IMA-301: Advanced Engineering Mathematics

Spring Semester 2015-2016

Topic: Sequence and Series

Notes-02

Sequences and Series

Definition 1.1. A complex sequence (or simply a sequence) is a function whose domain is
the positive integers and the range is a subset of complex numbers and denoted by {zn }
n=1 .
Examples. The following are some examples.




1
1
+i 3
(i)
2+
n
n
n=1
n 

3
2
+i
(ii)
3
4
n=1
 2in/3
(iii)
e
.
n=1
A sequence {zn }
n=1 converges to a complex value if lim zn = . We give the formal
n
definition.
Definition 1.2. A sequence {zn }
n=1 converges to if for any real number  > 0 there
exists a positive integer N such that |zn | <  whenever n > N .
Theorem 1.1. Let zn = xn + iyn and = u + iv. lim zn = if and only if lim xn = u
n
n
and lim yn = v.
n

Example.

n + i(n + 1)
Let zn =
. Then zn = xn + iyn implies xn = 1/ n and yn = (n + 1)/n.
n
Clearly lim xn = 0 and lim yn = 1. Hence lim zn = i.
n

For further study, we simply term the sequence {zn }

n=1 as {zn }.
Definition 1.3. A complex sequence {zn } is bounded if there exist a positive real number
R and an integer N N such that |zn | < R for all n > N .
This definition geometrically means that for n > N , the sequence {zn } is contained in
the disc D := {z : |z| < R}.
Note 1. If {zn } is a convergent sequence then {zn } is bounded.
Definition 1.4. The sequence {zn } is a Cauchy sequence, if for every  > 0, there is a
positive integer n N such that |zn zm | <  whenever n, m > N .

Geometrically speaking, the sequence {zn } is a Cauchy sequence means that for m, n >
N , zn zm is in the disc D := {z : |z| < }.
Since zn = xn + iyn , the sequence {zn } contains the real sequences {xn } and {yn }.
Since Cauchy sequences of real numbers are always convergent, we have
Theorem 1.2. If {zn } is a Cauchy sequence, then {zn } is convergent.
Let {zn } be a complex sequence. Define the new sequence {Sn }, where
Sn = z1 + z2 + + zn =

n
X

zk .

k=1

This sequence is called the sequence of partial sum of {zn }. If the partial sum is extended
to infinite number of terms, then the corresponding expression given by

zn = z1 + z2 + + ,

n=1

is called the infinite series.

P
its n-th partial sum. If
Definition 1.5. Let
n=1 zn be an infinite series and Sn be P
limn Sn exist and equalP
to S (say), then the infinite seriesP
n=1 zn converges to S.

Further the infinite series n=1 zn is absolutely convergent if n=1 |zn | is convergent. If
the series does not converge, it is called a divergent series.
P
Note 2. If the infinite series
n=1 zn converges, then limn zn = 0.
Theorem 1.3. Let zn = xn + iyn . Let S = U + iV =
U=

X
n=1

xn and V =

X
(xn + iyn ). Then
zn =

n=1

n=1

yn . The converse is also true.

n=1

Example. Consider the series

n=0

z n . Now the partial sum gives

(1 z)(1 + z + z 2 + + z n1 + z n ) = 1 z n+1 .
Rearranging this, we get
n
X

zk =

k=0

1
z n+1

.
1z 1z

Now, if we take |z| < 1, then for the limiting case n ,

n
X
k=0

zk =

1
,
1z
2

z n+1
0. Hence
1z

if |z| < 1.

This example can be modified as follows.

Example.
Let z0 6= 0. Then
n

X
z0
z
=
,
z
z

z
0
0
n=0

if |z| < z0 .

Uniform convergence

Let f be a finite sum of function fn . If each of these fn are analytic then f is also analytic.
What about the infinite sum.
An infinite sequence of complex functions is a function from the natural numbers to
the set of all complex functions defined on a set, say A. The notation {fn } is used for the
infinite sequence.
Definition 2.1. The sequence of functions {fn } is said to converge point wise to f on a
domain D, if limn fn (z) = f (z) on D.
Example. The sequence of functions {

1
} converges point wise to the zero function
zn

on C\N.
Explanation: For any  > 0, we have


 1 
1


 z n  < n |z| ,

if n > |z|,

,

1
if n > |z| + .


Thus it follows that

1
= 0,
n z n

if z C\N.

lim

Definition 2.2. Let {fn } be a sequence of functions defined on a domain D, and let f
be a function which is also defined on D. Then f is called uniform limit of {fn } on D if,
for every  > 0, there is some N (independent of z) such that, for all z D,
|fn (z) f (z)| < ,

whenever

n > N.

We say the {fn } converges uniformly to f on D.

Note that uniform convergence implies pointwise convergence. In the previous example
1
{
} converges to zero function pointwise in C\N, but not uniformly. But if we have
zn
1
the domain of definiton as |z| < 1, then {
} converges to zero function uniformly in
zn
|z| < 1 as in this domain N depends on  and not on z.
3

Theorem 2.1. Suppose that {fn } is a sequence of functions which are continuous on a
domain D and that {fn } converges uniformly to f on D. Then f is also continuous on
D.
Theorem 2.2. Let D be a domain and let {fn } be a sequence of functions each analytic
on D. If {fn } converges uniformly to f on every closed disc that is contained in D, then
1. f is analytic on D.
2. {fn0 } converges uniformly to f 0 on every closed disc in D.
Example.
The series

z n is not uniformly convergent in |z| < 1 (even though it is pointwise

n=0

convergent). But it is uniformly convergent on every disc |z| r, for each r < 1 (that
means uniformly convergent on every compact subset of the disc |z| < 1).
Explanation: Consider |z| r < 1. Recall that
1 + z + z2 + + zn =

1 z n+1
,
1z

z 6= 1,

so that


n+1


1
2
n
(1 + z + z + + z )
 = |z|
.

1 z  |1 z|
This means, for |z| r < 1,


(1 + z + z 2 + + z n )

Now, for any arbitrary number  > 0,


(1 + z + z 2 + + z n )



1 
|z|n+1
rn+1
=

.
1 z  |1 z|
1r


rn+1
1 

< ,
1 z 1 r

if n > N,

log((1 r))
. Since N is independent of
log r
z, this convergence is uniform. Now for |z| < 1, if we assume that the series is uniformly
convergent, then we have that for any  > 0, there is a number N , independent of z, such
that




(1 + z + z 2 + + z N ) 1  < 

1 z
where N is any natural number such that N >

for all z in the disc |z| < 1. But



(1 + z + z 2 + + z N )

4


1  |z|N +1
=
,
1 z  |1 z|

and
lim

r1

rN +1
= ,
1r

|z|N +1
is as large as we please, and
|1 z|
certainly not less than , which leads to a contradiction.

so that there are points in the disc |z| < 1, for which

Definition 2.3. The sequence of functions {fn }, each defined on D, is said to be uniformly
summable to f on D, if the sequence of partial sum given by {f1 + f2 + + fn } converges
uniformly to f on D.
Theorem 2.3. (Weierstrass M-test) Let {fn } be a sequence of functions defined a set D,
and suppose that {Mn } be a sequence of real numbers such that |fn (z)| Mn for all z

X
X
fn (z) converges
Mn converges, then for each z in D, the series
in D. Further, if
n=1

n=1

uniformly.
As an application, we have the following theorem.
Theorem 2.4. If f is a function analytic on the disc |z| < and f (z) =

X
n=0

for each r < , the series converges uniformly to f on the disc |z| r.

an z n , then

Power Series

P
j
Definition 3.1. A series of the form
j=0 aj (z z0 ) is called a power series. The
constants aj are the coefficients of the power series.
P
j
Theorem 3.1. For any power series
j=0 aj (z z0 ) there ia a real number R between
either 0 and , inclusive , which depends only on the coefficients aj , such that
(i) the series converges for |z z0 | < R,
(ii) the series converges uniformly in any closed subdisk |z z0 | R0 < R,
(iii) the series diverges for |z z0 > R.
The number R is called the radius of convergence of the series.
Definition 3.2. The circle |z| = R which includes in its interior |z| < R all the values
of z for which the power series an z n converges, is called the circle of convergence of
the series. The radius R of this circle is called the radius of convergence of the series.
n
Theorem 3.2. (Cauchy-Hadamard Theorem). For every power series
n=0 an z
there exists a number R, 0 R < , called the radius of convergence with the following
properties:

(i) The series converges absolutely for every |z| < R.

(ii) If 0 < R, the series converges uniformly for |z| .
(iii) If |z| > R, the terms of the series are unbounded and series is consequently divergent.
Note 3. By the above theorem, we see that the radius of convergence R of a power series
1
1
= lim sup |an | n . This is known as Hadamards formula for the radius
is given by
R
of convergence.
Examples.
zn
(i) Find the radii of convergence of the power series: n
.
2 +1
1
1
Answer. Here an = n
and an+1 = n+1
2 +1
2
+1
1
2+ n
an
2n+1 + 1
2
R = lim
= lim n
= lim
1
n an+1
n 2 + 1
n
1+ n
2
2+0
R=
= 2.
1+0

(ii) Find the domain of convergence of the series: n

z2 + 1
1+i

n
.

Answer. Put z 2 = .
( + 1)n
.
(1 + i)n
n2
(n + 1)2
Now an =
and
a
=
.
n+1
(1 +i)n 
(1 + i)n+1

 an 
n2


=
lim
|(1
+
i)|
=
|1
+
i|
=
2.
Hence R = lim 
an+1 
(n + 1)2

Thus the radius of the circle of convergence for is 2 and center is -1, so that the
domain of convergence isgiven by
| + 1| < 2 or |z 2 + 1| < 2.
Then the series in is n2 .