Are there real analytic functions whose derivative is not the sum of the derivatives of the terms in its Taylor expansion

complex-analysispower seriesreal-analysistaylor expansion

In complex analysis we know that for every complex analytic function $f(z)$, that $f(z)$ has (by definition) a Taylor expansion around every point $z_0$: $\sum_{n=0}^{\infty} a_n (z-z_0)^{n}$ with radius of convergence $R>0$. Furthermore we know that $\frac{d}{dz}f(z)=\sum_{n=1}^{\infty} a_n n (z-z_0)^{n-1}$, and this series has again radius of convergence $R$.

I couldn’t, however, find a similar theorem for analytic functions on $\mathbb{R}$. Clarification: For $a,b \in \mathbb{R}$ and $f \in C^{\infty}((a,b))$, we say that $f$ is analytic if for every point $x_0 \in (a,b) \ \exists R >0$ s.t. f has a Taylor series around $x_0$ with radius of convergence $R$ that agrees with $f$ on $(x_0-R,x_0+R) \cap (a,b)$.

So my question is, are there real analytic functions s.t. $\frac{d}{dx}f(x) \neq \sum_{n=1}^{\infty} a_n n (x-x_0)^{n-1} $?

Best Answer

You can always differentiate a power series termwise. The proof is fairly straightforward.

Recall the following theorem.

Let $f_1, f_2, \ldots$ be a sequence of differentiable functions $[a, b] \to \mathbb{R}$. Suppose that $f_1', f_2', \ldots$ converges uniformly, and suppose there is an $x_0 \in [a, b]$ such that $\lim\limits_{n \to \infty} f_n(x)$ exists. Then $f_1, f_2, \ldots$ converges uniformly to some $f$, and $f'$ is the limit of the $f_i'$s.

With this theorem in hand, consider $f_i = \sum\limits_{n = 0}^i a_n (z - z_0)^n$. Note that the radius of convergence for the differential partial sums $f_i' = \sum\limits_{n = 0}^i n a_n (z - z_0)^{n - 1}$ is also $R$ by the root test. In fact, the sequence of $f_i'$s converges uniformly for any radius $< R$. So we can apply the above theorem.

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