $n$. The Lagrange remainder at $a=0$ then satisfies固定任意实数 $x$。对 $f(t)=e^t$,每一阶导数都是 $e^t$,所以在 $0$ 与 $x$ 之间的区间上有 $|f^{(n+1)}(c)|=e^c\le e^{|x|}=:M$,这是一个与 $n$ 无关的常数。于是 $a=0$ 处的拉格朗日余项满足

$$|R_n(x)|=\frac{e^c}{(n+1)!}|x|^{n+1}\le \frac{M\,|x|^{n+1}}{(n+1)!}.$$

For fixed $x$, the sequence $|x|^{n+1}/(n+1)!$ tends to $0$ as $n\to\infty$ (the factorial dominates any fixed power). Therefore $R_n(x)\to 0$, and $e^x=\sum_{n=0}^{\infty} x^n/n!$ for every real $x$. The same uniform-bound argument, using $|f^{(n+1)}|\le 1$, proves the sine and cosine series everywhere.对固定的 $x$,序列 $|x|^{n+1}/(n+1)!$ 当 $n\to\infty$ 时趋于 $0$(阶乘压过任何固定幂次)。因此 $R_n(x)\to 0$,且对每一个实数 $x$ 都有 $e^x=\sum_{n=0}^{\infty} x^n/n!$。同样的一致界论证,用 $|f^{(n+1)}|\le 1$,便在处处证明了正弦与余弦级数。

A function $f$ equals its Taylor series at $a$ on an interval precisely when, for $x$ in that interval,函数 $f$ 在某区间上等于它在 $a$ 处的泰勒级数,当且仅当对该区间内的 $x$,
6.1
all derivatives of $f$ exist at $a$$f$ 在 $a$ 处各阶导数都存在
the Taylor series converges泰勒级数收敛
$f$ is continuous on the interval$f$ 在该区间上连续
the remainder $R_n(x)\to 0$ as $n\to\infty$当 $n\to\infty$ 时余项 $R_n(x)\to 0$
Correct. Since $f(x)=T_n(x)+R_n(x)$, the partial sums $T_n(x)$ approach $f(x)$ exactly when $R_n(x)\to 0$.正确。由于 $f(x)=T_n(x)+R_n(x)$,部分和 $T_n(x)$ 趋于 $f(x)$ 当且仅当 $R_n(x)\to 0$。
Existence of derivatives or mere convergence of the series is not enough; the series equals $f$ exactly when $R_n(x)\to 0$.导数存在或级数仅仅收敛都不够;级数等于 $f$ 当且仅当 $R_n(x)\to 0$。

Applications应用

Key idea.核心思想。 Power series turn hard analytic problems into routine algebra on coefficients. They evaluate stubborn limits, integrate functions with no elementary antiderivative, approximate numerical values to controlled precision, and solve differential equations by matching coefficients.幂级数把困难的分析问题化为对系数的常规代数运算。它们能求难缠的极限、对没有初等原函数的函数积分、把数值逼近到可控精度,并通过匹配系数来解微分方程。

Limits.极限。 Replacing each function by its Maclaurin series often reveals the leading behavior of an indeterminate form at a glance, an alternative to repeated use of L’Hopital’s rule.把每个函数换成它的麦克劳林级数,往往一眼就能看出不定式的主导行为,是反复使用洛必达法则(L’Hopital’s rule)的替代方案。

Nonelementary integrals.非初等积分。 Functions such as $e^{-x^2}$, $\frac{\sin x}{x}$, and $\frac{1}{\sqrt{1+x^4}}$ have no antiderivative in closed form, but their series integrate term by term to give a convergent series for the integral. This is not a workaround for a missing technique; a theorem of Liouville guarantees that no elementary antiderivative exists for $e^{-x^2}$ at all. The series is therefore the genuine answer, and because the resulting series usually alternates, the truncation error is controlled by the first omitted term, so a definite integral can be pinned to any prescribed number of decimals. The Gaussian integral $\int_0^x e^{-t^2}\,dt$ at the heart of probability and statistics is computed in exactly this way.像 $e^{-x^2}$、$\frac{\sin x}{x}$、$\frac{1}{\sqrt{1+x^4}}$ 这样的函数没有闭式原函数,但它们的级数可以逐项积分,给出该积分的一个收敛级数。这并不是因为缺少某种技巧而绕的弯路;刘维尔的一个定理保证 $e^{-x^2}$ 根本不存在初等原函数。所以级数才是真正的答案,而且由于所得级数通常交错,截断误差由第一个被略去的项控制,因此定积分可以钉到任意指定的小数位。概率统计核心中的高斯积分 $\int_0^x e^{-t^2}\,dt$ 正是这样计算的。

Series for a nonelementary definite integral一个非初等定积分的级数
$$\int_0^x e^{-t^2}\,dt=\sum_{n=0}^{\infty}\frac{(-1)^n x^{2n+1}}{n!\,(2n+1)}=x-\frac{x^3}{3}+\frac{x^5}{10}-\cdots.$$
Worked Example 7.1: a limit by series例题 7.1:用级数求极限

Evaluate $\displaystyle\lim_{x\to 0}\frac{\sin x-x}{x^3}$.求 $\displaystyle\lim_{x\to 0}\frac{\sin x-x}{x^3}$。

Use $\sin x=x-\dfrac{x^3}{3!}+\dfrac{x^5}{5!}-\cdots$. Then $\sin x-x=-\dfrac{x^3}{6}+\dfrac{x^5}{120}-\cdots$, so用 $\sin x=x-\dfrac{x^3}{3!}+\dfrac{x^5}{5!}-\cdots$。则 $\sin x-x=-\dfrac{x^3}{6}+\dfrac{x^5}{120}-\cdots$,所以

$$\frac{\sin x-x}{x^3}=-\frac{1}{6}+\frac{x^2}{120}-\cdots\;\xrightarrow[x\to 0]{}\;-\frac{1}{6}.$$

The series exposes the cubic cancellation immediately, where three applications of L’Hopital’s rule would be required otherwise.级数立刻揭示了三次项的相消,否则就需要连用三次洛必达法则。

Worked Example 7.2: approximating a definite integral例题 7.2:逼近一个定积分

Approximate $\displaystyle\int_0^1 \frac{\sin x}{x}\,dx$ to three decimal places.把 $\displaystyle\int_0^1 \frac{\sin x}{x}\,dx$ 逼近到三位小数。

From $\sin x=\sum (-1)^n x^{2n+1}/(2n+1)!$ we get $\dfrac{\sin x}{x}=\sum (-1)^n x^{2n}/(2n+1)!$. Integrating term by term from $0$ to $1$,由 $\sin x=\sum (-1)^n x^{2n+1}/(2n+1)!$ 得 $\dfrac{\sin x}{x}=\sum (-1)^n x^{2n}/(2n+1)!$。从 $0$ 到 $1$ 逐项积分,

$$\int_0^1\frac{\sin x}{x}\,dx=\sum_{n=0}^{\infty}\frac{(-1)^n}{(2n+1)!\,(2n+1)}=1-\frac{1}{18}+\frac{1}{600}-\frac{1}{35280}+\cdots.$$

This alternates, so the truncation error is at most the first omitted term. Summing through $1/600$ gives $0.94611$, and the next term $1/35280\approx 0.0000283$ confirms the value is $0.946$ to three places.这是交错级数,所以截断误差至多等于第一个被略去的项。求和到 $1/600$ 得 $0.94611$,而下一项 $1/35280\approx 0.0000283$ 证实该值精确到三位小数为 $0.946$。

Worked Example 7.3: solving a differential equation by matching coefficients例题 7.3:用匹配系数求解微分方程

Solve the initial value problem $y'=y$, $y(0)=1$, by assuming a power series solution.假设有幂级数解,求解初值问题 $y'=y$,$y(0)=1$。

Write $y=\sum_{n=0}^{\infty} a_n x^n$. Then $y'=\sum_{n=1}^{\infty} n a_n x^{n-1}=\sum_{n=0}^{\infty}(n+1)a_{n+1}x^n$ after reindexing. The equation $y'=y$ forces the coefficient of $x^n$ on each side to agree:写 $y=\sum_{n=0}^{\infty} a_n x^n$。则 $y'=\sum_{n=1}^{\infty} n a_n x^{n-1}=\sum_{n=0}^{\infty}(n+1)a_{n+1}x^n$(重新标号后)。方程 $y'=y$ 迫使两边 $x^n$ 的系数相等:

$$(n+1)a_{n+1}=a_n\quad\Longrightarrow\quad a_{n+1}=\frac{a_n}{n+1}.$$

The initial condition gives $a_0=y(0)=1$. Iterating the recursion: $a_1=1$, $a_2=\tfrac12$, $a_3=\tfrac{1}{6}$, and in general $a_n=\tfrac{1}{n!}$. Therefore初始条件给出 $a_0=y(0)=1$。迭代递推:$a_1=1$,$a_2=\tfrac12$,$a_3=\tfrac{1}{6}$,一般地 $a_n=\tfrac{1}{n!}$。因此

$$y=\sum_{n=0}^{\infty}\frac{x^n}{n!}=e^x,$$

recovering the known solution. The power series method, matching coefficients through a recursion, is the gateway to series solutions of equations with no elementary closed form, the central technique of a later differential equations course.恢复了已知的解。幂级数方法通过递推匹配系数,是求那些没有初等闭式的方程的级数解的入口,也是后续微分方程课程的核心技巧。

Common error.常见错误。 When you replace a function by its series inside a limit, you must keep enough terms to survive the cancellation. In $\dfrac{\sin x-x}{x^3}$, truncating $\sin x$ at $x$ leaves $0/x^3$ and falsely suggests the limit is $0$; you need the $x^3$ term to see the true value $-\tfrac16$. The rule of thumb: expand each piece to one order beyond the lowest power that survives in the denominator. Dropping a needed term is the most common way a series-based limit goes wrong.在极限里把函数换成它的级数时,你必须保留足够多的项以熬过相消。在 $\dfrac{\sin x-x}{x^3}$ 中,把 $\sin x$ 截到 $x$ 就只剩 $0/x^3$,错误地暗示极限为 $0$;你需要 $x^3$ 项才能看到真值 $-\tfrac16$。经验法则:把每一块展开到比分母中存活的最低幂次高一阶。漏掉一个所需的项,是基于级数的极限出错最常见的方式。
Going deeper: why series multiply the power of analysis, with $\pi$ as an example深入探究:级数为何放大分析的威力,以 $\pi$ 为例

The four applications above share a structure: an analytic operation on a function (limit, integral, root-finding, differential equation) becomes an algebraic operation on coefficients (cancellation, term by term integration, recursion). One historical payoff is the computation of $\pi$. From Worked Example 3.1, $\arctan x=x-\tfrac{x^3}{3}+\tfrac{x^5}{5}-\cdots$ for $|x|\le 1$. Setting $x=1$ gives the Leibniz formula上面四个应用共享同一结构:对函数的一种分析运算(极限、积分、求根、微分方程)变成对系数的一种代数运算(相消、逐项积分、递推)。一个历史性的回报是 $\pi$ 的计算。由例题 3.1,当 $|x|\le 1$ 时 $\arctan x=x-\tfrac{x^3}{3}+\tfrac{x^5}{5}-\cdots$。令 $x=1$ 得莱布尼茨公式

$$\frac{\pi}{4}=1-\frac{1}{3}+\frac{1}{5}-\frac{1}{7}+\cdots.$$

This converges, but agonizingly slowly: the error after $N$ terms is about $1/(2N)$, so four-decimal accuracy needs thousands of terms. The fix is to evaluate $\arctan$ at a small argument, where the series races to convergence. Machin’s identity $\tfrac{\pi}{4}=4\arctan\tfrac15-\arctan\tfrac{1}{239}$ feeds the series tiny inputs, and a handful of terms then pins $\pi$ to many digits. The lesson generalizes: a series is a tool, and choosing where to evaluate it is half the craft.它收敛,却慢得令人发指:$N$ 项之后的误差约为 $1/(2N)$,所以四位小数的精度需要上千项。补救办法是在一个小的自变量处求 $\arctan$,那里级数飞速收敛。马青恒等式 $\tfrac{\pi}{4}=4\arctan\tfrac15-\arctan\tfrac{1}{239}$ 给级数喂进极小的输入,于是寥寥几项就把 $\pi$ 钉到许多位。这一教训可以推广:级数是工具,而选择在何处求值,乃是手艺的一半。

Using $\cos x=1-\dfrac{x^2}{2}+\dfrac{x^4}{24}-\cdots$, the limit $\displaystyle\lim_{x\to 0}\frac{1-\cos x}{x^2}$ equals用 $\cos x=1-\dfrac{x^2}{2}+\dfrac{x^4}{24}-\cdots$,极限 $\displaystyle\lim_{x\to 0}\frac{1-\cos x}{x^2}$ 等于
7.1
$0$
$\dfrac12$
$1$
$2$
Correct. $1-\cos x=\tfrac{x^2}{2}-\tfrac{x^4}{24}+\cdots$, so $(1-\cos x)/x^2=\tfrac12-\tfrac{x^2}{24}+\cdots\to\tfrac12$.正确。$1-\cos x=\tfrac{x^2}{2}-\tfrac{x^4}{24}+\cdots$,所以 $(1-\cos x)/x^2=\tfrac12-\tfrac{x^2}{24}+\cdots\to\tfrac12$。
Subtract the cosine series from $1$: the leading term is $x^2/2$, so dividing by $x^2$ gives $\frac12$ in the limit.用 $1$ 减去余弦级数:主项是 $x^2/2$,所以除以 $x^2$ 后极限为 $\frac12$。
Integrating the series for $e^{-x^2}$ term by term, the antiderivative $\int_0^x e^{-t^2}\,dt$ begins把 $e^{-x^2}$ 的级数逐项积分,原函数 $\int_0^x e^{-t^2}\,dt$ 开头是
7.2
$x-x^3+x^5-\cdots$
$1-x^2+\dfrac{x^4}{2}-\cdots$
$x-\dfrac{x^3}{3}+\dfrac{x^5}{10}-\cdots$
$x-\dfrac{x^3}{6}+\dfrac{x^5}{120}-\cdots$
Correct. From $e^{-t^2}=1-t^2+\tfrac{t^4}{2}-\cdots$, integrating gives $x-\tfrac{x^3}{3}+\tfrac{x^5}{10}-\cdots$ (the $t^4/2$ term integrates to $x^5/10$).正确。由 $e^{-t^2}=1-t^2+\tfrac{t^4}{2}-\cdots$,积分得 $x-\tfrac{x^3}{3}+\tfrac{x^5}{10}-\cdots$($t^4/2$ 项积分得 $x^5/10$)。
Integrate $1-t^2+t^4/2-\cdots$ term by term: $x-x^3/3+x^5/10-\cdots$. The third coefficient is $1/(2\cdot5)=1/10$.逐项积分 $1-t^2+t^4/2-\cdots$:得 $x-x^3/3+x^5/10-\cdots$。第三个系数是 $1/(2\cdot5)=1/10$。

Flashcards闪卡

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Power series centered at $a$以 $a$ 为中心的幂级数
$$\sum_{n=0}^{\infty}c_n(x-a)^n.$$ An infinite polynomial in $(x-a)$; always converges at $x=a$.关于 $(x-a)$ 的无穷次多项式;在 $x=a$ 处总收敛。
Radius of convergence (ratio test)收敛半径(比值判别法)
$$\frac{1}{R}=\lim_{n\to\infty}\left|\frac{c_{n+1}}{c_n}\right|.$$ Converges for $|x-a|在 $|x-a|
Geometric series (the master template)几何级数(万能模板)
$$\frac{1}{1-u}=\sum_{n=0}^{\infty}u^n,\qquad |u|<1.$$ Substitute and factor to represent many functions.通过代入与提取公因子表示许多函数。
Term by term calculus逐项微积分
Inside the radius $R$, differentiate and integrate a power series term by term. The new series keeps the same $R$ (endpoints may change).在半径 $R$ 之内,对幂级数逐项求导与积分。新级数保持同一个 $R$(端点可能改变)。
Taylor series at $a$以 $a$ 为中心的泰勒级数
$$\sum_{n=0}^{\infty}\frac{f^{(n)}(a)}{n!}(x-a)^n.$$ Coefficients are forced: $c_n=f^{(n)}(a)/n!$.系数被唯一确定:$c_n=f^{(n)}(a)/n!$。
Maclaurin series麦克劳林级数
The Taylor series at $a=0$:$a=0$ 处的泰勒级数: $$\sum_{n=0}^{\infty}\frac{f^{(n)}(0)}{n!}x^n.$$
$e^x$ Maclaurin series麦克劳林级数
$$e^x=\sum_{n=0}^{\infty}\frac{x^n}{n!}.$$ Converges for all real $x$.对所有实数 $x$ 收敛。
$\sin x$ and $\cos x$ series级数
$$\sin x=\sum_{n=0}^{\infty}\frac{(-1)^n x^{2n+1}}{(2n+1)!},\quad \cos x=\sum_{n=0}^{\infty}\frac{(-1)^n x^{2n}}{(2n)!}.$$ All real $x$.对所有实数 $x$。
$\arctan x$ and $\ln(1+x)$ series级数
$$\arctan x=\sum_{n=0}^{\infty}\frac{(-1)^n x^{2n+1}}{2n+1},\quad \ln(1+x)=\sum_{n=1}^{\infty}\frac{(-1)^{n-1}x^n}{n}.$$ Both for $|x|<1$.两者都在 $|x|<1$ 时成立。
Binomial series二项级数
$$(1+x)^k=\sum_{n=0}^{\infty}\binom{k}{n}x^n,\qquad |x|<1,$$ with $\binom{k}{n}=\frac{k(k-1)\cdots(k-n+1)}{n!}$.其中 $\binom{k}{n}=\frac{k(k-1)\cdots(k-n+1)}{n!}$。
Lagrange remainder拉格朗日余项
$$R_n(x)=\frac{f^{(n+1)}(c)}{(n+1)!}(x-a)^{n+1}$$ for some $c$ between $a$ and $x$. $f$ equals its series iff $R_n\to 0$.其中 $c$ 是 $a$ 与 $x$ 之间某点。$f$ 等于其级数当且仅当 $R_n\to 0$。
Series as a problem solving tool级数作为解题工具
Evaluate indeterminate limits, integrate nonelementary functions such as $e^{-x^2}$ and $\frac{\sin x}{x}$, and approximate values to controlled precision.求不定式极限、对 $e^{-x^2}$ 与 $\frac{\sin x}{x}$ 等非初等函数积分,并把数值逼近到可控精度。

Unit Quiz单元测验

The radius of convergence of $\displaystyle\sum_{n=1}^{\infty}\frac{x^n}{n\,3^n}$ is$\displaystyle\sum_{n=1}^{\infty}\frac{x^n}{n\,3^n}$ 的收敛半径为
Q1
$1$
$\dfrac13$
$3$
$\infty$
Correct. With $c_n=1/(n3^n)$, $|c_n/c_{n+1}|=\frac{(n+1)3^{n+1}}{n\,3^n}=3\cdot\frac{n+1}{n}\to 3$, so $R=3$.正确。取 $c_n=1/(n3^n)$,$|c_n/c_{n+1}|=\frac{(n+1)3^{n+1}}{n\,3^n}=3\cdot\frac{n+1}{n}\to 3$,所以 $R=3$。
The coefficient ratio tends to $3$, so the radius is $R=3$.系数比趋于 $3$,所以半径为 $R=3$。
Writing $\dfrac{1}{2-x}$ as a power series centered at $0$ gives把 $\dfrac{1}{2-x}$ 写成以 $0$ 为中心的幂级数,得到
Q2
$\sum_{n=0}^{\infty}\dfrac{x^n}{2^{n+1}}$, for ,当 $|x|<2$
$\sum_{n=0}^{\infty} 2^n x^n$, for ,当 $|x|<2$
$\sum_{n=0}^{\infty}\dfrac{x^n}{2^n}$, for ,当 $|x|<1$
$\sum_{n=0}^{\infty}(-1)^n\dfrac{x^n}{2^{n+1}}$, for ,当 $|x|<2$
Correct. Factor: $\frac{1}{2-x}=\frac12\cdot\frac{1}{1-x/2}=\frac12\sum (x/2)^n=\sum x^n/2^{n+1}$, valid for $|x/2|<1$, that is $|x|<2$.正确。提取公因子:$\frac{1}{2-x}=\frac12\cdot\frac{1}{1-x/2}=\frac12\sum (x/2)^n=\sum x^n/2^{n+1}$,在 $|x/2|<1$ 即 $|x|<2$ 时成立。
Pull out $\frac12$ and apply the geometric series with $u=x/2$ to get $\sum x^n/2^{n+1}$ on $|x|<2$.提出 $\frac12$,对 $u=x/2$ 用几何级数,得 $\sum x^n/2^{n+1}$,范围 $|x|<2$。
The Maclaurin series of $x\,e^{x}$ is$x\,e^{x}$ 的麦克劳林级数是
Q3
$\sum_{n=0}^{\infty}\dfrac{x^n}{n!}$
$\sum_{n=0}^{\infty}\dfrac{x^{2n}}{n!}$
$\sum_{n=0}^{\infty}\dfrac{x^{n+1}}{(n+1)!}$
$\sum_{n=0}^{\infty}\dfrac{x^{n+1}}{n!}$
Correct. Multiply $e^x=\sum x^n/n!$ by $x$: each term gains one power, giving $\sum x^{n+1}/n!=x+x^2+\tfrac{x^3}{2!}+\cdots$.正确。把 $e^x=\sum x^n/n!$ 乘以 $x$:每项幂次加一,得 $\sum x^{n+1}/n!=x+x^2+\tfrac{x^3}{2!}+\cdots$。
Just multiply the series for $e^x$ by $x$: the exponent rises by one while the factorial stays $n!$, giving $\sum x^{n+1}/n!$.只需把 $e^x$ 的级数乘以 $x$:指数升一而阶乘仍为 $n!$,得 $\sum x^{n+1}/n!$。
The coefficient of $x^4$ in the Maclaurin series of $\cos x$ is$\cos x$ 麦克劳林级数中 $x^4$ 的系数是
Q4
$-\dfrac{1}{12}$
$\dfrac{1}{24}$
$\dfrac{1}{4!}\cdot(-1)$
$\dfrac{1}{2}$
Correct. The $x^4$ term of $\cos x$ is $+x^4/4!=x^4/24$, so the coefficient is $1/24$.正确。$\cos x$ 的 $x^4$ 项是 $+x^4/4!=x^4/24$,所以系数为 $1/24$。
In $\cos x=1-\frac{x^2}{2!}+\frac{x^4}{4!}-\cdots$ the $x^4$ coefficient is $+1/4!=1/24$.在 $\cos x=1-\frac{x^2}{2!}+\frac{x^4}{4!}-\cdots$ 中,$x^4$ 的系数是 $+1/4!=1/24$。
By the Lagrange remainder, the error in approximating $f$ by $T_n$ at $a$ has the form $R_n(x)=\dfrac{f^{(n+1)}(c)}{(n+1)!}(x-a)^{n+1}$ for some $c$ between $a$ and $x$. A function equals its Taylor series when由拉格朗日余项,在 $a$ 处用 $T_n$ 逼近 $f$ 的误差具有形式 $R_n(x)=\dfrac{f^{(n+1)}(c)}{(n+1)!}(x-a)^{n+1}$,其中 $c$ 是 $a$ 与 $x$ 之间某点。函数等于其泰勒级数当
Q5
$R_n(x)\to 0$ as $n\to\infty$$n\to\infty$ 时 $R_n(x)\to 0$
$f^{(n+1)}(c)=0$
$x=a$
$f$ is a polynomial$f$ 是多项式
Correct. Because $f=T_n+R_n$, the polynomials $T_n$ converge to $f$ exactly when the remainder $R_n(x)$ tends to zero.正确。因为 $f=T_n+R_n$,多项式 $T_n$ 趋于 $f$ 当且仅当余项 $R_n(x)$ 趋于零。
The series equals $f$ precisely when the remainder $R_n(x)\to 0$ as $n$ grows.级数等于 $f$ 当且仅当随 $n$ 增大余项 $R_n(x)\to 0$。
Using Maclaurin series, $\displaystyle\lim_{x\to 0}\frac{e^x-1-x}{x^2}$ equals用麦克劳林级数,$\displaystyle\lim_{x\to 0}\frac{e^x-1-x}{x^2}$ 等于
Q6
$0$
$1$
$\dfrac12$
$2$
Correct. $e^x-1-x=\tfrac{x^2}{2}+\tfrac{x^3}{6}+\cdots$, so dividing by $x^2$ gives $\tfrac12+\tfrac{x}{6}+\cdots\to\tfrac12$.正确。$e^x-1-x=\tfrac{x^2}{2}+\tfrac{x^3}{6}+\cdots$,除以 $x^2$ 得 $\tfrac12+\tfrac{x}{6}+\cdots\to\tfrac12$。
Subtract $1+x$ from the series for $e^x$: the leading surviving term is $x^2/2$, so the limit is $\frac12$.从 $e^x$ 的级数中减去 $1+x$:存活的主项是 $x^2/2$,所以极限是 $\frac12$。

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