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Books.Analysis2_Tao_2022.Chapters.Chap04.section01

Definition 4.1.1: For a ∈ ℝ, a formal power series centered at a is given by a sequence of real coefficients (c_n)_{n≥0}, corresponding to the formal expression ∑_{n=0}^∞ c_n (x - a)^n in the indeterminate x; its nth coefficient is coeff n.

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    Definition 4.1.2 (Radius of convergence): for a formal power series ∑_{n=0}^∞ c_n (x-a)^n, let L = limsup_{n→∞} |c_n|^(1/n) (valued in [0, +∞]); the radius of convergence is R = 1 / L, with the conventions 1/0 = +∞ and 1/(+∞) = 0.

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      Helper for Theorem 4.1.1: radiusOfConvergence is the radius of the associated scalar formal multilinear series.

      noncomputable def reciprocalOneSub (x : { x : // x 1 }) :

      Definition 4.1.3: Define the function f : ℝ \ {1} → ℝ by f(x) = 1 / (1 - x).

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        theorem ne_one_of_mem_Ioo_neg_one_one {x : } (hx : x Set.Ioo (-1) 1) :
        x 1

        Points of (-1, 1) are distinct from 1.

        noncomputable def reciprocalOneSub_ext :

        The total real extension of x ↦ 1 / (1 - x).

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          The total extension agrees with reciprocalOneSub away from 1.

          Lemma 4.1.1: For every x ∈ (-1, 1), one has ∑' n, x^n = 1/(1-x) = f(x) (with f = reciprocalOneSub), and in particular f is real analytic at 0.

          theorem ne_one_of_mem_Ioo_one_three {x : } (hx : x Set.Ioo 1 3) :
          x 1

          Points of (1, 3) are distinct from 1.

          theorem helperForLemma_4_1_2_abs_shift_lt_one {x : } (hx : x Set.Ioo 1 3) :
          |x - 2| < 1

          Helper for Lemma 4.1.2: for x ∈ (1,3), the shifted variable satisfies |x-2| < 1.

          theorem helperForLemma_4_1_2_alternating_term_as_neg_geometric (x : ) (n : ) :
          (-1) ^ (n + 1) * (x - 2) ^ n = -(-1 * (x - 2)) ^ n

          Helper for Lemma 4.1.2: rewrite each shifted alternating term as a negated geometric term.

          theorem helperForLemma_4_1_2_tsum_identity {x : } (hx : x Set.Ioo 1 3) :
          ∑' (n : ), (-1) ^ (n + 1) * (x - 2) ^ n = 1 / (1 - x)

          Helper for Lemma 4.1.2: the shifted alternating geometric series sums to 1/(1-x) on (1,3).

          Helper for Lemma 4.1.2: the extension reciprocalOneSub_ext is real-analytic at 2.

          theorem shifted_geometric_series_eq_reciprocalOneSub_and_analyticAt_two :
          (∀ (x : ) (hx : x Set.Ioo 1 3), ∑' (n : ), (-1) ^ (n + 1) * (x - 2) ^ n = 1 / (1 - x) 1 / (1 - x) = reciprocalOneSub x, ) AnalyticAt reciprocalOneSub_ext 2

          Lemma 4.1.2: For every x ∈ (1, 3), one has ∑' n, (-1)^(n+1) (x-2)^n = 1/(1-x) = f(x) (with f = reciprocalOneSub); in particular, f is real analytic at 2.

          Helper for Theorem 4.1.3: translate a scalar formal multilinear series to a ball expansion centered at a by composition with subtraction.

          Helper for Theorem 4.1.3: pick an intermediate NNReal radius strictly between r and the convergence radius.

          Helper for Theorem 4.1.3: if r < ρ, then [a-r, a+r] lies in the open ball Metric.ball a ρ.

          theorem FormalPowerSeriesCenteredAt.helperForTheorem_4_1_3_rewriteSeriesForms {a : } (f : FormalPowerSeriesCenteredAt a) :
          ((fun (N : ) (x : ) => (FormalMultilinearSeries.ofScalars f.coeff).partialSum N (x - a)) = fun (N : ) (x : ) => nFinset.range N, f.coeff n * (x - a) ^ n) (fun (x : ) => (FormalMultilinearSeries.ofScalars f.coeff).sum (x - a)) = fun (x : ) => ∑' (n : ), f.coeff n * (x - a) ^ n

          Helper for Theorem 4.1.3: rewrite both partial sums and total sums in textbook coefficient form.

          Helper for Theorem 4.1.3: inside the convergence radius, the scalar-series sum function is continuous.

          Helper for Theorem 4.1.1: identify the textbook radius with the formal multilinear-series radius.

          Helper for Theorem 4.1.1: summability of scalar terms forces weighted norms to tend to 0.

          Helper for Theorem 4.1.1: if the scalar series at x is summable, then |x-a| lies within the radius.

          Theorem 4.1.1: (Divergence outside the radius of convergence) for a power series with center a and coefficients c_n, if |x - a| > R where R is the radius of convergence, then ∑ n, c_n * (x - a)^n diverges at x.

          Theorem 4.1.2: If |x - a| < R for a power series ∑ n, c_n (x-a)^n with radius of convergence R, then ∑ n, c_n (x-a)^n converges absolutely at x.

          theorem FormalPowerSeriesCenteredAt.uniformly_converges_on_compact_subintervals {a r : } (f : FormalPowerSeriesCenteredAt a) (hr0 : 0 < r) (hrR : ENNReal.ofReal r < f.radiusOfConvergence) :
          TendstoUniformlyOn (fun (N : ) (x : ) => nFinset.range N, f.coeff n * (x - a) ^ n) (fun (x : ) => ∑' (n : ), f.coeff n * (x - a) ^ n) Filter.atTop (Set.Icc (a - r) (a + r)) ∀ (x : ), ENNReal.ofReal |x - a| < f.radiusOfConvergenceContinuousAt (fun (y : ) => ∑' (n : ), f.coeff n * (y - a) ^ n) x

          Theorem 4.1.3: (Uniform convergence on compact subintervals) for a power series centered at a, if 0 < r < R (with R the radius of convergence), then the partial sums converge uniformly on [a-r, a+r] to the series sum; in particular, the sum function is continuous at every point where |x-a| < R.

          Helper for Theorem 4.1.4: identify the convergence-radius set with the corresponding emetric ball.

          Helper for Theorem 4.1.4: rewrite derivative-series partial sums in textbook coefficient form.

          Helper for Theorem 4.1.4: differentiability of the power-series sum on its open convergence interval.

          theorem FormalPowerSeriesCenteredAt.term_by_term_differentiation_of_power_series {a : } (f : FormalPowerSeriesCenteredAt a) (hRpos : 0 < f.radiusOfConvergence) :
          DifferentiableOn (fun (x : ) => ∑' (n : ), f.coeff n * (x - a) ^ n) {x : | ENNReal.ofReal |x - a| < f.radiusOfConvergence} ∀ (r : ), 0 < rENNReal.ofReal r < f.radiusOfConvergenceTendstoUniformlyOn (fun (N : ) (x : ) => nFinset.range N, (n + 1) * f.coeff (n + 1) * (x - a) ^ n) (fun (x : ) => deriv (fun (y : ) => ∑' (n : ), f.coeff n * (y - a) ^ n) x) Filter.atTop (Set.Icc (a - r) (a + r))

          Theorem 4.1.4: (Term-by-term differentiation of a power series): if a power series centered at a has positive radius of convergence R, then its sum function is differentiable at every point x with |x - a| < R; moreover, for every r with 0 < r < R, the derived series converges uniformly to the derivative on [a - r, a + r].

          Helper for Theorem 4.1.5: endpoints of Set.uIcc y z satisfy the same radius bound inherited from the interval hypothesis.

          Helper for Theorem 4.1.5: every point of Set.uIcc y z has distance to a bounded by the maximum endpoint distance.

          Helper for Theorem 4.1.5: each monomial term x ↦ c_n (x-a)^n is continuous.

          Helper for Theorem 4.1.5: package the nth term as a continuous map on .

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            Helper for Theorem 4.1.5: the supremum norms of restricted terms on Set.uIcc y z form a summable series.

            theorem FormalPowerSeriesCenteredAt.helperForTheorem_4_1_5_intervalIntegral_term_formula {a y z : } (f : FormalPowerSeriesCenteredAt a) (n : ) :
            (x : ) in y..z, f.coeff n * (x - a) ^ n = f.coeff n * (((z - a) ^ (n + 1) - (y - a) ^ (n + 1)) / (n + 1))

            Helper for Theorem 4.1.5: the interval integral of each term has the textbook antiderivative form.

            theorem FormalPowerSeriesCenteredAt.term_by_term_integration_of_power_series {a y z : } (f : FormalPowerSeriesCenteredAt a) (hRpos : 0 < f.radiusOfConvergence) (hsub : Set.uIcc y z {x : | ENNReal.ofReal |x - a| < f.radiusOfConvergence}) :
            (x : ) in y..z, ∑' (n : ), f.coeff n * (x - a) ^ n = ∑' (n : ), f.coeff n * (((z - a) ^ (n + 1) - (y - a) ^ (n + 1)) / (n + 1))

            Theorem 4.1.5: (Term-by-term integration of a power series) let f(x) = ∑' n, c_n (x-a)^n be a power series with positive radius of convergence; for any closed interval [y, z] contained in the convergence region, ∫ x in y..z, f x equals the term-by-term antiderivative series evaluated at z and y.