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Approximation By Polynomial Functions

Sine Reduction Formula

Main Content

\[\int \sin^{n}x dx=-\frac{1}{n}\sin^{n-1}x\cos x+\left(\frac{n-1}{n}\right)\int\sin^{n-2}x dx\]

Proof.

\[\text{Let }n\in\mathbb{Z}^{+},\ \text{Given }\int \sin^{n}x dx\] \[\begin{align} u&=\sin^{n-1}x\\ du&=(n-1)\sin^{n-2}x\cos xdx\\ dv&=\sin xdx\\ v&=-\cos x\\ \int \sin^{n}x dx&=-\sin^{n-1}x\cos x-\int -\cos x(n-1)\sin^{n-2}x\cos xdx \\ &=-\sin^{n-1}x\cos x+\int (n-1)\sin^{n-2}x\cos^{2} xdx\\ &=-\sin^{n-1}x\cos x+\int (n-1)\sin^{n-2}x(1-\sin^{2}x) xdx\\ \int \sin^{n}x dx&=-\sin^{n-1}x\cos x+(n-1)\int \sin^{n-2}x - (n-1)\int \sin^{n}x dx\\ (1+(n-1))\int \sin^{n}x dx&=-\sin^{n-1}x\cos x+(n-1)\int \sin^{n-2}x \\ \int \sin^{n}x dx&=-\frac{1}{n}\sin^{n-1}x\cos x+\left(\frac{n-1}{n}\right)\int\sin^{n-2}x dx\ \ \ \ \blacksquare\end{align}\]

Wallis’s Theorem

Main Content

Theorem:

\[\prod_{n \mathop = 1}^\infty \frac {2 n} {2 n - 1} \cdot \frac {2 n} {2 n + 1} = \frac 2 1 \cdot \frac 2 3 \cdot \frac 4 3 \cdot \frac 4 5 \cdot \frac 6 5 \cdot \frac 6 7 \cdot \frac 8 7 \cdot \frac 8 9 \cdots = \frac \pi 2\]

Proof.

\[\text{From Sine Reduction Formula: }\] \[\begin{align} \int \sin^{n}x dx&=-\frac{1}{n}\sin^{n-1}x\cos x+\left(\frac{n-1}{n}\right)\int\sin^{n-2}x dx\\ \int_b^a \sin^{n}x dx&=\left(-\frac{1}{n}\sin^{n-1}x\cos x\right)\Big|_b^a+\left(\frac{n-1}{n}\right)\int_b^a\sin^{n-2}x dx\\ \int_0^{\frac{\pi}{2}} \sin^{n}x dx&=\left(-\frac{1}{n}\sin^{n-1}x\cos x\right)\Big|_0^{\frac{\pi}{2}}+\left(\frac{n-1}{n}\right)\int_0^{\frac{\pi}{2}}\sin^{n-2}x dx \\ \int_0^{\frac{\pi}{2}} \sin^{n}x dx&=0+\left(\frac{n-1}{n}\right)\int_0^{\frac{\pi}{2}}\sin^{n-2}x dx \\ \int_0^{\frac{\pi}{2}} \sin^{n}x dx&=\left(\frac{n-1}{n}\right)\int_0^{\frac{\pi}{2}}\sin^{n-2}x dx \\ \\\\ \int_0^{\frac{\pi}{2}} \sin^{2n+1}x dx&=\frac{2n}{2n+1}\times\int_0^{\frac{\pi}{2}}\sin^{2n-1}x dx \\ &=\frac{2n}{2n+1}\times\frac{2n-2}{2n-1}\times\int_0^{\frac{\pi}{2}}\sin^{2n-3}x dx \\ &=\frac{2n}{2n+1}\times\frac{2n-2}{2n-1}\times\ldots\times\int_0^{\frac{\pi}{2}}\sin^{3}x dx \\ &=\frac{2n}{2n+1}\times\frac{2n-2}{2n-1}\times\ldots\times\frac 2 3 \times\int_0^{\frac{\pi}{2}}\sin x dx \\ &=\frac{2n}{2n+1}\times\frac{2n-2}{2n-1}\times\ldots\times\frac 2 3 \times 1\\ \int_0^{\frac{\pi}{2}} \sin^{2n}x dx&=\frac{2n-1}{2n}\times\int_0^{\frac{\pi}{2}}\sin^{2n-2}x dx \\ &=\frac{2n-1}{2n}\times\frac{2n-3}{2n-2}\times\int_0^{\frac{\pi}{2}}\sin^{2n-4}x dx \\ &=\frac{2n-1}{2n}\times\frac{2n-3}{2n-2}\times\ldots\times\int_0^{\frac{\pi}{2}}\sin^{2}x dx \\ &=\frac{2n-1}{2n}\times\frac{2n-3}{2n-2}\times\ldots\times\frac 1 2 \times\int_0^{\frac{\pi}{2}}\sin^{0}x dx \\ &=\frac{2n-1}{2n}\times\frac{2n-3}{2n-2}\times\ldots\times\frac 1 2 \times\frac \pi 2\\ \int_0^{\frac{\pi}{2}} \sin^{2n+2}x dx&=\frac{2n+1}{2n+2}\times\int_0^{\frac{\pi}{2}}\sin^{2n}x dx \\ \\\\\end{align}\] \[\text{Let }\ I = \frac{\int_0^{\frac{\pi}{2}} \sin^{2n+1}x dx}{\int_0^{\frac{\pi}{2}} \sin^{2n}x dx} = \frac{2n}{2n+1}\times\frac{2n}{2n-1}\times\frac{2n-2}{2n-1}\times\frac{2n-2}{2n-3}\times\ldots\times\frac 2 3 \times\frac 2 1 \times\frac 2 \pi\] \[\begin{align}\forall x\in\left[0,\frac \pi 2\right],\ &\sin x \leq 1\\&\implies \text{higher powers of } \sin x \text{ yield smaller values}\\&\implies\sin^{2n}x\geq\sin^{2n+1}x\geq\sin^{2n+2}x\end{align}\] \[\begin{align}\int_0^{\frac{\pi}{2}}\sin^{2n}xdx&\geq\int_0^{\frac{\pi}{2}}\sin^{2n+1}xdx\geq\int_0^{\frac{\pi}{2}}\sin^{2n+2}xdx\\ \frac{\int_0^{\frac{\pi}{2}}\sin^{2n}xdx}{\int_0^{\frac{\pi}{2}}\sin^{2n}xdx}&\geq\frac{\int_0^{\frac{\pi}{2}}\sin^{2n+1}xdx}{\int_0^{\frac{\pi}{2}}\sin^{2n}xdx}\geq\frac{\int_0^{\frac{\pi}{2}}\sin^{2n+2}xdx}{\int_0^{\frac{\pi}{2}}\sin^{2n}xdx}\\ 1&\geq I \geq \frac{\frac{2n+1}{2n+2}\times\int_0^{\frac{\pi}{2}}\sin^{2n}x dx }{\int_0^{\frac{\pi}{2}}\sin^{2n}xdx}\tag{Plug in formulas}\\ 1&\geq I \geq \frac{2n+1}{2n+2}\\ 1&\geq I \geq 1-\frac{1}{2n+2}\\\\\end{align}\] \[\text{Plugging in for $I$:}\] \[1\geq \frac{2n}{2n+1}\times\frac{2n}{2n-1}\times \ldots\times\frac 2 3 \times\frac 2 1 \times\frac 2 \pi \geq 1-\frac{1}{2n+2}\] \[\frac \pi 2 (1)\geq \frac \pi 2 \left(\frac{2n}{2n+1}\times\frac{2n}{2n-1}\times \ldots\times\frac 2 3 \times\frac 2 1 \times\frac 2 \pi \right)\geq \frac \pi 2 \left(1-\frac{1}{2n+2}\right)\\ \frac \pi 2 \geq \frac{2n}{2n+1}\times\frac{2n}{2n-1}\times \ldots\times\frac 2 3 \times\frac 2 1 \geq \frac \pi 2 \left(1-\frac{1}{2n+2}\right)\\ \lim_{n\to\infty}\left(\frac \pi 2\right) \geq \lim_{n\to\infty}\left(\frac{2n}{2n+1}\times\frac{2n}{2n-1}\times \ldots\times\frac 2 3 \times\frac 2 1\right) \geq \lim_{n\to\infty}\left(\frac \pi 2 \left(1-\frac{1}{2n+2}\right)\right)\\ \frac \pi 2 \geq \lim_{n\to\infty}\left(\frac{2n}{2n+1}\times\frac{2n}{2n-1}\times \ldots\times\frac 2 3 \times\frac 2 1\right) \geq \frac \pi 2\\\\\] \[\text{By Squeeze Theorem: }\] \[\lim_{n\to\infty}\left(\frac{2n}{2n+1}\times\frac{2n}{2n-1}\times \ldots\times\frac 2 3 \times\frac 2 1\right) = \frac \pi 2\ \ \ \ \blacksquare\]

Factorial Function

Main Content

\[f(t)=\int_{0}^{\infty}x^t e^{-x}dx=tf(t-1)\]

Proof.

\[\begin{align} \int x^t& e^{-x}dx\\ u&=x^t\\du&=tx^{t-1}dx\\dv&=e^{-x}dx\\v&=-e^{-x}\\ \int x^t e^{-x}dx &=-x^t e^{-x}\Big|^{\infty}_0+t\int_0^{\infty}x^{t-1}e^{-x}dx\\ &=0+t\int_0^{\infty}x^{t-1}e^{-x}dx&&\left(\lim_{x\to\infty}e^{-x}=0\right)\\ &=tf(t-1)\\ f(t)&=tf(t-1)\\\\ \implies f(0)=1,f(1)=1,&f(2)=2,f(3)=6,f(4)=24\\ \implies \forall t\in\mathbb{Z}^+ &\cup\{0\},\ f(t)=t!\ \ \ \ \blacksquare \end{align}\]

Applications

Gamma Function

Main Content

\[\begin{align} \Gamma(t)&=\int_0^\infty x^{t-1}e^{-x}dx\\ &=f(t-1)\\ \implies \Gamma(1)=1,\ \Gamma(2)&=1,\ \Gamma(3)=2,\ \Gamma(4)=6\\ \implies t\Gamma(t)&=\Gamma(t+1)\end{align}\]

Calculating Area Under Bell Curve

Main Content

\[\begin{align} \text{Bell Curve: }& e^{-x^2}\\ \text{Area Under Half: }& \int_0^\infty e^{-x^2}dx=\frac{\sqrt{\pi}}{2} \end{align}\]

Proof.

\[\text{Calculate reduction formula:}\] \[\begin{align} \int&(1-x^2)^ndx\\ u&=(1-x^2)^n\\du&=n(1-x^2)^{n-1}(-2x)dx\\dv&=1dx\\v&=x\\ \int(1-x^2)^ndx &= x(1-x^2)^n+2n\int x^2(1-x^2)^{n-1}dx\\ &=x(1-x^2)^n+2n\int(1-(1-x^2))(1-x^2)^{n-1}dx\\ \int(1-x^2)^ndx &= x(1-x^2)^n+2n\int(1-x^2)^{n-1}dx-2n\int(1-x^2)^ndx\\ (2n+1)\int(1-x^2)^ndx&=x(1-x^2)^n+2n\int(1-x^2)^{n-1}dx\\ \int(1-x^2)^ndx&=\frac{x(1-x^2)^n}{2n+1}+\frac{2n}{2n+1}\int(1-x^2)^{n-1}dx\\\\ \end{align}\] \[\text{Calculate $f(n)$: }\] \[\begin{align} f(n)&=\int_0^1(1-x^2)^ndx\\ &=\left(\frac{x(1-x^2)^n}{2n+1}\right)\Big|_0^1+\frac{2n}{2n+1}\int_0^1(1-x^2)^{n-1}dx\\ &=0+\frac{2n}{2n+1}\int_0^1(1-x^2)^{n-1}dx\\ &=\frac{2n}{2n+1}\int_0^1(1-x^2)^{n-1}dx\\ f(n)&=\frac{2n}{2n+1}f(n-1)\\\\\end{align}\] \[\text{Calculate reduction formula:}\] \[\begin{align} \int\frac{1}{(1+x^2)^n}&=\int\frac{1+x^2}{(1+x^2)^n}-\frac{x^2}{(1+x^2)^n}dx\\ &=\int\frac{1}{(1+x^2)^{n-1}}dx-\int\frac{x^2}{(1+x^2)^n}dx\\ \text{Solving for: }& \int\frac{x^2}{(1+x^2)^n}dx\\ u&=x\\du&=1dx\\dv&=\frac{x}{(1+x^2)^n}\\v&=\int\frac{x}{(1+x^2)^n}dx =\frac{1}{2-2n}\left(\frac{1}{(1+x^2)^{n-1}}\right)&&\text{(U-Sub)}\\ \int\frac{1}{(1+x^2)^n}=\int\frac{1}{(1+x^2)^{n-1}}dx&-\left(\frac{1}{2-2n}\left(\frac{x}{(1+x^2)^{n-1}}\right)-\frac{1}{2-2n}\int\frac{1}{(1+x^2)^{n-1}}dx\right)\\ &=\frac{1}{2-2n}\left(\frac{x}{(1+x^2)^{n-1}}\right)+\left(1+\frac{1}{2-2n}\right)\int\frac{1}{(1+x^2)^{n-1}}dx\\ &=\frac{1}{2-2n}\left(\frac{x}{(1+x^2)^{n-1}}\right)+\frac{2n-3}{2n-2}\int\frac{1}{(1+x^2)^{n-1}}dx\\\\ \end{align}\] \[\text{Calculate $g(n)$: }\] \[\begin{align} g(n)&=\int_0^\infty\frac{1}{(1+x^2)^n}\\ &=\left(\frac{1}{2-2n}\left(\frac{x}{(1+x^2)^{n-1}}\right)\right)\Big|_0^\infty+\frac{2n-3}{2n-2}\int_0^\infty\frac{1}{(1+x^2)^{n-1}}dx\\ &=0 + \frac{2n-3}{2n-2}\int_0^\infty\frac{1}{(1+x^2)^{n-1}}dx\\ &=\frac{2n-3}{2n-2}\int_0^\infty\frac{1}{(1+x^2)^{n-1}}dx\\ g(n)&=\frac{2n-3}{2n-2}g(n-1) \end{align}\] \[\text{Using Wallis's Theorem:}\] \[\begin{align} \frac \pi 2 &\approx \frac 2 1 \times \frac 2 3 \times \frac 4 3 \times \frac 4 5 \times \times\ldots\times\frac{2n}{2n-1}\times\frac{2n}{2n+1}\\ \implies \pi &\approx\frac{2\times 2\times 4\times 4\times\ldots\times 2n\times 2n}{1\times 1\times 3\times 3\times \ldots\times (2n-1)\times(2n-1)}\times\frac{2n}{2n+1}\\ \implies \sqrt{\pi}&\approx\frac{2\times 4\times\ldots\times 2n}{1\times 3\times \ldots\times (2n-1)}\times\frac{1}{\sqrt{n}}\\ \text{Let}\ k(n) &= \frac{2\times 4\times\ldots\times 2n}{1\times 3\times \ldots\times (2n-1)}\times\frac{1}{\sqrt{n}}\\ &\implies\lim_{n\to\infty}k(n)=\sqrt{\pi} \end{align}\] \[\text{Finding $f(n)$ and $g(n)$ in terms of $k(n)$:}\] \[\begin{align} f(n)=\int_0^1(1-x^2)^ndx&=\frac{2n}{2n+1}f(n-1)\\ &=\frac{2n}{2n+1}\times\frac{2n-2}{2n-1}\times\ldots\times\frac 4 5 \times \frac 2 3\\ &=\frac{1}{2n+1}\times\sqrt{n}\times k(n)&&\text{(plug in $k(n)$ to verify)}\\ g(n)=\int_0^\infty\frac{1}{(1+x^2)^n}dx&=\frac{2n-3}{2n-2}g(n-1)\\ &=\frac{2n-3}{2n-2}\times\frac{2n-5}{2n-4}\times\ldots\times\frac 1 2 \times\int_0^\infty\frac{1}{(1+x^2)^1}dx\\ &=\frac{2n-3}{2n-2}\times\frac{2n-5}{2n-4}\times\ldots\times\frac 1 2 \times\frac{\pi}{2}&&\text{($\lim_{x\to\infty}\tan^{-1}x=\frac{\pi}{2}$)}\\ &=\frac{1}{\sqrt{n}\times k(n)}\times\frac{2n}{2n-1}\times\frac{\pi}{2}&&\text{(plug in $k(n)$ to verify)}\\ \end{align}\] \[\begin{align} &\text{Absolute min of $e^x-x-1$ is $(0,0)$}\\ &\implies e^x-x-1\geq 0\\&\implies \forall x\ e^x\geq1+x\\ &\implies e^{-x^2}\geq 1-x^2&&\text{(plug in $-x^2$ for $x$)}\\ &\implies e^{x^2}\geq 1+x^2 &&\text{(plug in $x^2$ for $x$)}\\ &\implies e^{-x^2}\leq\frac{1}{1+x^2}&&\text{(take inverse)}\\ &\implies (1-x^2)\leq e^{-x^2}\leq\frac{1}{1+x^2}&&\text{(combine previous)}\\ &\implies(1-x^2)^n\leq e^{-nx^2}\leq\frac{1}{(1+x^2)^n}\\ \end{align}\] \[\text{Proving some intermediate results:}\] \[\begin{align} &\int_0^1 e^{-nx^2}dx\\ y &= x\sqrt{n},\ dy=\sqrt{n}dx\\ \int_0^1 e^{-nx^2}dx&=\frac{1}{\sqrt{n}}\int_0^\sqrt{n}e^{-y^2}dy&&\text{($x=1\implies y=\sqrt{n}$)}\\ &=\frac{1}{\sqrt{n}}\int_0^\sqrt{n}e^{-x^2}dx&&\text{(change $y$ to $x$)}\\\\ &\int_0^\infty e^{-nx^2}dx\\ y &= x\sqrt{n},\ dy=\sqrt{n}dx\\ \int_0^\infty e^{-nx^2}dx&=\frac{1}{\sqrt{n}}\int_0^\infty e^{-y^2}dy&&\text{($x=\infty\implies y=\infty$)}\\ &=\frac{1}{\sqrt{n}}\int_0^\infty e^{-x^2}dx&&\text{(change $y$ to $x$)}\\\\ \frac{1}{\sqrt{n}}\int_0^\sqrt{n}e^{-x^2}dx&\leq\frac{1}{\sqrt{n}}\int_0^\infty e^{-x^2}dx&&\text{(area of $\int_0^\infty >$ area of $\int_0^\sqrt{n}$)}\\\\ \end{align}\] \[\text{Using all previous results:}\] \[\begin{align} (1-x^2)^n\leq &e^{-nx^2}\leq\frac{1}{(1+x^2)^n}\\ \implies\int_0^1(1-x^2)^ndx\leq&\int_0^1 e^{-nx^2}dx = \frac{1}{\sqrt{n}}\int_0^\sqrt{n}e^{-x^2}dx\\ &\leq\frac{1}{\sqrt{n}}\int_0^\infty e^{-x^2}dx=\int_0^\infty e^{-nx^2}dx\leq\int_0^\infty\frac{1}{(1+x^2)^n}dx\\ \implies\int_0^1(1-x^2)^ndx\leq&\frac{1}{\sqrt{n}}\int_0^\sqrt{n} e^{-x^2}dx\leq\int_0^\infty\frac{1}{(1+x^2)^n}dx\\ \implies\frac{1}{2n+1}\times\sqrt{n}\times k(n)\leq&\frac{1}{\sqrt{n}}\int_0^\sqrt{n} e^{-x^2}dx\leq\frac{1}{\sqrt{n}\times k(n)}\times\frac{2n}{2n-1}\times\frac{\pi}{2}\\ \implies\frac{n}{2n+1}\times k(n)\leq&\int_0^\sqrt{n} e^{-x^2}dx\leq\frac{1}{k(n)}\times\frac{2n}{2n-1}\times\frac{\pi}{2}\\ \implies\lim_{n\to\infty}\frac{n}{2n+1}\times k(n)\leq&\lim_{n\to\infty}\int_0^\sqrt{n} e^{-x^2}dx\leq\lim_{n\to\infty}\frac{1}{k(n)}\times\frac{2n}{2n-1}\times\frac{\pi}{2}\\ &\lim_{n\to\infty}\frac{n}{2n+1}\times k(n)=\frac 1 2 \times \sqrt{\pi}=\frac{\sqrt{\pi}}{2}\\ &\lim_{n\to\infty}\frac{1}{k(n)}\times\frac{2n}{2n-1}\times\frac{\pi}{2}=\frac{1}{\sqrt{\pi}}\times 1\times\frac{\pi}{2}=\frac{\sqrt{\pi}}{2}\\ \implies \frac{\sqrt{\pi}}{2}\leq &\lim_{n\to\infty}\int_0^\sqrt{n} e^{-x^2}dx\leq \frac{\sqrt{\pi}}{2}\\ \implies \lim_{n\to\infty}&\int_0^\sqrt{n} e^{-x^2}dx = \frac{\sqrt{\pi}}{2}\\ \implies &\int_0^\infty e^{-x^2}dx = \frac{\sqrt{\pi}}{2}\ \ \ \ \blacksquare \end{align}\]

Wallis’s Applied to Coin Flip

Main Content

Probability when flipping \(2n\) coins and getting \(n\) heads and \(n\) tails:

\[=\frac{ {2n}\choose{n}}{2^{2n}}\approx\frac{1}{\sqrt{\pi n}}\]

Proof.

\[\text{Using Wallis's Theorem:}\] \[\begin{align} \frac \pi 2 &\approx \frac 2 1 \times \frac 2 3 \times \frac 4 3 \times \frac 4 5 \times \times\ldots\times\frac{2n}{2n-1}\times\frac{2n}{2n+1}\\ \implies \pi &\approx\frac{2\times 2\times 4\times 4\times\ldots\times 2n\times 2n}{1\times 1\times 3\times 3\times \ldots\times (2n-1)\times(2n-1)}\times\frac{2n}{2n+1}\\ \implies \sqrt{\pi}&\approx\frac{2\times 4\times\ldots\times 2n}{1\times 3\times \ldots\times (2n-1)}\times\frac{1}{\sqrt{n}}\\ \implies &\lim_{n\to\infty}\frac{2\times 4\times\ldots\times 2n}{1\times 3\times \ldots\times (2n-1)}\times\frac{1}{\sqrt{n}}=\sqrt{\pi}\\\\ &\frac{2\times 4\times\ldots\times 2n}{2\times 4\times\ldots\times 2n}\times\left(\frac{2\times 4\times\ldots\times 2n}{1\times 3\times \ldots\times (2n-1)}\times\frac{1}{\sqrt{n}}\right)\\ &=\left(\frac{2^2\times 4^2\times\ldots\times 2n^2}{1\times 3\times \ldots\times (2n-1)\times2\times 4\times\ldots\times 2n}\times\frac{1}{\sqrt{n}}\right)\\ &=\frac{2^{2n}(n!)^2}{(2n)!}\approx \sqrt{\pi}\times\sqrt{n}=\sqrt{\pi n}\\ &\frac{(2n)!}{2^{2n}(n!)^2}\approx\frac{1}{\sqrt{\pi n}}\\ &\frac{ {2n}\choose{n}}{2^{2n}}\approx\frac{1}{\sqrt{\pi n}}\ \ \ \ \blacksquare \end{align}\]

Approximating \(\pi\) Using Wallis’s

Main Content

According to Wallis’s Theorem:

\[\begin{align} &\lim_{n\to\infty}\frac 2 1 \times \frac 2 3 \times \frac 4 3 \times \frac 4 5 \times \times\ldots\times\frac{2n}{2n-1}\times\frac{2n}{2n+1}=\frac{\pi}{2}\\ &\implies \pi = 2\times \lim_{n\to\infty}\frac 2 1 \times \frac 2 3 \times \frac 4 3 \times \frac 4 5 \times \times\ldots\times\frac{2n}{2n-1}\times\frac{2n}{2n+1} \end{align}\]

To get better and better approximations of \(\pi\), multiply more of these products together:

\[\begin{align} &\pi\approx2\times\frac 2 1 = 4\\ &\pi\approx2\times\frac 2 1\times \frac 2 3 = 2.\bar{6}\\ &\pi\approx2\times\frac 2 1\times \frac 2 3 \times \frac 4 3 = 3.\bar{5}\\ &\pi\approx2\times\frac 2 1\times \frac 2 3 \times \frac 4 3 \times \frac 4 5 = 2.8\bar{4}\\ &\pi\approx\ldots \end{align}\]

Approximating \(\tan^{-1}a\)

Main Content

We can approximate \(\tan^{-1}a\ \ (\forall\ |a|\leq 1)\) to the necessary accuracy, \(z\), by using the following steps:

\[\frac{a^{2n+3}}{2n+3}\leq z\] \[a-\frac{a^3}{3}+\frac{a^5}{5}-\frac{a^7}{7}+\ldots+(-1)^n\frac{a^{2n+1}}{2n+1}\]

Proof.

\[\begin{align} \tan^{-1}a&=\int_0^a\frac{1}{1+x^2}dx\\\\ \text{Using long division}&\text{ to find $\frac{1}{1+x^2}$:}\\ \end{align}\] \[\begin{align} \require{enclose} 1-x^2+x^4-\ldots \\[-3pt] 1+x^2\phantom{0} \enclose{longdiv}{1\phantom{00000000000000}}\kern-.2ex \\[-3pt] \underline{1+x^2}\phantom{0000000000} \\[-3pt] -x^2\phantom{0000000000} \\[-3pt] \underline{-x^2-x^4}\phantom{00000} \\[-3pt] x^4\phantom{00000} \\[-3pt] \underline{x^4+x^6} \\[-3pt] -x^6 \\[-3pt] \ldots \\[-3pt]\\ \end{align}\] \[\begin{align} \frac{1}{1+x^2}&=1-\frac{x^2}{1+x^2}\\ &=1-x^2+\frac{x^4}{1+x^2}\\ &=1-x^2+x^4-\frac{x^6}{1+x^2}\\ &=1-x^2+x^4-x^6+\ldots+(-1)^nx^{2n}+(-1)^{n+1}\frac{x^{2n+2}}{1+x^2}\\ &\implies \text{$\frac{1}{1+x^2}$ can be expressed as a geometric series}\\ &\phantom{000000}\text{with 1st term 1, ratio $-x^2$, converging to $\frac{1}{1+x^2}$}\\\\ \end{align}\] \[\text{Integrating previous result:}\] \[\begin{align} \int_0^a\frac{1}{1+x^2}dx&=\int_0^a\left(1-x^2+x^4-x^6+\ldots+(-1)^nx^{2n}+(-1)^{n+1}\frac{x^{2n+2}}{1+x^2}\right)dx\\ &=\left(x-\frac{x^3}{3}+\frac{x^5}{5}-\frac{x^7}{7}+\ldots+(-1)^n\frac{x^{2n+1}}{2n+1}\right)\Big|_0^a+\int_0^a(-1)^{n+1}\frac{x^{2n+2}}{1+x^2}dx\\ &=\left(a-\frac{a^3}{3}+\frac{a^5}{5}-\frac{a^7}{7}+\ldots+(-1)^n\frac{a^{2n+1}}{2n+1}\right)+(-1)^{n+1}\int_0^a\frac{x^{2n+2}}{1+x^2}dx\\ \implies \tan^{-1}a&=\left(a-\frac{a^3}{3}+\frac{a^5}{5}-\frac{a^7}{7}+\ldots+(-1)^n\frac{a^{2n+1}}{2n+1}\right)+(-1)^{n+1}\int_0^a\frac{x^{2n+2}}{1+x^2}dx\\\\ \end{align}\] \[\begin{align} \text{Let } E_n(a)=(-1)^{n+1}&\int_0^a\frac{x^{2n+2}}{1+x^2}dx\\ \frac{1}{1+x^2}&\leq 1\\ \implies\frac{x^{2n+2}}{1+x^2}&\leq x^{2n+2}\\ \implies \int_0^a\frac{x^{2n+2}}{1+x^2}dx&\leq\int_0^a x^{2n+2}dx\\ \implies\int_0^a\frac{x^{2n+2}}{1+x^2}dx&\leq\frac{a^{2n+3}}{2n+3}\\ \implies\left|(-1)^{n+1}\int_0^a\frac{x^{2n+2}}{1+x^2}dx\right|&\leq\frac{a^{2n+3}}{2n+3}\\ \implies|E_n(a)|&\leq\frac{a^{2n+3}}{2n+3}\\\\ \end{align}\] \[\text{Taking limit of previous result:}\] \[\begin{align} |a|\leq1&\implies\lim_{n\to\infty}|E_n(a)|\leq\lim_{n\to\infty}\frac{a^{2n+3}}{2n+3}\\ &\implies\lim_{n\to\infty}|E_n(a)|\leq0\\ &\implies\lim_{n\to\infty}|E_n(a)|=0\\ |a|>1&\implies\lim_{n\to\infty}|E_n(a)|\leq\lim_{n\to\infty}\frac{a^{2n+3}}{2n+3}\\ &\implies\lim_{n\to\infty}|E_n(a)|\leq\infty\\ &\implies\lim_{n\to\infty}|E_n(a)|\ \ \text{diverges}\\\\ \end{align}\] \[\text{Apply results to $\tan^{-1}a$:}\] \[\begin{align} E_n(a)&=(-1)^{n+1}\int_0^a\frac{x^{2n+2}}{1+x^2}dx\\ \implies \tan^{-1}a &= \left(a-\frac{a^3}{3}+\frac{a^5}{5}-\frac{a^7}{7}+\ldots+(-1)^n\frac{a^{2n+1}}{2n+1}\right) +E_n(a)\\ \implies \lim_{n\to\infty}\tan^{-1}a &=\lim_{n\to\infty}\left(a-\frac{a^3}{3}+\frac{a^5}{5}-\frac{a^7}{7}+\ldots+(-1)^n\frac{a^{2n+1}}{2n+1}\right) +\lim_{n\to\infty}E_n(a)\\ \implies \tan^{-1}a &=\lim_{n\to\infty}\left(a-\frac{a^3}{3}+\frac{a^5}{5}-\frac{a^7}{7}+\ldots+(-1)^n\frac{a^{2n+1}}{2n+1}\right) +\lim_{n\to\infty}|E_n(a)|\\ |a|\leq1&\implies\lim_{n\to\infty}|E_n(a)|=0\\ &\implies\tan^{-1}a =\lim_{n\to\infty}\left(a-\frac{a^3}{3}+\frac{a^5}{5}-\frac{a^7}{7}+\ldots+(-1)^n\frac{a^{2n+1}}{2n+1}\right) +0\\ &\implies\tan^{-1}a\ \ \text{can be approximated to }\left(a-\frac{a^3}{3}+\frac{a^5}{5}-\frac{a^7}{7}+\ldots+(-1)^n\frac{a^{2n+1}}{2n+1}\right)\\ |a|>1&\implies\lim_{n\to\infty}|E_n(a)|\ \ \text{diverges}\\ &\implies\tan^{-1}a \ \ \text{cannot be approximated}\ \ \ \ \blacksquare \end{align}\]

Applications

“Polynomial Bases”

Introduction Problems

Main Content

A polynomial \(P(x)\) of degree \(n\) can be written as a polynomial in \((x-a)\):

\[\forall \text{ unique constants } a_0,a_1,\ldots,a_n\\ P(x)=a_0+a_1(x-a)+a_2(x-a)^2+\ldots+a_n(x-a)^n\]

The constants can be calculated using:

\[a_k=\frac{P^{(k)}(a)}{k!}\]

where \(P^{(k)}(x)\) is the function \(P(x)\) after taking \(k\) derivatives.

And the polynomial can be expressed as:

\[P(x)=\sum_{k=0}^n\frac{P^{(k)}(a)}{k!}(x-a)^k\]

Proof.

\[\text{WWTP: }a_k=\frac{P^{(k)}(a)}{k!}\] \[\text{Plugging in $x=0$ to $P(x)$:}\] \[\begin{align} P(x) &= a_0+a_1(x-a)+a_2(x-a)^2+\ldots+a_n(x-a)^n \\ P(a) &= a_0 \end{align}\] \[\text{Then use derivatives:}\] \[\begin{align} P'(x) &= a_1+2a_2(x-a)+3a_3(x-a)^2+\ldots+na_n(x-a)^{n-1} \\ P'(a) &= a_1 \\ P''(x) &= 2a_2+6a_3(x-a)+12a_4(x-a)^2+\ldots+n(n-1)a_n(x-a)^{n-2} \\ P''(a) &= 2a_2 \\ &\ldots \\ \end{align}\] \[\text{After taking $k$ derivatives of $P(x)$,} \\ \text{non-zero values of $P^{(k)}(x)$ start from $a_k(x-a)^k$:} \\\] \[P^{(k)}(x)=\left(\frac{d}{dx}\right)^k(a_k(x-a)^k+\ldots)\] \[\text{and k derivatives of $a_k(x-a)^k$ is $k!a_k$:}\] \[\begin{align} P^{(k)}(x) &= k!a_k+\ldots \\ P^{(k)}(a) &= k!a_k \\ a_k &= \frac{P^{(k)}(a)}{k!}\ \ \ \ \blacksquare \end{align}\]

Proof.

\[\text{WWTP: }P(x)=\sum_{k=0}^n\frac{P^{(k)}(a)}{k!}(x-a)^k\] \[\text{Given by previous proof:}\] \[\begin{align} a_k &= \frac{P^{(k)}(a)}{k!} \\ P(x) &= a_0+a_1(x-a)+a_2(x-a)^2+\ldots+a_n(x-a)^n \\ &= \frac{P^{(0)}(a)}{0!}(x-a)^0+\frac{P^{(1)}(a)}{1!}(x-a)^1+\ldots+\frac{P^{(n)}(a)}{n!}(x-a)^n \\ &= \sum_{k=0}^n\frac{P^{(k)}(a)}{k!}(x-a)^k\ \ \ \ \blacksquare \end{align}\]

Applications

Taylor Polynomials

Main Content

Definition:

A function \(f(x)\) is \(\underline{\textbf{infinitely differentiable}}\) if you can keep taking derivative after derivative of \(f(x)\) and obtain functions that are defined

Definition:

Let \(f(x)\) be infinitely differentiable at \(x=a\), the \(\underline{n^{\text{th}} \textbf{ order taylor polynomial of } f(x) \textbf{ at } x=a}\) is:

\[T_{(n,f,a)}(x)=\sum_{k=0}^n\frac{f^{(k)}(a)}{k!}(x-a)^k\]

Applications

Theorem

Introduction

\[\text{Let $f(x)=e^x$:} \\ T_{(n,f,0)}(x)=\sum_{k=0}^n\frac{x^k}{k!} \\ \text{To find the following limits we apply L'Hôpital's rule (several times),} \\ \text{because both the numerator and denominator $\to 0$ as $x\to0$:}\] \[\begin{align} \lim_{x\to0}\frac{e^x-T_{(0,f,0)}(x)}{x^0}&=\lim_{x\to0}\frac{e^x-1}{x^0}=0 \\ \lim_{x\to0}\frac{e^x-T_{(1,f,0)}(x)}{x^1}&=\lim_{x\to0}\frac{e^x-(1+x)}{x}=0 \\ \lim_{x\to0}\frac{e^x-T_{(2,f,0)}(x)}{x^2}&=\lim_{x\to0}\frac{e^x-(1+x+\frac{x^2}{2!})}{x^2}=0 \\ \lim_{x\to0}\frac{e^x-T_{(3,f,0)}(x)}{x^3}&=\lim_{x\to0}\frac{e^x-(1+x+\frac{x^2}{2!}+\frac{x^3}{3!})}{x^3}=0 \\\\ \end{align}\] \[\text{$\implies e^x-(1+x+\frac{x^2}{2!}+\frac{x^3}{3!})$ is very small compared to $x^3$ as $x\to0$} \\\\ \text{This leads us to generalize to the following theorem...}\]

Main Content

Theorem:

\[\lim_{x\to a}\frac{f(x)-T_{(n,f,a)}(x)}{(x-a)^n}=0\]

Proof.

\[T_{(n,f,a)}(x) = \sum_{k=0}^n \frac{f^{(k)}(a)}{k!} (x-a)^k \\ \lim_{x\to a}\frac{f(x)-T_{(n,f,a)}(x)}{(x-a)^n} = \lim_{x\to a} \frac{f(x) - \sum_{k=0}^n \frac{f^{(k)}(a)}{k!} (x-a)^k}{(x-a)^n} \\\\\] \[\text{Take note of the following limits:}\] \[\begin{align} \lim_{x\to a} \sum_{k=0}^n \frac{f^{(k)}(a)}{k!} (x-a)^k &= \lim_{x\to a} \sum_{k=0}^0 \frac{f^{(k)}(a)}{k!} (x-a)^k + \lim_{x\to a} \sum_{k=1}^n \frac{f^{(k)}(a)}{k!} (x-a)^k \\ &= \lim_{x\to a} \frac{f^{(0)}(a)}{0!} (x-a)^0 + \lim_{x\to a} \sum_{k=1}^n \frac{f^{(k)}(a)}{k!} (x-a)^k \\ &= f(a) + \sum_{k=1}^n \frac{f^{(k)}(a)}{k!} \lim_{x\to a} (x-a)^k \\ &= f(a) + \sum_{k=1}^n \frac{f^{(k)}(a)}{k!} \cdot 0 &&\text{(since $k\geq 1$)}\\ &= f(a) \\\\ \lim_{x\to a} \left(f(x) - \sum_{k=0}^n \frac{f^{(k)}(a)}{k!} (x-a)^k \right) &= \lim_{x\to a} f(x) - \lim_{x\to a} \sum_{k=0}^n \frac{f^{(k)}(a)}{k!} (x-a)^k \\ &= f(a)-f(a) \\ &= 0 \\\\ \lim_{x\to a} (x-a)^n &= 0 \\\\ \end{align}\] \[\text{Since both numerator and denominator $\to 0$, apply L'Hôpital's rule:}\] \[\begin{align} \lim_{x\to a} \frac{f(x) - \sum_{k=0}^n \frac{f^{(k)}(a)}{k!} (x-a)^k}{(x-a)^n} &= \lim_{x\to a} \frac{\frac{d}{dx}\left( f(x) - \sum_{k=0}^n \frac{f^{(k)}(a)}{k!} (x-a)^k \right)}{\frac{d}{dx}\left( (x-a)^n \right)} \\ &= \lim_{x\to a} \frac{f'(x) - \sum_{k=1}^n \frac{f^{(k)}(a)}{(k-1)!} (x-a)^{k-1}}{n(x-a)^{n-1}} \\\\ \end{align}\] \[\text{Apply L'Hôpital's rule $n$ times, and take $n$ derivatives:}\] \[\begin{align} &= \lim_{x\to a} \frac{f^{(n)}(x)-f^{(n)}(a)}{n!} \\ &= 0 \ \ \ \ \blacksquare\\\\ \end{align}\]

Theorem

Main Content

Definition:

a function \(\underline{f(x)\textbf{ and } g(x) \textbf{ are equal up to order } n \textbf{ at } a}\) if \(\lim_{x\to a} \frac{f(x)-g(x)}{(x-a)^n} = 0\)

Theorem:

Let \(P\) and \(Q\) be two polynomials in \((x-a)\), of degree \(\leq n\), and suppose that \(P\) and \(Q\) are equal up to order \(n\) at \(a\). Then \(P=Q\).

Proof

\[\text{Let $R=P-Q$:}\] \[\begin{align} deg(P)\leq n\ \land\ deg(Q)\leq n &\implies deg(R)\leq n \\ &\implies R(x) = b_0 + \ldots + b_n(x-a)^n \end{align}\] \[\text{$P$ and $Q$ equal up to order $n$ at $a$:}\] \[\begin{align} &\implies \lim_{x\to a} \frac{P(x)-Q(x)}{(x-a)^n} = 0 \\ &\implies \lim_{x\to a} \frac{R(x)}{(x-a)^n} = 0 \\\\ \end{align}\] \[\text{WWTP: $R(x)=0\implies P-Q = 0 \implies P=Q$} \\\\ \lim_{x\to a} \frac{R(x)}{(x-a)^n} = 0 \implies \forall\ 0 \leq i \leq n,\ \lim_{x\to a} \frac{R(x)}{(x-a)^i} = 0 \\\\ \text{For $i=0$:} \\ \lim_{x\to a} \frac{R(x)}{(x-a)^0} = 0 \\ \lim_{x\to a} R(x) = 0 \\\\\] \[\text{Using $R(x)$ equation:}\] \[\begin{align} R(x) &= b_0 + \ldots + b_n(x-a)^n \\ \lim_{x\to a} R(x) &= \lim_{x\to a} \left( b_0 + \ldots + b_n(x-a)^n \right) \\ \lim_{x\to a} R(x) &= b_0 \\ 0 &= b_0 \\\\ \end{align}\] \[\text{Using the fact $b_0=0$:}\] \[\begin{align} R(x) &= b_1(x-a) + \ldots + b_n(x-a)^n \\ \frac{R(x)}{(x-a)} &= b_1 + \ldots + b_n(x-a)^{n-1} \\\\ \end{align}\] \[\text{For $i=1$:} \\ \lim_{x\to a} \frac{R(x)}{(x-a)^1} = 0 \\\\\] \[\text{Using $R(x)$ equation:}\] \[\begin{align} \frac{R(x)}{(x-a)} &= b_1 + \ldots + b_n(x-a)^{n-1} \\ \lim_{x\to a} \frac{R(x)}{(x-a)} &= \lim_{x\to a} \left( b_1 + \ldots + b_n(x-a)^{n-1} \right) \\ 0 &= b_1 \\\\ \end{align}\] \[\text{After continuiing in this way, $n$ times later:}\] \[\begin{align} b_0 &= b_1 = \ldots = b_n = 0 \\ \implies R(x) &= 0 + \ldots + 0(x-a)^n \\ &= 0 \ \ \ \ \blacksquare\\\\ \end{align}\]

Corollary

Main Content

Corollary:

Let \(f\) be \(n\)-times differentiable at \(a\), and suppose \(P\) is a polynomial in \((x-a)\) of degree \(\leq n\), which equals \(f\) up to order \(n\) at \(a\). Then \(P=T_{(n,f,a)}\).

Proof.

\[\text{By the previous theorem:} \\ \lim_{x\to a} \frac{f(x)-T_{(n,f,a)}(x)}{(x-a)^n} = 0 \\\\\] \[\text{By assumption,} \\ \text{$P$ is equal to $f$ up to order $n$ at $a$.}\] \[\begin{align} &\implies \lim_{x\to a} \frac{f(x)-P(x)}{(x-a)^n} = 0 \\ &\implies \lim_{x\to a} \frac{f(x)-P(x)}{(x-a)^n} = \lim_{x\to a} \frac{f(x)-T_{(n,f,a)}(x)}{(x-a)^n} \\ &\implies \lim_{x\to a} \frac{T_{(n,f,a)}(x)-P(x)}{(x-a)^n} = 0 \\ &\implies T_{(n,f,a)}(x) \text{ and } P(x) \text{ are equal up to order } n \text{ at } a \\\\ \end{align}\] \[\text{By previous theorem:} \\ \implies T_{(n,f,a)}(x) = P(x) \ \ \ \ \blacksquare\\\\\]

Applications

Remainder Term

Main Content

Definition:

If \(f\) is a function for which \(T_{(n,f,a)}\) exists, we define the \(\underline{\textbf{remainder term}}\ R_{(n,f,a)}\) by

\[\begin{align} f(x) &= T_{(n,f,a)} + R_{(n,f,a)} \\ &= f(a) + f'(a)(x-a) + \ldots + \frac{f^{(n)}(a)}{n!}(x-a)^n + R_{(n,f,a)} \\ \end{align}\]

Theorem:

\[R_{(n,f,a)} = \int_a^x \frac{f^{(n+1)}(t)}{n!} (x-t)^n dt\]

Proof.

\[\text{Refer to rough notes page 3, Spivak textbook pages 422-423 for proof.}\]

Theorem:

Suppose that \(f',\ldots,f^{(n+1)}\) are defined on \([a,x]\), and that \(R_{(n,f,a)}\) is defined by

\[f(x) = f(a) + f'(a)(x-a) + \ldots + \frac{f^{(n)}(a)}{n!}(x-a)^n + R_{(n,f,a)}\]

Then the \(\underline{\textbf{Lagrange form of the remainder}}\) is

\[R_{(n,f,a)} = \frac{f^{(n+1)}(t)}{(n+1)!} (x-a)^{n+1}\ \text{for some $t$ in $(a,x)$}\]

Proof.

\[\text{Refer to rough notes page 3, Spivak textbook pages 422-424 for proof.}\]

Theorem:

\(e\) is irrational.

Proof.

\[\text{Refer to rough notes page 4, Spivak textbook page 429 for proof.}\]

Applications