Unit 4
Unit 4
P
The necessary and sufficient condition that the series an should converge is that, for any given
ϵ > 0, there should exist a positive integer m such that
Proof 1.1
Let
sn = a1 + a2 + a3 + ... + an
sn+p = a1 + a2 + a3 + ... + an + an+1 + an+2 + ... + an+p
sn+p − sn = an+1 + an+2 + ... + an+p
P
an converges if and only if the sequence {sn } converges. By Cauchy’s General Principle of
Convergence of Sequences, {sn } converges if and only if given any ϵ > 0, there exists a positive
integer m such that
|sn+p − sn | < ϵ for all n ≥ m and for all positive integral values of p.
=⇒ |an+1 + an+2 + ... + an+p | < ϵ for all n ≥ m and for all positive integral values of p.
1
Example 1:
an where an = 1 + 12 + 13 + ... + n1 + ...
P
Using cauchy’s criterion of convergence, prove that the series
is divergent.
Solution:
an = 1 + 21 + 13 + ... + n1 + ... Let us assume that the series is convergent. Then, by Cauchy’s
P
Let
general principle of convegrence of series, given ϵ > 0, there exists a positive integer m such that
|an+1 + an+2 + ... + an+p | < ϵ for all n ≥ m and for all positive integral values of p.
1 1 1
|an+1 + an+2 + ... + an+p | = + + ... + < ϵ for all n ≥ m,
n+1 n+2 n+p
1 1 1
|an+1 + an+2 + ... + an+p | = + + ... + (m terms)
m+1 m+2 m+m
1 1 1
> + + ... +
m+m m+m m+m
1 1
>m· >
2m 2
That is |an+1 + an+2 + ... + an+p | ≮ ϵ. Therefore we arrive at a contradiction. Hence the given series
is not convergent.
Example 2:
n
Apply Cauchy’s general principle of convergence to prove that an where an = 1− 21 + 13 −...+ (−1)
P
n
+...
is convergent.
Solution: The solution is left to the reader.
P P
If there be two series of positive terms, un and vn such that the terms of the first are less
P P
than or equal to the corresponding terms of the second and if vn is convergent, then un is
also convergent.
2
Proof 2.1
Let
X
un = u1 + u2 + ... + un + ...
X
vn = v1 + v2 + ... + vn + ...
u1 ≤ v1
u2 ≤ v2
......
......
un ≤ vn
u1 + u2 + ...... + un ≤ v1 + v2 + ........ + vn
=⇒ An ≤ Bn
∴ lim An ≤ lim Bn
n→∞ n→∞
P
But vn is convergent, and hence
Note: Symbollicaly we write that a series is (C). i.e., convergent similarly we write that a
series is (D) i.e., divergent.
Example 3:
un = 1 + 1!1 + 2!1 + 3!1 + . . . to ∞ is convergent.
P
Prove that the series
Solution:
un = 1 + 1!1 + 2!1 + 3!1 + . . . to ∞.
P
Let
X 1 1 1 1
un = 1 + + + + + . . . to ∞ (1)
1 1.2 1.2.3 1.2.3.4
Consider the second series
X 1 1 1 1
vn = 1 + + + + + . . . to ∞ (2)
1 1.2 1.2.2 1.2.2.2
We find that u1 = v1 , u2 = v3 , u3 = v3 .
3
Since 1 · 2 · 3 ≥ 1 · 2 · 2,
1 1
≤ (i.e.,) u4 ≤ v4
1·2·3 1·2·2
P P
Similarly u5 ≤ v5 and so on. Hence in the two series un and vn ,the first three terms are equal
P P
and afterwards each term of un , is less than the corresponding terms of vn . Therefore by the
P P
comparison test, un is (C) if vn is (C).
But,
X 1 1 1 2 1 3
vn = 1 + + + + + ...
1 2 2 2
1
= 1 + a geometric series whose first term is 1 and common ratio is
2
= convergent, since the geometic series is (C), as its common ratio is < 1.
P
Therefore un is also (C).
P P
If there be two series of positive terms, un and vn such that the terms of the first are
P
greater than or equal to the corresponding terms of the second and if vn is divergent, then
P
un is also divergent.
Proof 2.2
Let
X
un = u1 + u2 + ... + un + ...
X
vn = v1 + v2 + ... + vn + ...
and An , Bn be respectively the partial sums to n terms of the two series. It is given that
u1 ≥ v1
u2 ≥ v2
......
......
un ≥ vn
u1 + u2 + ...... + un ≥ v1 + v2 + ........ + vn
=⇒ An ≥ Bn
∴ lim An ≥ lim Bn
n→∞ n→∞
4
P
But vn is divergent, and hence
lim Bn = +∞,
n→∞
P
Therefore limn→∞ An = +∞. Hence un is also divergent.
Example 4:
Prove that the harmonic series 1 + 12 + 13 + . . . to ∞ (i.e.,) ∞ 1
P
n=1 n is divergent.
Solution:
Let ! !
X 1 1 1 1 1 1 1
un =1 + + + + + + +
2 3 4 5 6 7 8
! ! (1)
1 1 1 1 1 1
+ + + ... + + + + ... + + . . . to ∞
9 10 16 17 18 32
1 1
We find that u1 = v1 , u2 = v3 , u4 = v4 , u8 = v8 , u16 = v16 etc. Since > , u3 > v3 ; Like wise,
3 4
1 1 P P
> , u5 > v5 ; u6 > v6 ; u7 > v7 etc. Hence in the two series un and vn some terms are equal.
5 8 P P
But most of terms of un are greater than the corresponding terms of vn . Therefore by the
P P
comparison test un is (D) if vn is (D).
But on simplification , we find that
X 1 1 1
vn = 1 + + + + . . . to ∞
2 2 2
1
= 1 + sum of geometric series whose first term is and common ratio is 1
2
= divergent, since the geometic series is (D) as its common ratio is 1.
P
Therefore un is also (D).
5
Theorem 2.3: Limit Form
P P
If the two series un and vn ,
un
limn→∞ vn
= l,
Proof 2.3
<(l + ϵ)k
(i.e.,) < a finite number.
n
X P
Therefore limn→∞ un is finite. Hence un is (C).
1
Case II:
P un
Let vn be (D). Therefore limn→∞ (v1 + v2 + v3 + . . . + vn ) = ∞. Now > l − ϵ for all n.
vn
(i.e.,) un > (l − ϵ)vn for all n.
Hence,
n
X n
X
un > (l − ϵ) · vn
1 1
n
X n
X
lim un > (l − ϵ) · lim vn → ∞
n→∞ n→∞
1 1
P
Hence un is also (D).
6
2.2 The k-series
The series,
1 1 1 1
k
+ k + k + ... + k + ...
1 2 3 n
is (C) if k > 1 and (D) when k ≤ 1.
Let
X 1 1 1 1
un = k + k + k + . . . + k + . . . (1)
1 2 3 n
Case I: Let k > 1.
P
We write un as ! !
X 1 1 1 1 1 1 1
un = k + + + + k+ k+ k+ k
1 2k 3k 4 5 6 7
! (2)
1 1 1
k
+ k + ... + k + ...
8 9 15
such that the nth bracket of (2) contains 2n−1 terms of the series (1).
Consider the second series,
! !
X 1 1 1 1 1 1 1
vn = k + k
+ k + + k+ k+ k+ k
1 2 2 4 4 4 4
! (3)
1 1 1
k
+ k + ... + k + ...
8 8 8
1 1
=⇒ < (i.e.,) u3 < v3 .
3k 2k
Similarly
1 1
< and so u5 <v5 ,
5k 4k
P P
and u6 <v6 , u7 <v7 and so on. Hence in the two series un and vn , some terms are equal. But
P P
most of the terms of un are less than the corresponding terms of vn .
P P
Therefore the comparison test , un is (C) if vn is (C). On simplification,
X 1 2 4 8
vn = k
+ k + k + k + ...
1 2 4 8
1 1 1 1
= k + k−1 + k−1 + k−1 + . . .
1 2 4 8
!2 !3
1 1 1 1
= k + k−1 + + + ...
1 2 2k−1 2k−1
1
This is a geometric series with common ratio .
2k−1
1
As k>1, k − 1 is +ve; i.e., k − 1>0. Therefore 2k−1 >20 ; i.e.,>1. and k−1 < 1. Therefore
P
vn is
P 2
(C). Hence un is also (C).
7
Case II: If k = 1,then (1) becomes the harmonic series.
1 1 1 1
+ + + ... + + ...
1 2 3 n
1 1 1 1
k
+ k + k + ... + k + ...
1 2 3 n
1 3 5
+ + + ...
1.2.3 2.3.4 3.4.5
Solution:
P
Let the given series be un . Then,
2n − 1
un =
n(n + 1)(n + 2)
8
Therefore,
un n(2n − 1)
lim = lim
n→∞ vn n→∞ n + 1)(n + 2)
1 2 − n1
= 1lim
n
→0 1 + 1 1 + 2
n n
=2 = (a finite quantity) ̸= 0.
P P P
Therefore by the comparison test, un and vn (C) or (D) together, But vn is (C) being a
particular case of the k series
1 1 1
k
+ k + ... + k + ...
1 2 n
which is known to be (C) when k>1. Here k = 2.
P
Therefore un is also (C).
P
Note: The choice of the comparison series vn is due to the following consideration. In un , the
degree n in the numerator is 1 and its degree in the denominator is 3. For large values of n, un is
2n 2 1
approximately equal to (i.e.,) 2 . So un is of the order of 2 and hence we compare it with
n.n.n n n
P 1
the series .
n2
Example 6:
Prove that the general harmonic series
1 1 1
+ + + ...
a a + b a + 2b
1
un =
a + (n − 1)b
P 1
Consider the second series vn where vn = .
n
un 1 1
= ÷
vn a + (n − 1)b n
n
=
a + (n − 1)b
un n
lim = lim
n→∞ vn n→∞ a + (n − 1)b
1
=
a 1
n
+ 1 − n
b
1
= = a finite quantity̸= 0 (Since b is positive)
b
9
P P P
∴ By the comparison test, un and vn (C) or (D) together. But vn is (D) being a particular
case of the k-series
1 1 1
k
+ k + ... + k + ...
1 2 n
which is known to be (D) when k<1. Here k = 1.
P
Therefore un is also (D).
Example 7:
∞
X √
Test for convergence of the series n2 + 1 − n .
n=1
Solution:
P
Let the given series be un . Then
√
u n = n2 + 1 − n
√ √
n2 + 1 − n n2 + 1 + n
= √
2
n +1+n
n2 + 1 − n2
= √
n2 + 1 + n
1
= √
n2 + 1 + n
10
Solution:
P
Let the given series be un . Then,
√ √
n+1− n
un = p
√ n √ √ √
n+1− n n+1+ n
= √ √
n p n+1+ n
n+1−n
= √ √
n p n+1+ n
1
= √ √
n p n+1+ n
P 1
Consider the second series vn , where vn =
1
p+
n 2
un 1 1
= √ √ ÷ 1
vn np n + 1 + n
p+
n 2
1 √
n2 n
= √ √ = √ √
n+1+ n n+1+ n
√
un n
lim = lim √ √
n→∞ vn n→∞
n+1+ n
1
= 1lim !
n
→0 q
1
1+ n
+1
1 1
= = = (a finite quantity) ̸= 0.
1+1 2
P P P
∴ By the comparison test, un and vn (C) or (D) together. But vn is a particular case of the
k-series,
1 1 1
k
+ k + ... + k + ...
1 2 n
which is known to be (C) when k>1 and (D) if k ≤ 1. Here k = p + 21 . Therefore
P
vn is (C) if
p + 12 >1 (i.e.,) if p> 21 and it is (D) if p ≤ 21 . Hence un is also (C) if p> 12 and (D) if p ≤ 21 .
P
Example 9:
Examine the convergence of ∞ 1
P
1 sin n .
Solution:
P
Let the given series be un . Then,
1
un = sin
n
11
1
P
Consider the second series vn , where vn = n
un sin n1
=
vn 1
n
un sin 1
lim = lim n
n→∞ vn n→∞ 1
n
sin 1
= 1lim n
→0 1
n
n
sin θ
=1 ∵ lim=1
θ→0 θ
1 1 1
k
+ k + ... + k + ...
1 2 n
P
which is known to be (D) if k ≥ 1. Here k = 1. So un is also (D).
Homework Sums
P∞ √
3 3
1. Test for convergence the series n=1 n +3−n .
2 3 4 5
p
+ p + p + p + ...
1 2 3 4
12
3 Binomial Theorem
Theorem 3.1: Binomial Theorem for Any Rational Index
If n is any number, positive or negative, integral functional, and −1 < x < 1 (i.e.,) |x|<1, the
sum of the series
n(n − 1) 2 n(n − 1) . . . (n − r + 1) r
1 + nx + x + ... + x + . . . to ∞ is (1 + x)n .
2! r!
Proof 3.1
n(n − 1) 2
For all values of n, the series 1 + nx + x + . . . to ∞ known to be absolutely convergent
2!
when |x|<1. Let its sum be determined.
Consider the two series
n1 n2 nr
f (n) = 1 + x + x2 + . . . + xr + . . .
1! 2! r!
and
m1 m2 2 mr r
f (m) = 1 + x+ x + ... + x + ...
1! 2! r!
Since these two series are absolutely convergent when |x| < 1. They can be multiplied and the
resulting product series is also an absolutely convergent series.
Now h n1 n2 2 nr r i
f (m).f (n) = 1 + x + x + . . . + x + . . . ×
1! 2! r!
h m1 m2 2 mr r i
1+ x+ x + ... + x + ...
1! 2! r!
m n1 m2 m1 n1 n2 2
1
=1+ + x+ + + + x + ...
1! 1! 2! 1! 1! 2!
In the R.H.S ., the (r + 1)th term (which is the coefficient of xr )
mr mr−1 n1 mr−2 n2 nr
= + + + ... +
r! (r − 1)! 1! (r − 2)! 2! r!
1 h r! r! i
= mr + .mr−1 .n1 + .mr−2 .n2 + . . . + nr
r! (r − 1)!1! (r − 2)!2!
1
= [m1 +r C1 .mr−1 .n1 +r C2 .mr−2 .n2 + . . . + nr ]
r!
1
= (m + n)r (by Vandermonde’s theorem)
r!
Therefore
13
Similarly
f (n) =f (1 + 1 + . . . to n terms )
=f (1)f (1)f (1) . . . to n factors
=[f (1)]n
f (n) =(1 + x)n
and this is simply the binomial theorem for a positive integral index.
Case II: Let n be a positive fraction.
r
Put n = where r and s are positive integers.
s
r r r r
f f . . . to s factors = f + + . . . to s terms
s s rs s
=f ·s
s
= f (r)
= (1 + x)r (by case I as r is a positive integer)
h r is
f .s = (1 + x)r
s
r r
f = (1 + x) s
s
(i.e., ) f (n) = (1 + x)n .
f (n).f (m) =f (n + m)
=f (−m + m) = f (0) = 1.
14
Therefore
1 1
f (n) = = (by case I and II as m is a positive)
f (m) (1 + x)m
=(1 + x)−m
=(1 + x)n .
f (n) = (1 + x)n
Note:
1. Throughout we have assumed that the series f (n) is absolutely convergent for all values n
provided |x| < 1.
2. The series
is called the Binomial Series. It is the binomial expansion for the function (1 + x)n .
n(n − 1)(n − 2) . . . (n − r + 1) r
x
r!
4. The coefficient of the general term will be zero only when one of the factors of its numerator
is zero. When n − r + 1 = 0 i.e., When r = n + 1, the series will stop at the rth term. But r is
a positive integer. So when r = n + 1, it follows that n must be a positive integer. Hence the
expansion by the binomial theorem extends to n + 1 terms when n is a positive integer and to
an infinite number of terms in all the other cases.
5. Let the (r + 1)th term in the expansion of(1 + x)n be denoted by tr−1 and the rth t erm by tr .
Then
n(n − 1)(n − 2) . . . (n − r + 1) r
tr−1 = x (1)
r!
n(n − 1)(n − 2) . . . (n − r + 2) r−1
tr = x (2)
(r − 1)!
15
Dividing (1) by (2),
tr+1 n−r+1
= x
tr r
This simplification will be very useful in working problems.
4 Exponential Theorem
Theorem 4.1: Exponential Theorem
For all values of x, positive or negative, integral or fractional, the sum of series
x x2 x3 xr
1+ + + + ... + + . . . to ∞ is ex .
1! 2! 3! r!
Proof 4.1
x x2 x 3 xr
1+ + + + ... + + . . . to ∞.
1! 2! 3! r!
is known to be absolutely convergent. Let its sum be denoted by f (x) . Consider the two series
x x2 x3 xr
f (x) =1 + + + + ... + + . . . to ∞
1! 2! 3! r!
y y2 y3 yr
and f (y) =1 + + + + ... + + . . . to ∞
1! 2! 3! r!
Since these two series are absolutey convergent for all values of x and y, they can be multiplied
and the resulting product series is also an absolutely convergent series.
Now
" #
2 3 r
x x x x
f (x).f (y) = 1 + + + + ... + + . . . to ∞
1! 2! 3! r!
" #
2 3 r
y y y y
× 1+ + + + ... + + . . . to ∞
1! 2! 3! r!
!
x2 y2
x y x y
=1+ + + + . + + ...
1! 1! 2! 1! 1! 2!
16
In the R.H.S., the r + 1th term
xr xr−1 y xr−2 y 2 yr
= + + + ... +
r! (r − 1)! 1! (r − 2)! 2! r!
1 r r! r−1 1 r! r−2 2 r
= x + x y + x y + ... + y
r! (r − 1)!.1! (r − 2)!.2!
1 r
x +r C1 xr−1 y 1 +r C2 xr−2 y 2 . . . + y r
=
r!
1
= [x + y]r (by the binomial theorem)
r!
Therefore
(x + y) (x + y)2 (x + y)r
f (x).f (y) = 1 + + + ... + + . . . to ∞
1! 2! r!
= f (x + y) ( in our notation)
Similarly
1 1
and f (1) = 1 + + + . . . to ∞ = e
1! 2!
f (x) = f (1 + 1 . . . to x terms)
= f (1).f (1) . . . to x factors
= [f (1)]x
= ex
17
r r
f .f . . . to s factors
s s
r r r
=f + + . . . to s terms
s s s
r
=f ·s
s
= f (r)
= er (by Case I, as r is a positive integer)
" #s
r
i.e., f = er
s
Taking the sth root of the both sides,
r r
f = es
s
i.e., f (x) = ex
Case III: Let x be any negative quantity (integral or fractional). Put x = −y, so that y is
positive. Now
f (x).f (y) = f (x + y)
= f (−y + y) = f (0) = 1
Therefore
1
f (x) =
f (y)
1
= y
e
= e−y
= ex .
f (x) = ex
x x2 x3 xr
i.e., ex = 1 + + + ... + + . . . to ∞
1! 2! 3! r!
This is known as the Exponential Theorem. Since the variable occurs as an exponent in the
function ex represented by the above series. The function is called an exponential function and
the corresponding series an Exponential Series.
18
5 Logarithmic Series
The student is already familiar with the logarithmic notation.
If N = aN , (a > 0) (3)
x = loga N (4)
N
Hence from (3) and (4), N = aloga which is a very useful result.
2. logb a · loga b = 1
From these, we have the following simple relation between the systems of logarithms:
log10 N
loge N = log10 N · loge 10 =
log10 e
Hence log10 N = loge N · log10 e
Hence, if the logarithm of N to the base e is known, the common logarithm is obtained by mul-
tiplying by the constant factor log10 e. This constant factor is called the modulus and its value is
0.43429 nearly.
19
Since this series is absolutely convergent, it can be re-arranged in powers of y. Then the coefficient
of y will be
(1 + x)y = eylog(1−x)
ylog(1 + x) (ylog(1 + x))2
=1+ + + ... (6)
1! 2!
(5) and (6) are different expansions of the same expression. So the coefficient of corresponding powers
of y in the two must be equal. Hence equating the coefficient of y, we get
1 1 1
log(1 + x) = x − x2 + x3 − x4 + . . .
2 3 4
Note:
When x = 1, the above series for log(1 + x) is known to be convergent. So that,
1 1 1
log 2 = 1 − + − + ...
2 3 4
Hence we may state the theorem as follows:
For the values of x such that −1 < x < 1,
1 1 (−1)n−1 n
log(1 + x) = x − x2 + x3 − . . . + x + ...
2 3 n
20