Math 2.0

Functions of a complex variable Proof

Proof of the Mercator series by term-by-term differentiation and Abel's theorem

Builds on Natural logarithmDerivative of the logarithmChain ruleDerivative of a polynomialRatio formula for the radius of convergencePower series are differentiable inside the radius of convergenceGeometric seriesA function with zero derivative is constantLogarithm is the inverse of the exponentialAlternating series testThe sequence 1/n tends to zeroAbel's theoremUniqueness of limitsExponential function

Proof

We first treat −1<x<1-1 < x < 1 by comparing derivatives, then the endpoint x=1x = 1 by Abel's theorem.

  1. Let a0=0a_0 = 0 and an=(−1)n+1na_n = \frac{(-1)^{n+1}}{n} for n≥1n \ge 1. Consider the power series g(x)=∑n=0∞anxng(x) = \sum_{n=0}^{\infty} a_n x^n.
  2. For n≥1n \ge 1, ∣an+1∣∣an∣=nn+1→1\frac{|a_{n+1}|}{|a_n|} = \frac{n}{n+1} \to 1. By the ratio formula, the radius of convergence of gg is 11.
  3. By term-by-term differentiation, gg is differentiable on (−1,1)(-1, 1). Its derivative is g′(x)=∑n=1∞nanxn−1=∑n=1∞(−1)n+1xn−1g'(x) = \sum_{n=1}^{\infty} n a_n x^{n-1} = \sum_{n=1}^{\infty} (-1)^{n+1} x^{n-1}.
  4. Putting m=n−1m = n - 1, this is g′(x)=∑m=0∞(−x)mg'(x) = \sum_{m=0}^{\infty} (-x)^m. Since ∣−x∣<1\abs{-x} < 1, the geometric series gives g′(x)=11+xg'(x) = \frac{1}{1 + x}.
  5. Let h(x)=ln⁡(1+x)h(x) = \ln(1 + x) for −1<x<1-1 < x < 1, where ln⁡\ln is the natural logarithm. This is defined, since 1+x>01 + x > 0.
  6. The map x↦1+xx \mapsto 1 + x is a polynomial with derivative 11, and it sends (−1,1)(-1, 1) into (0,∞)(0, \infty).
  7. By the derivative of the logarithm and the chain rule, hh is differentiable on (−1,1)(-1, 1) with h′(x)=11+x⋅1h'(x) = \frac{1}{1 + x} \cdot 1.
  8. So (g−h)′(x)=0(g - h)'(x) = 0 for every xx in the open interval (−1,1)(-1, 1). By this result, g−hg - h is constant on (−1,1)(-1, 1).
  9. At x=0x = 0, g(0)=a0=0g(0) = a_0 = 0 and h(0)=ln⁡1=0h(0) = \ln 1 = 0, since e0=1e^0 = 1 by the series of the exponential and ln⁡(ey)=y\ln(e^y) = y for real yy. So g=hg = h on (−1,1)(-1, 1).
  10. This proves ln⁡(1+x)=∑n=1∞(−1)n+1nxn\ln(1 + x) = \sum_{n=1}^{\infty} \frac{(-1)^{n+1}}{n} x^n for −1<x<1-1 < x < 1.
  11. Now let x=1x = 1. Let bk=1k+1b_k = \frac{1}{k+1} for k≥0k \ge 0. Then (bk)(b_k) is decreasing, and bk→0b_k \to 0.
  12. By the alternating series test, ∑k=0∞(−1)kbk\sum_{k=0}^{\infty} (-1)^k b_k converges. With n=k+1n = k + 1, this is the series ∑n=1∞(−1)n+1n\sum_{n=1}^{\infty} \frac{(-1)^{n+1}}{n}. Call its sum SS.
  13. Then ∑n=0∞an=S\sum_{n=0}^{\infty} a_n = S converges, since a0=0a_0 = 0. By Abel's theorem, g(x)→Sg(x) \to S as x→1x \to 1 from the left.
  14. By step 9, g(x)=ln⁡(1+x)g(x) = \ln(1 + x) for 0<x<10 < x < 1. Since ln⁡\ln is continuous at 22, ln⁡(1+x)→ln⁡2\ln(1 + x) \to \ln 2 as x→1x \to 1 from the left.
  15. Take any sequence xk∈(0,1)x_k \in (0, 1) with xk→1x_k \to 1. Then g(xk)→Sg(x_k) \to S and g(xk)→ln⁡2g(x_k) \to \ln 2. By uniqueness of limits, S=ln⁡2S = \ln 2.
  16. So ln⁡(1+x)=∑n=1∞(−1)n+1nxn\ln(1 + x) = \sum_{n=1}^{\infty} \frac{(-1)^{n+1}}{n} x^n for every xx with −1<x≤1-1 < x \le 1.

Idea

Inside the interval of convergence, the series and ln⁡(1+x)\ln(1 + x) have the same derivative 11+x\frac{1}{1 + x}, by the geometric series. They also agree at 00, so they are equal. At the endpoint x=1x = 1 the series still converges, and Abel's theorem says its sum is the limit of the values inside, which is ln⁡2\ln 2.

Reading path

To understand this page from the ground up, read these 280 pages in order. The foundations come first. The path takes the proofs Proof of the Cauchy–Hadamard theorem, Proof that a function with nonnegative second derivative is convex, Proof of the Weierstrass M-test, Proof of the limit of a sum of sequences, Proof of Rolle's theorem, Proof of the approximation property of the supremum, Proof that every sequence has a monotone subsequence, by peaks, Proof of the formula for the derivative of a polynomial, Proof of the commutativity of addition by induction, Proof of term-by-term differentiation, Proof of the epsilon-delta form of continuity, Proof of the power rule by induction, Proof that absolutely convergent series converge, Proof of the sum of a finite geometric series, Proof that convergent sequences are Cauchy, Proof that there is a natural number n with 1/n below any positive epsilon, Proof of the chain rule with an auxiliary difference quotient, Proof of the Cauchy criterion for series, Proof of the Cauchy criterion for sequences by the Bolzano–Weierstrass theorem, Proof that the exponential series has infinite radius of convergence, Proof of Abel's theorem by summation by parts, Proof that a function with nonnegative derivative is increasing, Proof that the reals form an ordered field, with the Cauchy sequence construction, Proof of the root test, Proof of the double negation law by a truth table, Proof that the logarithm is the inverse of the exponential, Proof that power series converge uniformly on smaller intervals inside the radius of convergence, Proof of the extreme value theorem by the Bolzano–Weierstrass theorem, Proof of the derivative of the logarithm by the inverse function rule, Proof that the exponential function is positive, Proof of the alternating series test, Proof that subsequences of a convergent sequence converge to the same limit, Proof of the uniqueness of limits, Proof of strong induction from ordinary induction, Proof that power series are differentiable inside the radius of convergence, Proof of the limit of a product of sequences, Proof that uniform convergence of derivatives allows term-by-term differentiation, Proof that the absolute value is multiplicative, Proof of the squeeze theorem for sequences, Proof of Pascal's rule from the recursive definition, Proof that a differentiable function is convex iff its derivative is increasing, Proof of the linearity of differentiation, Proof of the sequential characterization of limits, Proof that the exponential function is strictly increasing, Proof that Cauchy sequences are bounded, Proof of the triangle inequality for real numbers, Proof of the epsilon-N definition of the limit of a sequence, Proof of the comparison test, Proof of the existence of the infimum by negation, Proof of the continuity of the inverse of a strictly monotone continuous function, Proof of Fermat's theorem on stationary points, Proof that limits preserve non-strict inequalities, Proof that 1 + x is at most exp x, Proof of the factorial formula for binomial coefficients by induction, Proof that a function with positive derivative is strictly increasing, Proof of the intermediate value theorem by the supremum, Proof of the binomial theorem by induction, Proof that exponentials dominate powers in sequences, by the ratio of consecutive terms, Proof that differentiable functions are continuous, Proof that one-sided limits of a monotone function exist, Proof of the epsilon-delta form of the limit of a function, Proof of the well-ordering principle from strong induction, Proof of the Bolzano–Weierstrass theorem by a monotone subsequence, Proof of the Archimedean property in an Archimedean ordered field, Proof that a composition of continuous functions is continuous, Proof of the exponential of a sum by the Cauchy product, Proof that a decreasing sequence bounded below converges, Proof of the term test, Proof that the exponential function is its own derivative, by term-by-term differentiation, Proof that the reals are Archimedean from the completeness axiom, Proof of the ratio test, Proof that convergent sequences are bounded, Proof of the product rule, Proof of the monotone convergence theorem for sequences, Proof that continuity is equivalent to sequential continuity, Proof that a function with zero derivative on an open interval is constant, Proof of the boundedness theorem by Bolzano–Weierstrass, Proof of the ratio formula for the radius of convergence, Proof that a series of nonnegative terms converges iff its partial sums are bounded, Proof of the mean value theorem from Rolle's theorem, Proof that the Cauchy product of absolutely convergent series converges absolutely to the product, Proof that slopes of a convex function are increasing, Proof that the exponential function is strictly convex, Proof of the constant multiple rule.

  1. Binomial coefficient definition
  2. Construction of the reals from Cauchy sequences concept
  3. Convex function definition
  4. Definition by recursion concept
  5. Element definition
  6. Factorial definition
  7. Group concept
  8. Integers object
  9. Limit point of a set definition
  10. Local maximum definition
  11. Mathematical induction concept
  12. Natural numbers object
  13. Ordered field definition
  14. Peano axioms concept
  15. Proposition concept
  16. Rational numbers object
  17. Real numbers object
  18. Sequence definition
  19. Set bounded above definition
  20. Strictly monotone function definition
  21. Proof of Pascal's rule from the recursive definition proof
  22. Proof that slopes of a convex function are increasing proof
  23. Strictly convex function definition
  24. Set definition
  25. Ring definition
  26. Ring of integers statement
  27. Limit of a function definition
  28. Local minimum definition
  29. Archimedean ordered field definition
  30. Successor function definition
  31. Conjunction definition
  32. Disjunction definition
  33. Implication definition
  34. Negation definition
  35. Predicate definition
  36. The reals form a field statement
  37. Real sequence definition
  38. Subsequence definition
  39. Infimum definition
  40. Supremum definition
  41. Pascal's rule statement
  42. Slopes of a convex function are increasing statement
  43. Ordered pair definition
  44. Commutative ring definition
  45. Continuity at a point definition
  46. Derivative definition
  47. One-sided limit definition
  48. Addition of natural numbers definition
  49. Proof of the Archimedean property in an Archimedean ordered field proof
  50. The rationals form a field statement
  51. Biconditional definition
  52. The successor function is injective statement
  53. Zero is not a successor statement
  54. Truth table concept
  55. Modus ponens concept
  56. Existential quantifier definition
  57. Universal quantifier definition
  58. Bounded sequence definition
  59. Cauchy sequence definition
  60. Geometric sequence definition
  61. Limit of a sequence definition
  62. Monotone sequence definition
  63. Sequence tending to infinity definition
  64. Series definition
  65. Completeness axiom statement
  66. Proof of the factorial formula for binomial coefficients by induction proof
  67. Cartesian product definition
  68. Continuous function definition
  69. Differentiable function definition
  70. One-sided derivative definition
  71. Archimedean property statement
  72. Proof of the commutativity of addition by induction proof
  73. Subset definition
  74. Order on the natural numbers definition
  75. The rationals form an ordered field statement
  76. Propositional logic concept
  77. Mathematical proof concept
  78. Uniqueness quantifier definition
  79. Limit superior definition
  80. Proof of the sum of a finite geometric series proof
  81. Convergent sequence definition
  82. Pointwise convergence definition
  83. Sequential continuity definition
  84. The sequence r^n tends to infinity for r > 1 example
  85. Alternating series definition
  86. Cauchy product definition
  87. Partial sum definition
  88. Power series definition
  89. Factorial formula for binomial coefficients statement
  90. Proof that a composition of continuous functions is continuous proof
  91. Binary relation definition
  92. Derivative function definition
  93. Order on the reals definition
  94. Commutativity of addition statement
  95. Proof of strong induction from ordinary induction proof
  96. Tautology definition
  97. Uniform convergence definition
  98. Sum of a finite geometric series statement
  99. Radius of convergence definition
  100. Convergent series definition
  101. Proof of the binomial theorem by induction proof
  102. Antisymmetric relation definition
  103. Reflexive relation definition
  104. Transitive relation definition
  105. Higher derivative definition
  106. Interval definition
  107. Function definition
  108. Strong induction statement
  109. Uniform convergence on a set definition
  110. Logical equivalence definition
  111. Series of functions definition
  112. Sum of a series definition
  113. Absolute convergence definition
  114. Binomial theorem statement
  115. Preorder definition
  116. Second derivative definition
  117. Proof of the epsilon-delta form of continuity proof
  118. Proof of the epsilon-delta form of the limit of a function proof
  119. Proof of the well-ordering principle from strong induction proof
  120. Proof of the double negation law by a truth table proof
  121. Partial order definition
  122. Epsilon-delta definition of continuity statement
  123. Monotone function definition
  124. Epsilon-delta definition of a limit statement
  125. Well-ordering principle statement
  126. Double negation law statement
  127. Total order definition
  128. Composition of continuous functions is continuous statement
  129. Proof by contradiction concept
  130. Proof that every sequence has a monotone subsequence, by peaks proof
  131. Proof that the reals form an ordered field, with the Cauchy sequence construction proof
  132. Every sequence has a monotone subsequence statement
  133. The reals form an ordered field statement
  134. Absolute value definition
  135. Proof of the approximation property of the supremum proof
  136. Proof of the existence of the infimum by negation proof
  137. Proof of the triangle inequality for real numbers proof
  138. Proof that the absolute value is multiplicative proof
  139. Proof of the epsilon-N definition of the limit of a sequence proof
  140. Approximation property of the supremum statement
  141. Existence of the infimum statement
  142. Triangle inequality statement
  143. Absolute value is multiplicative statement
  144. Epsilon-N definition of the limit of a sequence statement
  145. Proof of the intermediate value theorem by the supremum proof
  146. Proof that one-sided limits of a monotone function exist proof
  147. Proof that the reals are Archimedean from the completeness axiom proof
  148. Proof of the limit of a sum of sequences proof
  149. Proof of the squeeze theorem for sequences proof
  150. Proof of the uniqueness of limits proof
  151. Proof that limits preserve non-strict inequalities proof
  152. Intermediate value theorem statement
  153. Proof that differentiable functions are continuous proof
  154. Proof that convergent sequences are bounded proof
  155. Proof that convergent sequences are Cauchy proof
  156. The reals are Archimedean statement
  157. Proof that subsequences of a convergent sequence converge to the same limit proof
  158. The sequence 1/n tends to zero example
  159. Proof that Cauchy sequences are bounded proof
  160. Proof of the term test proof
  161. Proof of the monotone convergence theorem for sequences proof
  162. Differentiable functions are continuous statement
  163. Proof of the continuity of the inverse of a strictly monotone continuous function proof
  164. Proof that there is a natural number n with 1/n below any positive epsilon proof
  165. Limit of a sum of sequences statement
  166. Uniqueness of limits statement
  167. Limits preserve non-strict inequalities statement
  168. Convergent sequences are bounded statement
  169. Proof of the ratio formula for the radius of convergence proof
  170. Squeeze theorem statement
  171. Subsequences of a convergent sequence converge to the same limit statement
  172. Convergent sequences are Cauchy statement
  173. Cauchy sequences are bounded statement
  174. Monotone convergence theorem for sequences statement
  175. Proof of the limit of a product of sequences proof
  176. There is a natural number n with 1/n below any positive epsilon statement
  177. One-sided limits of a monotone function exist statement
  178. Term test statement
  179. Proof of the alternating series test proof
  180. Proof that a series of nonnegative terms converges iff its partial sums are bounded proof
  181. Proof that a decreasing sequence bounded below converges proof
  182. The sequence r^n tends to zero for |r| < 1 example
  183. Proof of the sequential characterization of limits proof
  184. Continuity of the inverse of a strictly monotone continuous function statement
  185. Proof that continuity is equivalent to sequential continuity proof
  186. Limit of a product of sequences statement
  187. Decreasing sequence bounded below converges statement
  188. Geometric series example
  189. A series of nonnegative terms converges iff its partial sums are bounded statement
  190. Alternating series test statement
  191. Continuity is equivalent to sequential continuity statement
  192. Proof that the Cauchy product of absolutely convergent series converges absolutely to the product proof
  193. Sequential characterization of limits statement
  194. Proof of the root test proof
  195. Proof that exponentials dominate powers in sequences, by the ratio of consecutive terms proof
  196. Proof of the Cauchy–Hadamard theorem proof
  197. Proof of the ratio test proof
  198. Proof of the Bolzano–Weierstrass theorem by a monotone subsequence proof
  199. Proof of the comparison test proof
  200. Proof of the chain rule with an auxiliary difference quotient proof
  201. Proof of the product rule proof
  202. Proof of the linearity of differentiation proof
  203. Comparison test statement
  204. Cauchy product of absolutely convergent series statement
  205. Bolzano–Weierstrass theorem statement
  206. Exponentials dominate powers in sequences statement
  207. Chain rule statement
  208. Product rule statement
  209. Linearity of differentiation statement
  210. Ratio test statement
  211. Root test statement
  212. Proof of the boundedness theorem by Bolzano–Weierstrass proof
  213. Proof of the Cauchy criterion for sequences by the Bolzano–Weierstrass theorem proof
  214. Derivative of an inverse function statement
  215. Proof of the constant multiple rule proof
  216. Proof of the power rule by induction proof
  217. Boundedness theorem statement
  218. Ratio formula for the radius of convergence statement
  219. Cauchy–Hadamard theorem statement
  220. Cauchy criterion for sequences statement
  221. Constant multiple rule statement
  222. Power rule statement
  223. Proof of the extreme value theorem by the Bolzano–Weierstrass theorem proof
  224. Uniformly Cauchy sequence of functions definition
  225. Proof of the Cauchy criterion for series proof
  226. Extreme value theorem statement
  227. Proof of the formula for the derivative of a polynomial proof
  228. Proof of Fermat's theorem on stationary points proof
  229. Cauchy criterion for series statement
  230. Derivative of a polynomial statement
  231. Proof that absolutely convergent series converge proof
  232. Fermat's theorem on stationary points statement
  233. Proof of Rolle's theorem proof
  234. Absolutely convergent series converge statement
  235. Rolle's theorem statement
  236. Proof of the Weierstrass M-test proof
  237. Proof of Abel's theorem by summation by parts proof
  238. Proof of the mean value theorem from Rolle's theorem proof
  239. Weierstrass M-test statement
  240. Abel's theorem statement
  241. Mean value theorem statement
  242. Proof that power series converge uniformly on smaller intervals inside the radius of convergence proof
  243. Proof that a function with zero derivative on an open interval is constant proof
  244. Proof that a differentiable function is convex iff its derivative is increasing proof
  245. Proof that a function with nonnegative derivative is increasing proof
  246. Proof that uniform convergence of derivatives allows term-by-term differentiation proof
  247. Proof that a function with positive derivative is strictly increasing proof
  248. Power series converge uniformly on smaller discs inside the radius of convergence statement
  249. A function with zero derivative is constant statement
  250. A differentiable function is convex iff its derivative is increasing statement
  251. A function with nonnegative derivative is increasing statement
  252. Uniform convergence of derivatives allows term-by-term differentiation statement
  253. A function with positive derivative is strictly increasing statement
  254. Proof that the exponential series has infinite radius of convergence proof
  255. Proof that a function with nonnegative second derivative is convex proof
  256. Proof of term-by-term differentiation proof
  257. The exponential series has infinite radius of convergence statement
  258. A function with nonnegative second derivative is convex statement
  259. Term-by-term differentiation statement
  260. Exponential function definition
  261. Proof of the exponential of a sum by the Cauchy product proof
  262. Proof that power series are differentiable inside the radius of convergence proof
  263. Exponential of a sum statement
  264. Power series are differentiable inside the radius of convergence statement
  265. Proof that the exponential function is positive proof
  266. Proof that the exponential function is its own derivative, by term-by-term differentiation proof
  267. The exponential function is positive statement
  268. The exponential function is its own derivative statement
  269. Proof that the exponential function is strictly increasing proof
  270. The exponential function is strictly increasing statement
  271. Proof that the exponential function is strictly convex proof
  272. Proof that 1 + x is at most exp x proof
  273. Natural logarithm definition
  274. The exponential function is convex statement
  275. 1 + x is at most exp x statement
  276. Proof that the logarithm is the inverse of the exponential proof
  277. Logarithm is the inverse of the exponential statement
  278. Proof of the derivative of the logarithm by the inverse function rule proof
  279. Derivative of the logarithm statement
  280. Proof of the Mercator series by term-by-term differentiation and Abel's theorem proof

Where this leads

1 page builds on this one.

Further reading

  1. Web https://en.wikipedia.org/wiki/Mercator_series, Derivation
  2. Web https://en.wikipedia.org/wiki/Abel%27s_theorem
About this page
TagVAV1B60704
URIm2://VAV1B60704
Kindproof
WritingW0 stub
MSC30B10, 33B10
ProvesMercator series
UsesNatural logarithm, Derivative of the logarithm, Chain rule, Derivative of a polynomial, Ratio formula for the radius of convergence, Power series are differentiable inside the radius of convergence, Geometric series, A function with zero derivative is constant, Logarithm is the inverse of the exponential, Alternating series test, The sequence 1/n tends to zero, Abel's theorem, Uniqueness of limits, Exponential function
Changed4 November 2026

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