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Mathematical Methods for Physics and Engineering - Matematica.NET

Mathematical Methods for Physics and Engineering - Matematica.NET

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SERIES AND LIMITSAgain using the Maclaurin expansion of exp x given in subsection 4.6.3, we notice thatS(θ) = Re [exp(exp iθ)] = Re [exp(cos θ + i sin θ)]=Re{[exp(cos θ)][exp(i sin θ)]} = [exp(cos θ)]Re [exp(i sin θ)]=[exp(cosθ)][cos(sin θ)]. ◭4.3 Convergence of infinite seriesAlthough the sums of some commonly occurring infinite series may be found,the sum of a general infinite series is usually difficult to calculate. Nevertheless,it is often useful to know whether the partial sum of such a series converges toa limit, even if the limit cannot be found explicitly. As mentioned at the end ofsection 4.1, if we allow N to tend to infinity, the partial sumN∑S N =u nn=1of a series may tend to a definite limit (i.e. the sum S of the series), or increaseor decrease without limit, or oscillate finitely or infinitely.To investigate the convergence of any given series, it is useful to have availablea number of tests <strong>and</strong> theorems of general applicability. We discuss them below;some we will merely state, since once they have been stated they become almostself-evident, but are no less useful <strong>for</strong> that.4.3.1 Absolute <strong>and</strong> conditional convergenceLet us first consider some general points concerning the convergence, or otherwise,of an infinite series. In general an infinite series ∑ u n can have complex terms,<strong>and</strong> in the special case of a real series the terms can be positive or negative. Fromany such series, however, we can always construct another series ∑ |u n | in whicheach term is simply the modulus of the corresponding term in the original series.Then each term in the new series will be a positive real number.If the series ∑ |u n | converges then ∑ u n also converges, <strong>and</strong> ∑ u n is said to beabsolutely convergent, i.e. the series <strong>for</strong>med by the absolute values is convergent.For an absolutely convergent series, the terms may be reordered without affectingthe convergence of the series. However, if ∑ |u n | diverges whilst ∑ u n convergesthen ∑ u n is said to be conditionally convergent. For a conditionally convergentseries, rearranging the order of the terms can affect the behaviour of the sum<strong>and</strong>, hence, whether the series converges or diverges. In fact, a theorem dueto Riemann shows that, by a suitable rearrangement, a conditionally convergentseries may be made to converge to any arbitrary limit, or to diverge, or to oscillatefinitely or infinitely! Of course, if the original series ∑ u n consists only of positivereal terms <strong>and</strong> converges then automatically it is absolutely convergent.124

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