Page 305 - Schaum's Outline of Theory and Problems of Advanced Calculus
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296                               INFINITE SERIES                         [CHAP. 11



                                               1      n þ 1                        1     1   1
                                                    ln     .Byintegrating the inequality  @  @  with respect
                                              n þ 1     n                         n þ 1  x   n
                              Consider S nþ1   S n ¼
                          to x from n to n þ 1, we have
                                        1        n þ 1    1        1   1    1       n þ 1
                                           @ ln      @      or          @        ln     @ 0
                                      n þ 1      n     n         n þ 1     n  n þ 1  n
                          i.e., S nþ1   S n @ 0, so that S n is monotonic decreasing.
                              Since S n is bounded and monotonic decreasing, it has a limit.  This limit, denoted by 
,isequal to
                          0:577215 ... and is called Euler’s constant.  Itis not yet known whether 
 is rational or not.
                                                    1                               1
                                                    Y                              X
                     11.50. Prove that the infinite product  ð1 þ u k Þ, where u k > 0, converges if  u k converges.
                                                    k¼1                            k¼1
                                                                         x
                                                        x
                              According to the Taylor series for e (Page 275), 1 þ x @ e for x > 0, so that
                                          n
                                         Y
                                            ð1 þ u k Þ¼ð1 þ u 1 Þð1 þ u 2 Þ   ð1 þ u n Þ @ e   e     e ¼ e u 1 þu 2 þ   þu n
                                                                             u 2
                                                                          u 1
                                                                                 u n
                                     P n ¼
                                         k¼1
                              Since u 1 þ u 2 þ     converges, it follows that P n is a bounded monotonic increasing sequence and so has
                          a limit, thus proving the required result.
                     11.51. Prove that the series 1   1 þ 1   1 þ 1   1 þ     is C   1summable to 1/2.
                              The sequence of partial sums is 1; 0; 1; 0; 1; 0; ... .
                                               1 þ 0  1 S 1 þ S 2 þ S 3  1 þ 0 þ 1  2
                                        S 1 þ S 2
                              Then S 1 ¼ 1;  ¼     ¼ ;           ¼       ¼ ; ... :
                                          2      2   2     3         3     3
                                                                           1 2 1 3 1
                              Continuing in this manner, we obtain the sequence 1; ; ; ; ; ; ... ; the nth term being
                                                                           2 3 2 5 2
                                1=2      if n is even          1
                                                               2
                                         if n is odd
                          T n ¼                  .  Thus, lim T n ¼ and the required result follows.
                                n=ð2n   1Þ              n!1
                     11.52. (a)If f  ðnþ1Þ ðxÞ is continuous in ½a; bŠ prove that for c in ½a; bŠ, f ðxÞ¼ f ðcÞþ f ðcÞðx   cÞþ
                                                                                              0
                           1                 1              1  ð x
                                                                     n
                              00      2        f  ðnÞ    n      ðx   tÞ f  ðnþ1Þ ðtÞ dt.
                          2!  f ðcÞðx   cÞ þ     þ  n!  ðcÞðx   cÞ þ  n! c
                          (b) Obtain the Lagrange and Cauchy forms of the remainder in Taylor’s Formula.  (See Page
                          274.)
                              The proof of (a)is made using mathematical induction. (See Chapter 1.) The result holds for n ¼ 0
                          since
                                                           ð x
                                                              0
                                                 f ðxÞ¼ f ðcÞþ  f ðtÞ dt ¼ f ðcÞþ f ðxÞ  f ðcÞ
                                                            C
                              We make the induction assumption that it holds for n ¼ k and then use integration by parts with
                                                              k
                                                               dt and u ¼ f
                                                         ðx   tÞ        kþ1
                                                           k!
                                                      dv ¼                 ðtÞ
                              Then
                                                          kþ1
                                                                and   du ¼ f  ðtÞ dt
                                                      ðx   tÞ              kþ2
                                                       ðk þ 1Þ!
                                                 v ¼
                              Thus,

                                     1  ð x  k          f  kþ1    kþ1 x   1  ð x    kþ1

                                        ðx   tÞ f  ðkþ1Þ  ðtÞ dt ¼   ðtÞðx   tÞ     þ  ðx   tÞ  f  ðkþ2Þ ðtÞ dt
                                    k! C                   ðk þ 1Þ!    C  ðk þ 1Þ! C
                                                       f  kþ1   kþ1    1  ð x
                                                                                   f
                                                          ðcÞðx   cÞ
                                                                                 kþ1 ðkþ2Þ ðtÞ dt
                                                          ðk þ 1Þ!   ðk þ 1Þ! C
                                                     ¼             þ        ðx   tÞ
                              Having demonstrated that the result holds for k þ 1, we conclude that it holds for all positive integers.
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