Sorted independent finance guides are full of helpful information on everyday money matters.

Fun with the Infinite Series 1 + x + x^2 + x^3 + x^4 + x^5 + …

Fun with the Infinite Series 1 + x + x^2 + x^3 + x^4 + x^5 + …


The Series and Its Derivatives

Let F be the infinite series:

F = 1 + x + x^2 + x^3 + x^4 + x^5 + x^6 + … = ∑ x^k from k = 0 to ∞.

Working with derivatives:

—-

First Derivative of F:  (F’ = dF/dx)

F’ = 1 + 2*x + 3*x^2 + 4*x^3 + 5*x^4 + 6*x^5 + 7*x^6 + … 
= ∑ (k+1)*x^k from k = 0 to ∞

—-

Second Derivative of F:  (F” = d^2F/dx^2)

F” = 2 + 6*x + 12*x^2 + 20*x^3 + 30*x^4 + 42*x^5 + 56*x^6 + ….

Factor out a 2:
= 2 * (1 + 3*x + 6*x^2 + 10*x^3 + 15*x^4 + 21*x^5 + 28*x^6 + …. )

Note the sequence 1, 3, 6, 10, 15, 21, 28…  These are triangle numbers, denoted as T_n.  

T_1 = 1
T_2 = 1 + 2 = 3
T_3 = 1 + 2 + 3 = 6
T_4 = 1 + 2 + 3 + 4 = 10 
and so on.

Using summation notation,  T_n = ∑ k from k = 1 to n

Going back to the series:

F” = 2 + 6*x + 12*x^2 + 20*x^3 + 30*x^4 + 42*x^5 + 56*x^6 + ….
= 2 * (1 + 3*x + 6*x^2 + 10*x^3 + 15*x^4 + 21*x^5 + 28*x^6 + …. )
= 2 * (∑ x^k * T_k+1 from k = 0 to ∞)

In nested summation notation:

= 2 * (∑ x^k * (∑ m from m = 1 to k+1) from k = 0 to ∞)


Addition with F, F’, and F”


F + F’ = 2 + 3*x + 4*x^2 + 5*x^3 + 6*x^4 + 7*x^5 + 8*x^6 + …
= ∑ ((k + 2) * x^k from k = 0 to ∞)

—-

F + F’ + F” = 4 + 9*x + 16*x^2 + 25*x^3 + 36*x^4 + 49*x^5 + 64*x^6 + …
= ∑ ((k + 2)^2 * x^k from k = 0 to ∞)

—-

F’ + F” = 3 + 8*x + 15*x^2 + 24*x^3 + 35*x^4 + 48*x^5 + 63*x^6 + …

Note the sequence 3, 8, 15, 24, 35, 48, 63… where
3 = 4 – 1 = 2^2 -1
8 = 9 – 1 = 3^2 – 1
15 = 16 – 1 = 4^2 – 1
24 = 25 – 1 = 5^2 – 1
35 = 36 – 1 = 6^2 – 1
48 = 49 – 1 = 7^2 – 1
63 = 64 – 1 = 8^2 – 1
and so on…

This can be summarized as ∑( (k + 2)^2 – 1 from k = 0 to ∞)

Hence:
F’ + F” = 3 + 8*x + 15*x^2 + 24*x^3 + 35*x^4 + 48*x^5 + 63*x^6 + …
= ∑  ((k + 2)^2 – 1) * x^k from k = 0 to ∞)

Multiplying F and F’ by x and x^2 

F = 1 + x + x^2 + x^3 + x^4 + x^5 + x^6 + … = ∑ x^k from k = 0 to ∞.
x * F = x + x^2 + x^3 + x^4 + x^5 + x^6 + x^7 + … = ∑ x^(k+1) from k = 0 to ∞.
x^2 * F =  x^2 + x^3 + x^4 + x^5 + x^6 + x^7 + x^8 + … = ∑ x^(k+2) from k = 0 to ∞.

—–

F + x * F = 1 + 2*x + 2*x^2 + 2*x^3 + 2*x^4 + 2*x^5 + 2*x^6 + …
= 2 – 1 + 2*x + 2*x^2 + 2*x^3 + 2*x^4 + 2*x^5 + 2*x^6 + …
= 2 + 2*x + 2*x^2 + 2*x^3 + 2*x^4 + 2*x^5 + 2*x^6 + … – 1
= 2 * F – 1

This is one way to dervie the formula for the Infinite Geometric Series (for |x| < 1), to solve for F:

F + x * F  = 2 * F – 1
F + x * F – 2 * F = -1
F * (1 + x – 2) = -1
F * (x – 1) = -1
F = -1 / (x – 1)
F = 1 / (1 – x)   (keep this mind, this is true only when |x| < 1)

—-

F – x * F = (1 + x + x^2 + x^3 + x^4 + x^5 + x^6 + … ) – (x + x^2 + x^3 + x^4 + x^5 + x^6 + x^7 + … )
= F * (1 – x)

For |x| < 1,

F * (1 – x) = 1 / (1 – x) * (1 – x) = 1

In general:
F – x * F = (1 + x + x^2 + x^3 + x^4 + x^5 + x^6 + … ) – (x + x^2 + x^3 + x^4 + x^5 + x^6 + x^7 + … )
= 1 + (x – x) + (x^2 – x^2) + (x^3 – x^3) + (x^4 – x^4) + (x^5 – x^5) + (x^6 – x^6) + …
= 1

F – x * F = 1

—-

F’ = 1 + 2*x + 3*x^2 + 4*x^3 + 5*x^4 + 6*x^5 + 7*x^6 + … 
= ∑ ((k + 1) * x^k from k = 0 to ∞)

x * F’ = x + 2*x^2 + 3*x^3 + 4*x^4 + 5*x^5 + 6*x^6 + 7*x^7 + … 
= ∑ ((k + 1) * x^(k + 1) from k = 0 to ∞)


x^2 * F’ = x^2 + 2*x^3+ 3*x^4 + 4*x^5 + 5*x^6 + 6*x^7 + 7*x^8 + … 
= ∑ ((k + 1) * x^(k + 1) from k = 0 to ∞)

—-

F’ + x * F’ = 1 + 3*x + 5*x^2 + 7*x^3 + 9*x^4  + 11*x^5 + 13*x^6 + …

The sequence of 1, 3, 5, 7, 9, 11, 13, … is the sequence of odd numbers which can be summarized as:

∑(2 * k + 1 from k = 0 to ∞)

Then:

F’ + x * F’  =  F’ * (1 + x) = ∑( (2*k + 1) * x^k from k = 0 to ∞)

—-

F’ + x * F’ + x^2 * F’ = 1 + 3*x + 6*x^2 + 9*x^3 + 12*x^4 + 15*x^5 + 18*x^6 + …
= 1 + ( 3*x + 6*x^2 + 9*x^3 + 12*x^4 + 15*x^5 + 18*x^6 + … )
= 1 + ∑(3 * k * x^k from k = 0 to ∞)

Eddie

All original content copyright, © 2011-2018.  Edward Shore.   Unauthorized use and/or unauthorized distribution for commercial purposes without express and written permission from the author is strictly prohibited.  This blog entry may be distributed for noncommercial purposes, provided that full credit is given to the author.  Please contact the author if you have questions.