Series Convergence, Experimental Data and Least Squares, and Numerical Differentiation
2. Power series, the radius of convergence and Taylor series
A power series Σcₙ(x − a)ⁿ converges absolutely for |x − a| < R and diverges for |x − a| > R, where the radius of convergence follows from the ratio test: R = lim |cₙ/cₙ₊₁| (or 1/lim |cₙ|^(1/n)). The endpoints x = a ± R must be tested separately. Taylor’s theorem expands a smooth function about a: f(x) = f(a) + f′(a)(x − a) + f″(a)(x − a)²/2! + ..., the Maclaurin series when a = 0. The standard ones, with their radii: eˣ = Σxⁿ/n! (all x); sin x and cos x (all x); ln(1 + x) = x − x²/2 + x³/3 − ... (−1 < x ≤ 1); 1/(1 − x) = Σxⁿ (|x| < 1). Truncating a Taylor series leaves a remainder of the order of the first term dropped — the idea on which the next two sections both rest.
3. Analysis of experimental data and the linear least squares method
Repeated measurements x₁ ... xₙ of one quantity are summarised by their mean x̄ = Σxᵢ/n and their sample standard deviation s = √(Σ(xᵢ − x̄)²/(n − 1)) — the divisor n − 1 because one degree of freedom has been used to find x̄. The uncertainty of the mean itself is the standard error s/√n, which falls only as the square root of the number of repeats. Random errors scatter results about the true value and are reduced by repetition; systematic errors shift every result the same way and are not. When independent quantities are combined, their uncertainties add in quadrature: for a sum or difference the absolute uncertainties, σ_z² = σ_x² + σ_y²; for a product or quotient the relative ones, (σ_z/z)² = (σ_x/x)² + (σ_y/y)².
To fit a straight line y = a + bx to n points (xᵢ, yᵢ), the least squares method chooses a and b to minimise the sum of squared vertical deviations S = Σ(yᵢ − a − bxᵢ)². Setting ∂S/∂a = 0 and ∂S/∂b = 0 gives the normal equations Σy = na + bΣx and Σxy = aΣx + bΣx², whose solution is b = (nΣxy − ΣxΣy)/(nΣx² − (Σx)²) and a = ȳ − b x̄: the fitted line always passes through the centroid (x̄, ȳ). The correlation coefficient r = (nΣxy − ΣxΣy)/√((nΣx² − (Σx)²)(nΣy² − (Σy)²)) lies between −1 and +1 and measures how nearly linear the data are; r² is the fraction of the variance in y the line explains. A non-linear law is fitted by first linearising it, which is how metallurgical constants are found: ln k against 1/T is a line of slope −Q/R (Arrhenius); x² against t is a line of slope k_p (parabolic oxidation); σ_y against d^(−½) is a line of slope k_y and intercept σ₀ (Hall-Petch); log ε̇ against log σ is a line of slope n (creep).
| Quantity | Value |
|---|---|
| n, Σx, Σy | 4, 10, 16 |
| Σxy, Σx² | 2 + 6 + 15 + 24 = 47; 1 + 4 + 9 + 16 = 30 |
| Slope b | (4 × 47 − 10 × 16)/(4 × 30 − 10²) = 28/20 = 1.4 |
| Intercept a | ȳ − b x̄ = 4 − 1.4 × 2.5 = 0.5 |
| Correlation r | 28/√(20 × 40) = 0.990 |
4. Numerical differentiation from the Taylor series
Every finite-difference formula for a derivative is read off Taylor expansions at neighbouring points, and the first term left out is its truncation error. From f(x + h) = f(x) + hf′(x) + h²f″(x)/2 + h³f‴(x)/6 + ..., the forward difference is f′(x) ≈ [f(x + h) − f(x)]/h with error −(h/2)f″ — first order, O(h); the backward difference [f(x) − f(x − h)]/h is also O(h). Subtracting the expansions for x + h and x − h cancels the even terms, giving the central difference f′(x) ≈ [f(x + h) − f(x − h)]/(2h) with error −(h²/6)f‴ — second order, O(h²), so halving h cuts the error fourfold. Adding them cancels the odd terms and gives the second derivative, f″(x) ≈ [f(x + h) − 2f(x) + f(x − h)]/h², also O(h²) with error −(h²/12)f⁗. A formula of order p is exact for polynomials of degree up to p: the central second difference is exact for any cubic.
Making h smaller does not improve the answer without limit. The truncation error falls as hᵖ, but the round-off error — the finite precision of f divided by a small h — grows as 1/h, so there is an optimum step below which the computed derivative gets worse. Measured data carry noise that plays the same role as round-off, which is why a derivative of experimental data (a cooling rate from a thermocouple trace, say) is taken from a smoothed or least-squares-fitted curve rather than from successive raw readings.
Key takeaways
- Geometric Σrⁿ converges iff |r| < 1 (sum 1/(1 − r)); p-series Σ1/nᵖ iff p > 1. aₙ → 0 is necessary, not sufficient.
- Ratio and root tests: L < 1 converges, L > 1 diverges, L = 1 undecided; the radius of a power series is lim |cₙ/cₙ₊₁|; absolute convergence implies convergence.
- Sample standard deviation uses n − 1; the standard error of the mean is s/√n; uncertainties add in quadrature, absolute for sums and relative for products.
- Least squares: b = (nΣxy − ΣxΣy)/(nΣx² − (Σx)²), a = ȳ − b x̄, the line passes through (x̄, ȳ); linearise Arrhenius, parabolic and Hall-Petch laws before fitting.
- Forward and backward differences are O(h); the central difference [f(x + h) − f(x − h)]/(2h) and the second difference [f(x + h) − 2f(x) + f(x − h)]/h² are O(h²).
Practice questions (12)
Attempt each one before opening the answer. Every explanation names the tempting wrong option as well as the right one, because that is where marks are lost.
Which of the following series converges?
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Answer: A — Σ 1/n²
Σ1/nᵖ converges only for p > 1, so Σ1/n² converges (to π²/6) while the harmonic series (p = 1) and Σ1/√n (p = ½) diverge. Σn/(n + 1) fails even the nth-term test, since its terms tend to 1, not 0.What is the sum of the series 1 + 2/3 + (2/3)² + (2/3)³ + ... ?
Numerical answer — type the value.
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Answer: 3
A geometric series with first term 1 and ratio r = 2/3, |r| < 1, sums to 1/(1 − r) = 1/(1/3) = 3. Check with partial sums: 1, 1.667, 2.111, 2.407, ... creeping up to 3. Using a/(1 + r) gives 0.6.What is the radius of convergence of the power series Σ n xⁿ/2ⁿ (n from 1)?
Numerical answer — type the value.
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Answer: 2
With cₙ = n/2ⁿ, |cₙ₊₁/cₙ| = ((n + 1)/n)(1/2) → 1/2, so R = 2. Root test agrees: |cₙ|^(1/n) = n^(1/n)/2 → 1/2. The factor n changes neither limit; at x = ±2 the terms are ±n, which do not tend to zero, so both endpoints diverge.Which of the following statements about infinite series are correct?
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Answer: A — If Σaₙ converges then aₙ → 0; B — The alternating harmonic series 1 − 1/2 + 1/3 − ... converges conditionally; C — The ratio test is inconclusive when the limit of |aₙ₊₁/aₙ| equals 1
A convergent series must have terms tending to zero (A). The alternating harmonic series converges by the Leibniz test but Σ1/n diverges, so it is conditionally convergent (B). L = 1 happens for both Σ1/n (divergent) and Σ1/n² (convergent), so it decides nothing (C). D is the converse of A and is false: the harmonic series is the counterexample.Applying the ratio test to Σ n!/nⁿ gives:
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Answer: A — L = 1/e, so the series converges
aₙ₊₁/aₙ = (n + 1)! nⁿ/((n + 1)ⁿ⁺¹ n!) = (n/(n + 1))ⁿ = 1/(1 + 1/n)ⁿ → 1/e ≈ 0.368 < 1, so it converges. Reading (1 + 1/n)ⁿ → e the wrong way up gives L = e; forgetting that the nⁿ grows as fast as n! does gives L = 0.Three repeated hardness readings are 10, 12 and 14 (arbitrary units). What is their sample standard deviation?
Numerical answer — type the value.
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Answer: 2
Mean = 12; deviations −2, 0, 2; Σd² = 8. With n − 1 = 2, s = √(8/2) = 2. The population formula with n = 3 gives √(8/3) = 1.63, which understates the scatter of so small a sample. The standard error of the mean is 2/√3 = 1.15.A least-squares straight line y = a + bx is fitted to the points (1, 2), (2, 3), (3, 5) and (4, 6). What value of y does the fitted line predict at x = 5?
Numerical answer — type the value.
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Answer: 7.5
n = 4, Σx = 10, Σy = 16, Σxy = 47, Σx² = 30. b = (4 × 47 − 10 × 16)/(4 × 30 − 100) = 28/20 = 1.4 and a = ȳ − b x̄ = 4 − 1.4 × 2.5 = 0.5, so y(5) = 0.5 + 1.4 × 5 = 7.5. Check: the line passes through the centroid (2.5, 4), and its residuals 0.1, −0.3, 0.3, −0.1 sum to zero. Drawing a line through the end points (1, 2) and (4, 6) instead predicts 7.33.Isothermal oxidation data (scale thickness x against time t) are to be tested for parabolic kinetics and the rate constant extracted by linear least squares. The quantity to plot on the vertical axis against t is:
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Answer: A — x²
The parabolic law x² = k_p t is linear in x² against t, with slope k_p and zero intercept, so least squares on (t, x²) gives k_p and the residuals show whether the law holds. x against t tests the linear law; ln x against ln t would give the exponent (2 for parabolic, as slope ½ of ln x on ln t) but not k_p directly; 1/x has no such law.Using the forward difference with step h = 0.1, what is the estimate of the derivative of f(x) = x² at x = 1?
Numerical answer — type the value.
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Answer: 2.1
[f(1.1) − f(1)]/0.1 = (1.21 − 1)/0.1 = 2.1. The exact derivative is 2, and the error 0.1 is exactly (h/2)f″ = 0.05 × 2, the first term dropped from the Taylor series. The central difference [f(1.1) − f(0.9)]/0.2 = (1.21 − 0.81)/0.2 = 2 is exact for a quadratic.Using the central difference with h = 0.1, estimate the derivative of f(x) = eˣ at x = 0 (to four decimal places).
Numerical answer — type the value.
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Answer: 1.0017
[e^0.1 − e^−0.1]/0.2 = (1.105171 − 0.904837)/0.2 = 0.200334/0.2 = 1.0017. The exact value is 1, and the error 0.00167 matches the predicted (h²/6)f‴(0) = 0.01/6 = 0.00167. The forward difference (e^0.1 − 1)/0.1 = 1.0517 is thirty times worse with the same h.Using the central second-difference formula with h = 0.1, estimate the second derivative of f(x) = x³ at x = 1.
Numerical answer — type the value.
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Answer: 6
[f(1.1) − 2f(1) + f(0.9)]/h² = (1.331 − 2 + 0.729)/0.01 = 0.060/0.01 = 6. The exact value is f″(1) = 6x = 6: the formula’s error is −(h²/12)f⁗, and f⁗ = 0 for a cubic, so it is exact. Dividing by h instead of h² gives 0.6.The step size h in a central-difference estimate of f′(x) is halved. If round-off is negligible, the truncation error becomes approximately:
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Answer: A — One quarter of its previous value
The central difference cancels the even Taylor terms and its error is −(h²/6)f‴, second order, so halving h divides the error by four. One half is the answer for the first-order forward and backward differences. If h were made very small, round-off would eventually make the error grow again.