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TheoremProved

Term-by-term differentiation

Statement

If ∑n=0∞an(x−c)n\displaystyle\sum_{n=0}^{\infty} a_n (x-c)^n has radius of convergence R>0R>0, then f(x)=∑n=0∞an(x−c)nf(x) = \sum_{n=0}^{\infty} a_n(x-c)^n is differentiable on (c−R, c+R)(c-R,\ c+R), and its derivative can be computed term by term: f′(x)=∑n=1∞nan(x−c)n−1\displaystyle f'(x) = \sum_{n=1}^{\infty} n a_n (x-c)^{n-1}, with the same radius of convergence RR.

Why is it true?

A power series behaves like an infinite polynomial, and polynomials can be differentiated term by term; the theorem says this familiar rule survives the passage to infinitely many terms, as long as we stay strictly inside the radius of convergence.

Proof sketch

First we show the differentiated series has the same radius of convergence. Let cn=nanc_n = n a_n be the coefficients of the term-by-term derivative (shifted index). Since n1/n→1n^{1/n} \to 1 as n→∞n \to \infty, we have lim sup⁡n∣nan∣1/n=lim sup⁡n∣an∣1/n\limsup_n |n a_n|^{1/n} = \limsup_n |a_n|^{1/n}, and by the Cauchy–Hadamard formula the two series ∑an(x−c)n\sum a_n(x-c)^n and ∑nan(x−c)n−1\sum n a_n (x-c)^{n-1} have the same radius of convergence RR.

Next, fix any closed subinterval [c−ρ,c+ρ][c-\rho, c+\rho] with ρ<R\rho < R. On this subinterval the series of derivatives ∑nan(x−c)n−1\sum n a_n (x-c)^{n-1} converges uniformly, because its terms are dominated (for nn large) by Mρn−1M \rho^{n-1} for constants coming from a slightly larger radius ρ′∈(ρ,R)\rho' \in (\rho, R), and the Weierstrass M-test applies.

Uniform convergence of the derivative series on [c−ρ,c+ρ][c-\rho, c+\rho] together with pointwise convergence of the original series ∑an(x−c)n\sum a_n(x-c)^n lets us invoke the standard theorem on differentiating a series of functions term by term: the sum f(x)f(x) is differentiable on [c−ρ,c+ρ][c-\rho,c+\rho] and f′(x)f'(x) equals the sum of the derivative series there. Since ρ<R\rho < R was arbitrary, this holds on all of (c−R, c+R)(c-R,\ c+R).

Topics that use this theorem

Step-by-step proofs

No step-by-step proof yet for this theorem.