mathematics
Mathematics is an area of knowledge that includes the topics of numbers, formulas and related structures, shapes and the spaces in which they are contained, and quantities and their changes. These topics are represented in modern mathematics ...
, a series is, roughly speaking, a description of the operation of adding infinitely many quantities, one after the other, to a given starting quantity. The study of series is a major part of calculus and its generalization, mathematical analysis. Series are used in most areas of mathematics, even for studying finite structures (such as in
combinatorics
Combinatorics is an area of mathematics primarily concerned with counting, both as a means and an end in obtaining results, and certain properties of finite structures. It is closely related to many other areas of mathematics and has many appl ...
) through
generating function
In mathematics, a generating function is a way of encoding an infinite sequence of numbers () by treating them as the coefficients of a formal power series. This series is called the generating function of the sequence. Unlike an ordinary seri ...
s. In addition to their ubiquity in mathematics, infinite series are also widely used in other quantitative disciplines such as physics, computer science,
statistics
Statistics (from German language, German: ''wikt:Statistik#German, Statistik'', "description of a State (polity), state, a country") is the discipline that concerns the collection, organization, analysis, interpretation, and presentation of ...
and
finance
Finance is the study and discipline of money, currency and capital assets. It is related to, but not synonymous with economics, the study of production, distribution, and consumption of money, assets, goods and services (the discipline of fina ...
summation
In mathematics, summation is the addition of a sequence of any kind of numbers, called ''addends'' or ''summands''; the result is their ''sum'' or ''total''. Beside numbers, other types of values can be summed as well: functions, vectors, mat ...
could produce a finite result was considered paradoxical. This paradox was resolved using the concept of a
limit
Limit or Limits may refer to:
Arts and media
* ''Limit'' (manga), a manga by Keiko Suenobu
* ''Limit'' (film), a South Korean film
* Limit (music), a way to characterize harmony
* "Limit" (song), a 2016 single by Luna Sea
* "Limits", a 2019 ...
during the 17th century. Zeno's paradox of Achilles and the tortoise illustrates this counterintuitive property of infinite sums: Achilles runs after a tortoise, but when he reaches the position of the tortoise at the beginning of the race, the tortoise has reached a second position; when he reaches this second position, the tortoise is at a third position, and so on. Zeno concluded that Achilles could ''never'' reach the tortoise, and thus that movement does not exist. Zeno divided the race into infinitely many sub-races, each requiring a finite amount of time, so that the total time for Achilles to catch the tortoise is given by a series. The resolution of the paradox is that, although the series has an infinite number of terms, it has a finite sum, which gives the time necessary for Achilles to catch up with the tortoise.
In modern terminology, any (ordered) infinite sequence of terms (that is, numbers, functions, or anything that can be added) defines a series, which is the operation of adding the one after the other. To emphasize that there are an infinite number of terms, a series may be called an infinite series. Such a series is represented (or denoted) by an expression like
or, using the summation sign,
The infinite sequence of additions implied by a series cannot be effectively carried on (at least in a finite amount of time). However, if the set to which the terms and their finite sums belong has a notion of
limit
Limit or Limits may refer to:
Arts and media
* ''Limit'' (manga), a manga by Keiko Suenobu
* ''Limit'' (film), a South Korean film
* Limit (music), a way to characterize harmony
* "Limit" (song), a 2016 single by Luna Sea
* "Limits", a 2019 ...
, it is sometimes possible to assign a value to a series, called the sum of the series. This value is the limit as tends to
infinity
Infinity is that which is boundless, endless, or larger than any natural number. It is often denoted by the infinity symbol .
Since the time of the ancient Greeks, the philosophical nature of infinity was the subject of many discussions amo ...
(if the limit exists) of the finite sums of the first terms of the series, which are called the th partial sums of the series. That is,
When this limit exists, one says that the series is convergent or summable, or that the sequence is summable. In this case, the limit is called the sum of the series. Otherwise, the series is said to be divergent.
The notation denotes both the series—that is the implicit process of adding the terms one after the other indefinitely—and, if the series is convergent, the sum of the series—the result of the process. This is a generalization of the similar convention of denoting by both the
addition
Addition (usually signified by the Plus and minus signs#Plus sign, plus symbol ) is one of the four basic Operation (mathematics), operations of arithmetic, the other three being subtraction, multiplication and Division (mathematics), division. ...
—the process of adding—and its result—the ''sum'' of and .
Generally, the terms of a series come from a ring, often the field of the real numbers or the field of the complex numbers. In this case, the set of all series is itself a ring (and even an
associative algebra
In mathematics, an associative algebra ''A'' is an algebraic structure with compatible operations of addition, multiplication (assumed to be associative), and a scalar multiplication by elements in some field ''K''. The addition and multiplic ...
), in which the addition consists of adding the series term by term, and the multiplication is the Cauchy product.
Basic properties
An infinite series or simply a series is an infinite sum, represented by an infinite expression of the form
where is any ordered sequence of terms, such as numbers, functions, or anything else that can be added (an abelian group). This is an expression that is obtained from the list of terms by laying them side by side, and conjoining them with the symbol "+". A series may also be represented by using summation notation, such as
If an abelian group of terms has a concept of
limit
Limit or Limits may refer to:
Arts and media
* ''Limit'' (manga), a manga by Keiko Suenobu
* ''Limit'' (film), a South Korean film
* Limit (music), a way to characterize harmony
* "Limit" (song), a 2016 single by Luna Sea
* "Limits", a 2019 ...
(e.g., if it is a metric space), then some series, the convergent series, can be interpreted as having a value in , called the ''sum of the series''. This includes the common cases from calculus, in which the group is the field of real numbers or the field of complex numbers. Given a series , its th partial sum is
By definition, the series ''converges'' to the limit (or simply ''sums'' to ), if the sequence of its partial sums has a limit . In this case, one usually writes
A series is said to be ''convergent'' if it converges to some limit, or ''divergent'' when it does not. The value of this limit, if it exists, is then the value of the series.
Convergent series
A series is said to converge or to ''be convergent'' when the sequence of partial sums has a finite
limit
Limit or Limits may refer to:
Arts and media
* ''Limit'' (manga), a manga by Keiko Suenobu
* ''Limit'' (film), a South Korean film
* Limit (music), a way to characterize harmony
* "Limit" (song), a 2016 single by Luna Sea
* "Limits", a 2019 ...
. If the limit of is infinite or does not exist, the series is said to diverge. When the limit of partial sums exists, it is called the value (or sum) of the series
An easy way that an infinite series can converge is if all the are zero for sufficiently large. Such a series can be identified with a finite sum, so it is only infinite in a trivial sense.
Working out the properties of the series that converge, even if infinitely many terms are nonzero, is the essence of the study of series. Consider the example
It is possible to "visualize" its convergence on the real number line: we can imagine a
line
Line most often refers to:
* Line (geometry), object with zero thickness and curvature that stretches to infinity
* Telephone line, a single-user circuit on a telephone communication system
Line, lines, The Line, or LINE may also refer to:
Arts ...
of length 2, with successive segments marked off of lengths 1, 1/2, 1/4, etc. There is always room to mark the next segment, because the amount of line remaining is always the same as the last segment marked: When we have marked off 1/2, we still have a piece of length 1/2 unmarked, so we can certainly mark the next 1/4. This argument does not prove that the sum is ''equal'' to 2 (although it is), but it does prove that it is ''at most'' 2. In other words, the series has an upper bound. Given that the series converges, proving that it is equal to 2 requires only elementary algebra. If the series is denoted , it can be seen that
Therefore,
The idiom can be extended to other, equivalent notions of series. For instance, a recurring decimal, as in
encodes the series
Since these series always converge to
real numbers
In mathematics, a real number is a number that can be used to measure a ''continuous'' one-dimensional quantity such as a distance, duration or temperature. Here, ''continuous'' means that values can have arbitrarily small variations. Every real ...
(because of what is called the completeness property of the real numbers), to talk about the series in this way is the same as to talk about the numbers for which they stand. In particular, the decimal expansion 0.111... can be identified with 1/9. This leads to an argument that , which only relies on the fact that the limit laws for series preserve the arithmetic operations; for more detail on this argument, see 0.999....
Examples of numerical series
* A '' geometric series'' is one where each successive term is produced by multiplying the previous term by a constant number (called the common ratio in this context). For example:
In general, the geometric series
converges if and only if , in which case it converges to
elliptic hypergeometric series
In mathematics, an elliptic hypergeometric series is a series Σ''c'n'' such that the ratio
''c'n''/''c'n''−1 is an elliptic function of ''n'', analogous to generalized hypergeometric series where the ratio is a rational function o ...
) frequently appear in integrable systems and mathematical physics.
* There are some elementary series whose convergence is not yet known/proven. For example, it is unknown whether the Flint Hills series \sum_^\infty \frac
converges or not. The convergence depends on how well \pi can be approximated with rational numbers (which is unknown as of yet). More specifically, the values of ''n'' with large numerical contributions to the sum are the numerators of the continued fraction convergents of \pi, a sequence beginning with 1, 3, 22, 333, 355, 103993, ... . These are integers that are close to n\pi for some integer ''n'', so that \sin n\pi is close to 0 and its reciprocal is large. Alekseyev (2011) proved that if the series converges, then the
irrationality measure
In number theory, a Liouville number is a real number ''x'' with the property that, for every positive integer ''n'', there exists a pair of integers (''p, q'') with ''q'' > 1 such that
:0 1 + \log_2(d) ~) no pair of integers ~(\,p,\,q\,)~ exists ...
of \pi is smaller than 2.5, which is much smaller than the current known bound of 7.10320533....
Calculus and partial summation as an operation on sequences
Partial summation takes as input a sequence, (''a''''n''), and gives as output another sequence, (''S''''N''). It is thus a unary operation on sequences. Further, this function is linear, and thus is a
linear operator
In mathematics, and more specifically in linear algebra, a linear map (also called a linear mapping, linear transformation, vector space homomorphism, or in some contexts linear function) is a mapping V \to W between two vector spaces that pre ...
on the vector space of sequences, denoted Σ. The inverse operator is the finite difference operator, denoted Δ. These behave as discrete analogues of integration and differentiation, only for series (functions of a natural number) instead of functions of a real variable. For example, the sequence (1, 1, 1, ...) has series (1, 2, 3, 4, ...) as its partial summation, which is analogous to the fact that \int_0^x 1\,dt = x.
In computer science, it is known as prefix sum.
Properties of series
Series are classified not only by whether they converge or diverge, but also by the properties of the terms an (absolute or conditional convergence); type of convergence of the series (pointwise, uniform); the class of the term an (whether it is a real number, arithmetic progression, trigonometric function); etc.
Non-negative terms
When ''an'' is a non-negative real number for every ''n'', the sequence ''SN'' of partial sums is non-decreasing. It follows that a series Σ''an'' with non-negative terms converges if and only if the sequence ''SN'' of partial sums is bounded.
For example, the series
\sum_^\infty \frac
is convergent, because the inequality
\frac1 \le \frac - \frac, \quad n \ge 2,
and a telescopic sum argument implies that the partial sums are bounded by 2. The exact value of the original series is the Basel problem.
Grouping
When you group a series reordering of the series does not happen, so Riemann series theorem does not apply. A new series will have its partial sums as subsequence of original series, which means if the original series converges, so does the new series. But for divergent series that is not true, for example 1-1+1-1+... grouped every two elements will create 0+0+0+... series, which is convergent. On the other hand, divergence of the new series means the original series can be only divergent which is sometimes useful, like in Oresme proof.
Absolute convergence
A series
\sum_^\infty a_n
''converges absolutely'' if the series of
absolute value
In mathematics, the absolute value or modulus of a real number x, is the non-negative value without regard to its sign. Namely, , x, =x if is a positive number, and , x, =-x if x is negative (in which case negating x makes -x positive), an ...
s
\sum_^\infty \left, a_n\
converges. This is sufficient to guarantee not only that the original series converges to a limit, but also that any reordering of it converges to the same limit.
Conditional convergence
A series of real or complex numbers is said to be conditionally convergent (or semi-convergent) if it is convergent but not absolutely convergent. A famous example is the alternating series
\sum\limits_^\infty = 1 - + - + - \cdots,
which is convergent (and its sum is equal to \ln 2), but the series formed by taking the absolute value of each term is the divergent harmonic series. The Riemann series theorem says that any conditionally convergent series can be reordered to make a divergent series, and moreover, if the a_ are real and S is any real number, that one can find a reordering so that the reordered series converges with sum equal to S.
Abel's test is an important tool for handling semi-convergent series. If a series has the form
\sum a_n = \sum \lambda_n b_n
where the partial sums B_ = b_ + \cdots + b_ are bounded, \lambda_ has bounded variation, and \lim \lambda_ b_ exists:
\sup_N \left, \sum_^N b_n \ < \infty, \ \ \sum \left, \lambda_ - \lambda_n\ < \infty\ \text \ \lambda_n B_n \ \text
then the series \sum a_ is convergent. This applies to the point-wise convergence of many trigonometric series, as in
\sum_^\infty \frac
with 0 < x < 2\pi. Abel's method consists in writing b_=B_-B_, and in performing a transformation similar to integration by parts (called summation by parts), that relates the given series \sum a_ to the absolutely convergent series
\sum (\lambda_n - \lambda_) \, B_n.
When conditions of the alternating series test are satisfied by S:=\sum_^\infty(-1)^m u_m, there is an exact error evaluation. Set s_n to be the partial sum s_n:=\sum_^n(-1)^m u_m of the given alternating series S. Then the next inequality holds:
, S-s_n, \leq u_.
Taylor's theorem
In calculus, Taylor's theorem gives an approximation of a ''k''-times differentiable function around a given point by a polynomial of degree ''k'', called the ''k''th-order Taylor polynomial. For a smooth function, the Taylor polynomial is the t ...
is a statement that includes the evaluation of the error term when the Taylor series is truncated.
For the matrix exponential:
\exp(X) := \sum_^\infty\fracX^k,\quad X\in\mathbb^,
the following error evaluation holds (scaling and squaring method):
T_(X) := \left sum_^r\frac(X/s)^j\rights,\quad \, \exp(X)-T_(X)\, \leq\frac\exp(\, X\, ).
Convergence tests
There exist many tests that can be used to determine whether particular series converge or diverge.
* ''
n-th term test
In mathematics, the ''n''th-term test for divergenceKaczor p.336 is a simple test for the divergence of an infinite series:If \lim_ a_n \neq 0 or if the limit does not exist, then \sum_^\infty a_n diverges.Many authors do not name this test or ...
'': If \lim_ a_n \neq 0, then the series diverges; if \lim_ a_n = 0, then the test is inconclusive.
* Comparison test 1 (see Direct comparison test): If \sum b_n is an absolutely convergent series such that \left\vert a_n \right\vert \leq C \left\vert b_n \right\vert for some number C and for sufficiently large n, then \sum a_n converges absolutely as well. If \sum \left\vert b_n \right\vert diverges, and \left\vert a_n \right\vert \geq \left\vert b_n \right\vert for all sufficiently large n, then \sum a_n also fails to converge absolutely (though it could still be conditionally convergent, for example, if the a_n alternate in sign).
* Comparison test 2 (see Limit comparison test): If \sum b_n is an absolutely convergent series such that \left\vert \frac \right\vert \leq \left\vert \frac \right\vert for sufficiently large n, then \sum a_n converges absolutely as well. If \sum \left, b_n \ diverges, and \left\vert \frac \right\vert \geq \left\vert \frac \right\vert for all sufficiently large n, then \sum a_n also fails to converge absolutely (though it could still be conditionally convergent, for example, if the a_n alternate in sign).
* Ratio test: If there exists a constant C < 1 such that \left\vert \frac \right\vert < C for all sufficiently large n, then \sum a_ converges absolutely. When the ratio is less than 1, but not less than a constant less than 1, convergence is possible but this test does not establish it.
* Root test: If there exists a constant C < 1 such that \left\vert a_ \right\vert^ \leq C for all sufficiently large n, then \sum a_ converges absolutely.
* Integral test: if f(x) is a positive monotone decreasing function defined on the interval with f(n)=a_ for all n, then \sum a_ converges if and only if the integral">,\infty) with f(n)=a_ for all n, then \sum a_ converges if and only if the integral \int_^ f(x) \, dx is finite.
* Cauchy's condensation test: If a_ is non-negative and non-increasing, then the two series \sum a_ and \sum 2^ a_ are of the same nature: both convergent, or both divergent.
* Alternating series test: A series of the form \sum (-1)^ a_ (with a_ > 0) is called ''alternating''. Such a series converges if the sequence ''a_'' is monotone decreasing and converges to 0. The converse is in general not true.
* For some specific types of series there are more specialized convergence tests, for instance for
Fourier series
A Fourier series () is a summation of harmonically related sinusoidal functions, also known as components or harmonics. The result of the summation is a periodic function whose functional form is determined by the choices of cycle length (or ''p ...
A series of real- or complex-valued functions
\sum_^\infty f_n(x)converges pointwise on a set ''E'', if the series converges for each ''x'' in ''E'' as an ordinary series of real or complex numbers. Equivalently, the partial sums
s_N(x) = \sum_^N f_n(x)
converge to ''ƒ''(''x'') as ''N'' → ∞ for each ''x'' ∈ ''E''.
A stronger notion of convergence of a series of functions is the uniform convergence. A series converges uniformly if it converges pointwise to the function ''ƒ''(''x''), and the error in approximating the limit by the ''N''th partial sum,
, s_N(x) - f(x),
can be made minimal ''independently'' of ''x'' by choosing a sufficiently large ''N''.
Uniform convergence is desirable for a series because many properties of the terms of the series are then retained by the limit. For example, if a series of continuous functions converges uniformly, then the limit function is also continuous. Similarly, if the ''ƒ''''n'' are integrable on a closed and bounded interval ''I'' and converge uniformly, then the series is also integrable on ''I'' and can be integrated term-by-term. Tests for uniform convergence include the Weierstrass' M-test, Abel's uniform convergence test, Dini's test, and the
Cauchy criterion
The Cauchy convergence test is a method used to test infinite series for convergence. It relies on bounding sums of terms in the series. This convergence criterion is named after Augustin-Louis Cauchy who published it in his textbook Cours d'An ...
.
More sophisticated types of convergence of a series of functions can also be defined. In
measure theory
In mathematics, the concept of a measure is a generalization and formalization of geometrical measures ( length, area, volume) and other common notions, such as mass and probability of events. These seemingly distinct concepts have many simil ...
, for instance, a series of functions converges almost everywhere if it converges pointwise except on a certain set of measure zero. Other modes of convergence depend on a different metric space structure on the space of functions under consideration. For instance, a series of functions converges in mean on a set ''E'' to a limit function ''ƒ'' provided
\int_E \left, s_N(x)-f(x)\^2\,dx \to 0
as ''N'' → ∞.
Power series
:
A power series is a series of the form
\sum_^\infty a_n(x-c)^n.
The Taylor series at a point ''c'' of a function is a power series that, in many cases, converges to the function in a neighborhood of ''c''. For example, the series
\sum_^ \frac
is the Taylor series of e^x at the origin and converges to it for every ''x''.
Unless it converges only at ''x''=''c'', such a series converges on a certain open disc of convergence centered at the point ''c'' in the complex plane, and may also converge at some of the points of the boundary of the disc. The radius of this disc is known as the radius of convergence, and can in principle be determined from the asymptotics of the coefficients ''a''''n''. The convergence is uniform on
closed
Closed may refer to:
Mathematics
* Closure (mathematics), a set, along with operations, for which applying those operations on members always results in a member of the set
* Closed set, a set which contains all its limit points
* Closed interval, ...
and
bounded
Boundedness or bounded may refer to:
Economics
* Bounded rationality, the idea that human rationality in decision-making is bounded by the available information, the cognitive limitations, and the time available to make the decision
* Bounded e ...
(that is, compact) subsets of the interior of the disc of convergence: to wit, it is uniformly convergent on compact sets.
Historically, mathematicians such as Leonhard Euler operated liberally with infinite series, even if they were not convergent. When calculus was put on a sound and correct foundation in the nineteenth century, rigorous proofs of the convergence of series were always required.
Formal power series
While many uses of power series refer to their sums, it is also possible to treat power series as ''formal sums'', meaning that no addition operations are actually performed, and the symbol "+" is an abstract symbol of conjunction which is not necessarily interpreted as corresponding to addition. In this setting, the sequence of coefficients itself is of interest, rather than the convergence of the series. Formal power series are used in
combinatorics
Combinatorics is an area of mathematics primarily concerned with counting, both as a means and an end in obtaining results, and certain properties of finite structures. It is closely related to many other areas of mathematics and has many appl ...
to describe and study sequences that are otherwise difficult to handle, for example, using the method of
generating function
In mathematics, a generating function is a way of encoding an infinite sequence of numbers () by treating them as the coefficients of a formal power series. This series is called the generating function of the sequence. Unlike an ordinary seri ...
graded algebra
In mathematics, in particular abstract algebra, a graded ring is a ring such that the underlying additive group is a direct sum of abelian groups R_i such that R_i R_j \subseteq R_. The index set is usually the set of nonnegative integers or the se ...
s.
Even if the limit of the power series is not considered, if the terms support appropriate structure then it is possible to define operations such as
addition
Addition (usually signified by the Plus and minus signs#Plus sign, plus symbol ) is one of the four basic Operation (mathematics), operations of arithmetic, the other three being subtraction, multiplication and Division (mathematics), division. ...
,
multiplication
Multiplication (often denoted by the cross symbol , by the mid-line dot operator , by juxtaposition, or, on computers, by an asterisk ) is one of the four elementary mathematical operations of arithmetic, with the other ones being additi ...
, derivative, antiderivative for power series "formally", treating the symbol "+" as if it corresponded to addition. In the most common setting, the terms come from a
commutative ring
In mathematics, a commutative ring is a ring in which the multiplication operation is commutative. The study of commutative rings is called commutative algebra. Complementarily, noncommutative algebra is the study of ring properties that are not sp ...
, so that the formal power series can be added term-by-term and multiplied via the Cauchy product. In this case the algebra of formal power series is the total algebra of the monoid of
natural numbers
In mathematics, the natural numbers are those numbers used for counting (as in "there are ''six'' coins on the table") and ordering (as in "this is the ''third'' largest city in the country").
Numbers used for counting are called ''cardinal n ...
over the underlying term ring. If the underlying term ring is a differential algebra, then the algebra of formal power series is also a differential algebra, with differentiation performed term-by-term.
Laurent series
Laurent series generalize power series by admitting terms into the series with negative as well as positive exponents. A Laurent series is thus any series of the form
\sum_^\infty a_n x^n.
If such a series converges, then in general it does so in an annulus rather than a disc, and possibly some boundary points. The series converges uniformly on compact subsets of the interior of the annulus of convergence.
Dirichlet series
:
A Dirichlet series is one of the form
\sum_^\infty ,
where ''s'' is a complex number. For example, if all ''a''''n'' are equal to 1, then the Dirichlet series is the
Riemann zeta function
The Riemann zeta function or Euler–Riemann zeta function, denoted by the Greek letter (zeta), is a mathematical function of a complex variable defined as \zeta(s) = \sum_^\infty \frac = \frac + \frac + \frac + \cdots for \operatorname(s) > ...
\zeta(s) = \sum_^\infty \frac.
Like the zeta function, Dirichlet series in general play an important role in
analytic number theory
In mathematics, analytic number theory is a branch of number theory that uses methods from mathematical analysis to solve problems about the integers. It is often said to have begun with Peter Gustav Lejeune Dirichlet's 1837 introduction of Diric ...
. Generally a Dirichlet series converges if the real part of ''s'' is greater than a number called the abscissa of convergence. In many cases, a Dirichlet series can be extended to an analytic function outside the domain of convergence by analytic continuation. For example, the Dirichlet series for the zeta function converges absolutely when Re(''s'') > 1, but the zeta function can be extended to a holomorphic function defined on \Complex\setminus\ with a simple pole at 1.
This series can be directly generalized to general Dirichlet series.
Trigonometric series
A series of functions in which the terms are trigonometric functions is called a trigonometric series:
\frac12 A_0 + \sum_^\infty \left(A_n\cos nx + B_n \sin nx\right).
The most important example of a trigonometric series is the
Fourier series
A Fourier series () is a summation of harmonically related sinusoidal functions, also known as components or harmonics. The result of the summation is a periodic function whose functional form is determined by the choices of cycle length (or ''p ...
Archimedes
Archimedes of Syracuse (;; ) was a Greek mathematician, physicist, engineer, astronomer, and inventor from the ancient city of Syracuse in Sicily. Although few details of his life are known, he is regarded as one of the leading scientists ...
produced the first known summation of an infinite series with a
method that is still used in the area of calculus today. He used the method of exhaustion to calculate the area under the arc of a parabola with the summation of an infinite series, and gave a remarkably accurate approximation of π.
Mathematicians from Kerala, India studied infinite series around 1350 CE.
In the 17th century, James Gregory worked in the new
decimal
The decimal numeral system (also called the base-ten positional numeral system and denary or decanary) is the standard system for denoting integer and non-integer numbers. It is the extension to non-integer numbers of the Hindu–Arabic numeral ...
system on infinite series and published several Maclaurin series. In 1715, a general method for constructing the Taylor series for all functions for which they exist was provided by
Brook Taylor
Brook Taylor (18 August 1685 – 29 December 1731) was an English mathematician best known for creating Taylor's theorem and the Taylor series, which are important for their use in mathematical analysis.
Life and work
Brook Taylor w ...
The investigation of the validity of infinite series is considered to begin with Gauss in the 19th century. Euler had already considered the hypergeometric series
1 + \fracx + \fracx^2 + \cdots
on which Gauss published a memoir in 1812. It established simpler criteria of convergence, and the questions of remainders and the range of convergence.
Cauchy (1821) insisted on strict tests of convergence; he showed that if two series are convergent their product is not necessarily so, and with him begins the discovery of effective criteria. The terms ''convergence'' and ''divergence'' had been introduced long before by Gregory (1668). Leonhard Euler and Gauss had given various criteria, and Colin Maclaurin had anticipated some of Cauchy's discoveries. Cauchy advanced the theory of power series by his expansion of a complex function in such a form.
Abel (1826) in his memoir on the binomial series1 + \fracx + \fracx^2 + \cdots
corrected certain of Cauchy's conclusions, and gave a completely scientific summation of the series for complex values of m and x. He showed the necessity of considering the subject of continuity in questions of convergence.
Cauchy's methods led to special rather than general criteria, and
the same may be said of
Raabe The last name Raabe specifically originates from Prussia, derived from a Prussian warrior clans' symbol: a raven, which was one of the four beasts of war. During Prussia's decimation, most of these warriors intermarried with the Danish, and slowly m ...
(1832), who made the first elaborate investigation of the subject, of De Morgan (from 1842), whose
logarithmic test DuBois-Reymond (1873) and Pringsheim (1889) have
shown to fail within a certain region; of Bertrand (1842), Bonnet
(1843),
Malmsten Malmsten is a Swedish language surname which may refer to:
* Bengt Malmsten, Swedish Olympic speed skater
*Birger Malmsten, Swedish actor
*Bodil Malmsten, Swedish poet and novelist
* Carl Johan Malmsten, Swedish mathematician
* Eugen Malmstén, S ...
(1846, 1847, the latter without integration); Stokes (1847), Paucker (1852), Chebyshev (1852), and
Arndt Arndt or Arnd is a German masculine given name, a short form of Arnold, as well as a German patronymic surname. Notable people with the name include:
Given name
*Arndt Bause (1936–2003), German composer of popular songs
*Arndt von Bohlen und H ...
(1853).
General criteria began with
Kummer Kummer is a German surname. Notable people with the surname include:
*Bernhard Kummer (1897–1962), German Germanist
*Clare Kummer (1873—1958), American composer, lyricist and playwright
*Clarence Kummer (1899–1930), American jockey
* Christo ...
(1835), and have been studied by Eisenstein (1847), Weierstrass in his various
contributions to the theory of functions, Dini (1867),
DuBois-Reymond (1873), and many others. Pringsheim's memoirs (1889) present the most complete general theory.
Uniform convergence
The theory of uniform convergence was treated by Cauchy (1821), his limitations being pointed out by Abel, but the first to attack it
successfully were Seidel and Stokes (1847–48). Cauchy took up the
problem again (1853), acknowledging Abel's criticism, and reaching
the same conclusions which Stokes had already found. Thomae used the
doctrine (1866), but there was great delay in recognizing the importance of distinguishing between uniform and non-uniform
convergence, in spite of the demands of the theory of functions.
Semi-convergence
A series is said to be semi-convergent (or conditionally convergent) if it is convergent but not absolutely convergent.
Semi-convergent series were studied by Poisson (1823), who also gave a general form for the remainder of the Maclaurin formula. The most important solution of the problem is due, however, to Jacobi (1834), who attacked the question of the remainder from a different standpoint and reached a different formula. This expression was also worked out, and another one given, by
Malmsten Malmsten is a Swedish language surname which may refer to:
* Bengt Malmsten, Swedish Olympic speed skater
*Birger Malmsten, Swedish actor
*Bodil Malmsten, Swedish poet and novelist
* Carl Johan Malmsten, Swedish mathematician
* Eugen Malmstén, S ...
(1847). Schlömilch (''Zeitschrift'', Vol.I, p. 192, 1856) also improved Jacobi's remainder, and showed the relation between the remainder and Bernoulli's functionF(x) = 1^n + 2^n + \cdots + (x - 1)^n.Genocchi (1852) has further contributed to the theory.
Among the early writers was Wronski, whose "loi suprême" (1815) was hardly recognized until Cayley (1873) brought it into
prominence.
Fourier series
Fourier series
A Fourier series () is a summation of harmonically related sinusoidal functions, also known as components or harmonics. The result of the summation is a periodic function whose functional form is determined by the choices of cycle length (or ''p ...
were being investigated
as the result of physical considerations at the same time that
Gauss, Abel, and Cauchy were working out the theory of infinite
series. Series for the expansion of sines and cosines, of multiple
arcs in powers of the sine and cosine of the arc had been treated by
Jacob Bernoulli (1702) and his brother Johann Bernoulli (1701) and still
earlier by Vieta. Euler and
Kummer Kummer is a German surname. Notable people with the surname include:
*Bernhard Kummer (1897–1962), German Germanist
*Clare Kummer (1873—1958), American composer, lyricist and playwright
*Clarence Kummer (1899–1930), American jockey
* Christo ...
.
Fourier (1807) set for himself a different problem, to
expand a given function of ''x'' in terms of the sines or cosines of
multiples of ''x'', a problem which he embodied in his '' Théorie analytique de la chaleur'' (1822). Euler had already given the formulas for determining the coefficients in the series;
Fourier was the first to assert and attempt to prove the general
theorem. Poisson (1820–23) also attacked the problem from a
different standpoint. Fourier did not, however, settle the question
of convergence of his series, a matter left for Cauchy (1826) to
attempt and for Dirichlet (1829) to handle in a thoroughly
scientific manner (see convergence of Fourier series). Dirichlet's treatment ('' Crelle'', 1829), of trigonometric series was the subject of criticism and improvement by
Riemann (1854), Heine,
Lipschitz Lipschitz, Lipshitz, or Lipchitz, is an Ashkenazi Jewish (Yiddish/German-Jewish) surname. The surname has many variants, including: Lifshitz (Lifschitz), Lifshits, Lifshuts, Lefschetz; Lipschitz, Lipshitz, Lipshits, Lopshits, Lipschutz (Lipschütz ...
Asymptotic series, otherwise asymptotic expansions, are infinite series whose partial sums become good approximations in the limit of some point of the domain. In general they do not converge, but they are useful as sequences of approximations, each of which provides a value close to the desired answer for a finite number of terms. The difference is that an asymptotic series cannot be made to produce an answer as exact as desired, the way that convergent series can. In fact, after a certain number of terms, a typical asymptotic series reaches its best approximation; if more terms are included, most such series will produce worse answers.
Divergent series
Under many circumstances, it is desirable to assign a limit to a series which fails to converge in the usual sense. A summability method is such an assignment of a limit to a subset of the set of divergent series which properly extends the classical notion of convergence. Summability methods include Cesàro summation, (''C'',''k'') summation, Abel summation, and Borel summation, in increasing order of generality (and hence applicable to increasingly divergent series).
A variety of general results concerning possible summability methods are known. The Silverman–Toeplitz theorem characterizes ''matrix summability methods'', which are methods for summing a divergent series by applying an infinite matrix to the vector of coefficients. The most general method for summing a divergent series is non-constructive, and concerns Banach limits.
Summations over arbitrary index sets
Definitions may be given for sums over an arbitrary index set I. There are two main differences with the usual notion of series: first, there is no specific order given on the set I; second, this set I may be uncountable. The notion of convergence needs to be strengthened, because the concept of conditional convergence depends on the ordering of the index set.
If a : I \mapsto G is a function from an index setI to a set G, then the "series" associated to a is the formal sum of the elements a(x) \in G over the index elements x \in I denoted by the
\sum_ a(x).
When the index set is the natural numbers I=\N, the function a : \N \mapsto G is a sequence denoted by a(n) = a_n. A series indexed on the natural numbers is an ordered formal sum and so we rewrite \sum_ as \sum_^ in order to emphasize the ordering induced by the natural numbers. Thus, we obtain the common notation for a series indexed by the natural numbers
\sum_^ a_n = a_0 + a_1 + a_2 + \cdots.
Families of non-negative numbers
When summing a family \left\ of non-negative real numbers, define
\sum_a_i = \sup \left\ \in , +\infty
When the supremum is finite then the set of i \in I such that a_i > 0 is countable. Indeed, for every n \geq 1, the
cardinality
In mathematics, the cardinality of a set is a measure of the number of elements of the set. For example, the set A = \ contains 3 elements, and therefore A has a cardinality of 3. Beginning in the late 19th century, this concept was generalized ...
\left, A_n\ of the set A_n = \left\ is finite because
\frac \, \left, A_n\ = \sum_ \frac \leq \sum_ a_i \leq \sum_ a_i < \infty.
If I is countably infinite and enumerated as I = \left\ then the above defined sum satisfies
\sum_ a_i = \sum_^ a_,
provided the value \infty is allowed for the sum of the series.
Any sum over non-negative reals can be understood as the integral of a non-negative function with respect to the counting measure, which accounts for the many similarities between the two constructions.
Abelian topological groups
Let a : I \to X be a map, also denoted by \left(a_i\right)_, from some non-empty set I into a Hausdorff
abelian
Abelian may refer to:
Mathematics Group theory
* Abelian group, a group in which the binary operation is commutative
** Category of abelian groups (Ab), has abelian groups as objects and group homomorphisms as morphisms
* Metabelian group, a grou ...
subset
In mathematics, Set (mathematics), set ''A'' is a subset of a set ''B'' if all Element (mathematics), elements of ''A'' are also elements of ''B''; ''B'' is then a superset of ''A''. It is possible for ''A'' and ''B'' to be equal; if they are ...
s of I, with \operatorname(I) viewed as a directed set, ordered under inclusion\,\subseteq\, with union as join.
The family \left(a_i\right)_, is said to be if the following
limit
Limit or Limits may refer to:
Arts and media
* ''Limit'' (manga), a manga by Keiko Suenobu
* ''Limit'' (film), a South Korean film
* Limit (music), a way to characterize harmony
* "Limit" (song), a 2016 single by Luna Sea
* "Limits", a 2019 ...
, which is denoted by \sum_ a_i and is called the of \left(a_i\right)_, exists in X:\sum_ a_i := \lim_ \ \sum_ a_i = \lim \left\
Saying that the sum S := \sum_ a_i is the limit of finite partial sums means that for every neighborhood V of the origin in X, there exists a finite subset A_0 of I such that
S - \sum_ a_i \in V \qquad \text \; A \supseteq A_0.
Because \operatorname(I) is not totally ordered, this is not a limit of a sequence of partial sums, but rather of a net.
For every neighborhood W of the origin in X, there is a smaller neighborhood V such that V - V \subseteq W. It follows that the finite partial sums of an unconditionally summable family \left(a_i\right)_, form a , that is, for every neighborhood W of the origin in X, there exists a finite subset A_0 of I such that
\sum_ a_i - \sum_ a_i \in W \qquad \text \; A_1, A_2 \supseteq A_0,
which implies that a_i \in W for every i \in I \setminus A_0 (by taking A_1 := A_0 \cup \ and A_2 := A_0).
When X is complete, a family \left(a_i\right)_ is unconditionally summable in X if and only if the finite sums satisfy the latter Cauchy net condition. When X is complete and \left(a_i\right)_, is unconditionally summable in X, then for every subset J \subseteq I, the corresponding subfamily \left(a_j\right)_, is also unconditionally summable in X.
When the sum of a family of non-negative numbers, in the extended sense defined before, is finite, then it coincides with the sum in the topological group X = \R.
If a family \left(a_i\right)_ in X is unconditionally summable then for every neighborhood W of the origin in X, there is a finite subset A_0 \subseteq I such that a_i \in W for every index i not in A_0. If X is a first-countable space then it follows that the set of i \in I such that a_i \neq 0 is countable. This need not be true in a general abelian topological group (see examples below).
Unconditionally convergent series
Suppose that I = \N. If a family a_n, n \in \N, is unconditionally summable in a Hausdorff abelian topological groupX, then the series in the usual sense converges and has the same sum,
\sum_^\infty a_n = \sum_ a_n.
By nature, the definition of unconditional summability is insensitive to the order of the summation. When \sum a_n is unconditionally summable, then the series remains convergent after any
permutation
In mathematics, a permutation of a set is, loosely speaking, an arrangement of its members into a sequence or linear order, or if the set is already ordered, a rearrangement of its elements. The word "permutation" also refers to the act or proc ...
\sigma : \N \to \N of the set \N of indices, with the same sum,
\sum_^\infty a_ = \sum_^\infty a_n.
Conversely, if every permutation of a series \sum a_n converges, then the series is unconditionally convergent. When X is complete then unconditional convergence is also equivalent to the fact that all subseries are convergent; if X is a
Banach space
In mathematics, more specifically in functional analysis, a Banach space (pronounced ) is a complete normed vector space. Thus, a Banach space is a vector space with a metric that allows the computation of vector length and distance between vector ...
, this is equivalent to say that for every sequence of signs \varepsilon_n = \pm 1, the series
\sum_^\infty \varepsilon_n a_n
converges in X.
Series in topological vector spaces
If X is a topological vector space (TVS) and \left(x_i\right)_ is a (possibly uncountable) family in X then this family is summable if the limit \lim_ x_A of the net\left(x_A\right)_ exists in X, where \operatorname(I) is the directed set of all finite subsets of I directed by inclusion \,\subseteq\, and x_A := \sum_ x_i.
It is called absolutely summable if in addition, for every continuous seminorm p on X, the family \left(p\left(x_i\right)\right)_ is summable.
If X is a normable space and if \left(x_i\right)_ is an absolutely summable family in X, then necessarily all but a countable collection of x_i’s are zero. Hence, in normed spaces, it is usually only ever necessary to consider series with countably many terms.
Summable families play an important role in the theory of nuclear spaces.
= Series in Banach and seminormed spaces
=
The notion of series can be easily extended to the case of a
seminormed space In mathematics, particularly in functional analysis, a seminorm is a vector space norm that need not be positive definite. Seminorms are intimately connected with convex sets: every seminorm is the Minkowski functional of some absorbing disk and ...
.
If x_n is a sequence of elements of a normed space X and if x \in X then the series \sum x_n converges to x in X if the sequence of partial sums of the series \left(\sum_^N x_n\right)_^ converges to x in X; to wit,
\left\, x - \sum_^N x_n\right\, \to 0 \quad \text N \to \infty.
More generally, convergence of series can be defined in any
abelian
Abelian may refer to:
Mathematics Group theory
* Abelian group, a group in which the binary operation is commutative
** Category of abelian groups (Ab), has abelian groups as objects and group homomorphisms as morphisms
* Metabelian group, a grou ...
Hausdorfftopological group.
Specifically, in this case, \sum x_n converges to x if the sequence of partial sums converges to x.
If (X, , \cdot, ) is a
seminormed space In mathematics, particularly in functional analysis, a seminorm is a vector space norm that need not be positive definite. Seminorms are intimately connected with convex sets: every seminorm is the Minkowski functional of some absorbing disk and ...
, then the notion of absolute convergence becomes:
A series \sum_ x_i of vectors in X converges absolutely if
\sum_ \left, x_i\ < +\infty
in which case all but at most countably many of the values \left, x_i\ are necessarily zero.
If a countable series of vectors in a Banach space converges absolutely then it converges unconditionally, but the converse only holds in finite-dimensional Banach spaces (theorem of ).
Well-ordered sums
Conditionally convergent series can be considered if I is a well-ordered set, for example, an
ordinal number
In set theory, an ordinal number, or ordinal, is a generalization of ordinal numerals (first, second, th, etc.) aimed to extend enumeration to infinite sets.
A finite set can be enumerated by successively labeling each element with the least n ...
\alpha_0.
In this case, define by transfinite recursion:
\sum_ a_\beta = a_ + \sum_ a_\beta
and for a limit ordinal \alpha,\sum_ a_\beta = \lim_ \sum_ a_\beta
if this limit exists. If all limits exist up to \alpha_0, then the series converges.
Examples
# Given a function f : X \to Y into an abelian topological group Y, define for every a \in X,f_a(x)=
\begin
0 & x\neq a, \\
f(a) & x=a, \\
\end
a function whose
support
Support may refer to:
Arts, entertainment, and media
* Supporting character
Business and finance
* Support (technical analysis)
* Child support
* Customer support
* Income Support
Construction
* Support (structure), or lateral support, a ...
# In the definition of partitions of unity, one constructs sums of functions over arbitrary index set I, \sum_ \varphi_i(x) = 1.
While, formally, this requires a notion of sums of uncountable series, by construction there are, for every given x, only finitely many nonzero terms in the sum, so issues regarding convergence of such sums do not arise. Actually, one usually assumes more: the family of functions is ''locally finite'', that is, for every x there is a neighborhood of x in which all but a finite number of functions vanish. Any regularity property of the \varphi_i, such as continuity, differentiability, that is preserved under finite sums will be preserved for the sum of any subcollection of this family of functions.
# On the
first uncountable ordinal
In mathematics, the first uncountable ordinal, traditionally denoted by \omega_1 or sometimes by \Omega, is the smallest ordinal number that, considered as a set, is uncountable. It is the supremum (least upper bound) of all countable ordinals. Whe ...
(in other words, \omega_1 copies of 1 is \omega_1) only if one takes a limit over all ''countable'' partial sums, rather than finite partial sums. This space is not separable.
* Bromwich, T. J. ''An Introduction to the Theory of Infinite Series'' MacMillan & Co. 1908, revised 1926, reprinted 1939, 1942, 1949, 1955, 1959, 1965.
*
*
*
* Walter Rudin, ''Principles of Mathematical Analysis'' (McGraw-Hill: New York, 1964).
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