In
mathematics, a 'power series' (in one variable) is an
infinite series of the form
:
where ''a
n'' represents the coefficient of the nth term, ''c'' is a constant, and ''x'' varies around ''c'' (for this reason one sometimes speaks of the series as being ''centered'' at ''c''). This series usually arises as the
Taylor series of some known
function; the
Taylor series article contains many examples.
In many situations ''c'' is equal to zero, for instance when considering a
Maclaurin series. In such cases, the power series takes the simpler form
::
These power series arise primarily in analysis, but also occur in
combinatorics (under the name of
generating functions) and in electrical engineering (under the name of the
Z-transform). The familiar
decimal notation for
integers can also be viewed as an example of a power series, but with the argument ''x'' fixed at 10. In
number theory, the concept of
p-adic numbers is also closely related to that of a power series.
Examples
Any
polynomial can be easily expressed as a power series around any center ''c'', albeit one with most coefficients equal to zero. For instance, the polynomial
can be written as a power series around the center
as
::
or around the center
as
::
or indeed around any other center ''c''. One can view power series as being like "polynomials of infinite degree," although power series are not polynomials.
The
geometric series formula
::
which is valid for
, is one of the most important examples of a power series, as are the exponential function
formula
::
and the sine formula
::
valid for all real x.
These power series are also examples of
Taylor series. However, there exist power series which are not the Taylor series of any function, for instance
::
Negative powers are not permitted in a power series, for instance
is not considered a power series (although it is a
Laurent series). Similarly, fractional powers such as
are not permitted (but see
Puiseux series). The coefficients
are not allowed to depend on
, thus for instance:
:
is not a power series.
Radius of convergence
A power series will converge for some values of the variable ''x'' (at least for ''x'' = ''c'') and may diverge for others. There is always a number ''r'' with 0 ≤ ''r'' ≤ ∞ such that the series converges whenever |''x'' − ''c''| < ''r'' and diverges whenever |''x'' − ''c''| > ''r''. The number ''r'' is called the '
radius of convergence' of the power series; in general it is given as
:
or, equivalently,
(see
limit superior and limit inferior). A fast way to compute it is
:
if this limit exists.
The series
converges absolutely for |''x'' - ''c''| < ''r'' and
converges uniformly on every
compact subset of {''x'' : |''x'' − ''c''| < ''r''}.
For |''x'' - ''c''| = ''r'', we cannot make any general statement on whether the series converges or diverges. However,
Abel's theorem states that the sum of the series is continuous at ''x'' if the series converges at ''x''.
Operations on power series
Addition and subtraction
When two functions ''f'' and ''g'' are decomposed into power series around the same center ''c'', the power series of the sum or difference of the functions can be obtained by termwise addition and subtraction. That is, if:
:
:
then
:
Multiplication and division
With the same definitions above, for the power series of the product and quotient of the functions can be obtained as follows:
:
:
:
The sequence
is known as the
convolution of the sequences
and
.
For division, observe:
:
:
and then use the above, comparing coefficients.
Differentiation and integration
Once a function is given as a power series, it is
continuous wherever it converges and is
differentiable on the
interior of this set. It can be
differentiated and
integrated quite easily, by treating every term separately:
::
::
Both of these series have the same radius of convergence as the original one.
Analytic functions
A function ''f'' defined on some
open subset ''U'' of 'R' or 'C' is called 'analytic' if it is locally given by power series. This means that every ''a'' ∈ ''U'' has an open
neighborhood ''V'' ⊆ ''U'', such that there exists a power series with center ''a'' which converges to ''f''(''x'') for every ''x'' ∈ ''V''.
Every power series with a positive radius of convergence is analytic on the
interior of its region of convergence. All
holomorphic functions are complex-analytic. Sums and products of analytic functions are analytic, as are quotients as long as the denominator is non-zero.
If a function is analytic, then it is infinitely often differentiable, but in the real case the converse is not generally true. For an analytic function, the coefficients ''a''
''n'' can be computed as
::
where
denotes the ''n''th derivative of ''f'' at ''c'', and
. This means that every analytic function is locally represented by its
Taylor series.
The global form of an analytic function is completely determined by its local behavior in the following sense: if ''f'' and ''g'' are two analytic functions defined on the same
connected open set ''U'', and if there exists an element ''c''∈''U'' such that ''f''
(''n'')(''c'') = ''g''
(''n'')(''c'') for all ''n'' ≥ 0, then ''f''(''x'') = ''g''(''x'') for all ''x'' ∈ ''U''.
If a power series with radius of convergence ''r'' is given, one can consider
analytic continuations of the series, i.e. analytic functions ''f'' which are defined on larger sets than { ''x'' : |''x'' - ''c''| < ''r'' } and agree with the given power series on this set. The number ''r'' is maximal in the following sense: there always exists a
complex number ''x'' with |''x'' - ''a''| = ''r'' such that no analytic continuation of the series can be defined at ''x''.
The power series expansion of the
inverse function of an analytic function can be determined using the
Lagrange inversion theorem.
Formal power series
In
abstract algebra, one attempts to capture the essence of power series without being restricted to the
fields of real and complex numbers, and without the need to talk about convergence. This leads to the concept of
formal power series, a concept of great utility in
combinatorics.
Power series in several variables
An extension of the theory is necessary for the purposes of
multivariable calculus. A 'power series' is here defined to be an infinite series of the form
::
where ''j'' = (''j''
1, ..., ''j''
''n'') is a vector of natural numbers, the coefficients
''a''
(''j1,...,jn'') are usually real or complex numbers, and the center ''c'' = (''c''
1, ..., ''c''
''n'') and argument ''x'' = (''x''
1, ..., ''x''
''n'') are usually real or complex vectors. In the more convenient
multi-index notation this can be written
::
The theory of such series is trickier than for single-variable series. For instance, the region of absolute convergence is now given by a log-convex set rather than an interval. On the other hand, in the interior of this region of convergence one may differentiate and integrate under the series sign, just as one may with ordinary power series.
Order of a power series
Let α be a multi-index for a power series ''f''(''x''
1, ''x''
2, …, ''x''
''n''). The 'order' of the power series ''f'' is defined to be the least value |α| such that ''a''
α ≠ 0, or 0 if ''f'' ≡ 0. In particular, for a power series ''f''(''x'') in a single variable ''x'', the order of ''f'' is the smallest power of ''x'' with a nonzero coefficient. This definition readily extends to
Laurent series.
External links
★
★
★
Complex Power Series Module by John H. Mathews