The differentiability of an infinite series concerns the conditions under which you can differentiate a series term-by-term and have the resulting series converge to the derivative of the original function. It's not always guaranteed that differentiating a series will yield a valid result.
Key Concepts
- Infinite Series: An infinite series is an expression of the form ∑n=1∞ fn(x), where each fn(x) is a function.
- Term-by-Term Differentiation: This involves differentiating each term of the series individually. If ∑n=1∞ fn(x) = f(x), term-by-term differentiation suggests that ∑n=1∞ f'n(x) = f'(x).
- Uniform Convergence: A series ∑n=1∞ fn(x) converges uniformly to f(x) on an interval I if, for every ε > 0, there exists an N such that for all n > N and for all x in I, |f(x) - ∑k=1n fk(x)| < ε. Uniform convergence is crucial for guaranteeing term-by-term differentiability.
Theorem for Differentiability of Infinite Series
The most common theorem addressing the differentiability of infinite series states:
Suppose that:
- The series ∑n=1∞ fn(x) converges for at least one point x = x0 in an interval I.
- Each term fn(x) is differentiable on I.
- The series of derivatives, ∑n=1∞ f'n(x), converges uniformly on I.
Then:
- The original series ∑n=1∞ fn(x) converges to a function f(x) on I.
- The function f(x) is differentiable on I.
- The derivative of f(x) can be obtained by term-by-term differentiation: f'(x) = ∑n=1∞ f'n(x).
Implications and Considerations
- Importance of Uniform Convergence: The uniform convergence of the series of derivatives is a critical condition. Pointwise convergence alone is not sufficient to guarantee that you can differentiate term-by-term.
- Counterexamples: There are examples where the series of derivatives converges pointwise but not uniformly, and in these cases, the derivative of the sum of the series is not equal to the sum of the derivatives.
- Applications: This theorem is fundamental in many areas of mathematics, including the study of power series, Fourier series, and differential equations.
Example
Consider the power series ∑n=0∞ xn. This series converges to 1/(1-x) for |x| < 1. Differentiating term-by-term gives ∑n=1∞ nxn-1. This series converges to 1/(1-x)2 for |x| < 1, which is the derivative of 1/(1-x). The uniform convergence of the differentiated series on any closed interval within (-1, 1) is what allows us to validly differentiate term-by-term.
Summary
The differentiability of an infinite series is not guaranteed without specific conditions. The crucial requirement is the uniform convergence of the series of derivatives. When these conditions are met, term-by-term differentiation is valid, and the derivative of the sum of the series is equal to the sum of the derivatives.