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2.4. Basic theorems

Theorem 1. The sum of a uniformly convergent series whose terms are continues functions cannot have discontinues.

The proof. Indeed, is continuos as a sum of finite number of continues functions. If the series is uniformly converging its remainder will be arbitrarily small over the whole interval for sufficiently large values of . Therefore a small variation of yields small variations both of and , and thus the whole sum gains a small increment as well which means that the sum cannot have discontinuities.

Remark. The functional series whose terms are continuous on but which does not uniformly converge on may have as its sum a discontinuous function.

Example 2.7. Consider the functional series

Solution

We take its th partial sum:

Therefore

i.e. the sum . It is discontinuous on the interval , although the terms are continuous. The original series does not converge uniformly on the uniformly on the interval

Theorem 2. A uniformly convergent series can be integrated term-wise i.e. for any and x from the interval we have

Where the series thus obtained is uniformly converging on

The proof. In fact,

Theorem 3. A uniformly convergent series whose terms are continuous differentiable functions can be differentiated, if after that we obtain uniformly convergent series and

if

To prove the statement we denote the sum of the series

. Then integrating term-by-term we arrive to the equality:

Finally, differentiating the last relation, we obtain:

2.5. Power series

Functional series of the form , where are given real numbers, and is a real variable, are called power series.

We can easily find out for what numerical values of the power series converges. Since

Where

(of course we suppose that the limit exists), we conclude, on the basic of ratio test, that the series is absolutely convergent for

The interval is the interval of convergence of power series, and is called the radius of convergence.

Abel’s theorem. If a power series is convergent at a point then it converges absolutely at any point such that . But if the series diverges at any point , then it diverges at any point for which .

From Abel’s theorem it follows that for a power series three cases are possible:

  1. Series converges only at the point ;

  2. Series converges at all ;

  3. There exists a positive number , such that for all from interval series converges, and for all

the series diverges.

According to ratio test, if the limit exists, we have

.

The limit does not exist in some cases, but then the radius of convergence can sometimes be found by means of root test:

Example 2.8. Find the domain of convergence of the series

Solution

Since , we get

Thus, the series converges on the interval . The number series converges, the given series converges absolutely for . Finally, the given series converges on the interval and diverges for all .

Example 2.9. Find the domain of convergence of the series

Solution

At first we find the radius of convergence: so that we have the interval . Since at the points the given series turns into divergent series of the form Finally , the given series converges absolutely on the interval and diverges for all