MA2311 Chapter 2
MA2311 Chapter 2
Chapter 2
Infinite Series
Infinite Series
Partial Sum
Convergence of Geometric Series
Telescoping Series
nth Term Test
p-series Test
Comparison Test
Limit Comparison Test
Ratio Test
Root Test
Alternating Series Test
Absolute Convergent/Conditionally Convergent/Divergent
Examples
Consider an 8 × 8 chessboard.
Put 1 grain of rice in the first square of the chessboard.
Doubling the number in the next square.
How much rice do we need to fill the chessboard?
X64
1 + 2 + 22 + 23 + 24 + · · · + 263 = 2i−1
i=1
a1 + a2 + a3 + · · · + an + · · · ,
1 1 1
, , ,···
2 22 23
a1 , a2 , a3 , · · · , an , · · ·
Infinite Sequence: a1 , a2 , a3 , · · · , an , · · ·
∞
X
Infinite Series: an = a1 + a2 + a3 + · · · + an + · · ·
n=1
1 − 1 + 1 − 1 + 1 − 1 + 1 − 1 + · · · =?
∞
X
Infinite Series: an = a1 + a2 + a3 + · · · + an + · · ·
n=1
a1 + a2 + a3 + · · · + an + · · · =?
∞
X
Infinite Series: an = a1 + a2 + a3 + · · · + an + · · ·
n=1
a1 + a2 + a3 + · · · + an + · · · =?
We are adding infinite number of terms, so the sum might not be finite.
If the sum is finite, we may or may not be able to find the finite sum.
We want to know when an infinite series gives a finite sum.
If we get a finite sum, we say the infinite series is convergent, otherwise,
we say the infinite series is divergent.
s1 = a1
s2 = a1 + a2
s3 = a1 + a2 + a3
..
.
sn = a1 + a2 + a3 + · · · + an
..
.
lim sn = a + a2 + · · ·
n→∞ |1 {z }
add infinite number
of terms since n → ∞
∞
X
Thus, we can think that an is the same as lim sn .
n→∞
n=1
lim sn = a + a2 + · · ·
n→∞ |1 {z }
add infinite number
of terms since n → ∞
∞
X
Thus, we can think that an is the same as lim sn .
n→∞
n=1
a1 + a2 + · · · + an + · · · = L
∞
X
an = L
n=1
1 − 1 + 1 − 1 + 1 − 1 + 1 − 1 + · · · =?
s1 = 1
s2 = 1 − 1 = 0
s3 = 1 − 1 + 1 = 1
s4 = 1 − 1 + 1 − 1 = 0
1 − 1 + 1 − 1 + 1 − 1 + 1 − 1 + ···
is divergent.
TAN BAN PIN MA2311 18 / 86
Infinite Series
n
X
sn = a1 + a2 + · · · + an = ak
k=1
n
X ∞
X
We investigate if lim ak = ak
n→∞
k=1 k=1
∞
X
ak is the infinite series corresponding to the sequence {an }
k=1
We say that this infinite series is convergent if lim sn exists. Otherwise,
n→∞
it is divergent.
Thus, to check whether a given infinite series is convergent, we consider
the partial sum sn and determine whether lim sn exists or not.
n→∞
sn − rsn = a − arn
1 − rn
sn = a r 6= 1
1−r
Example
Geometric Sequence with first term = a and common ratio = r
a(1 − rn )
sn =
1−r
(i) r = 1 a + a + a + a + ···
Then sn = na → ∞ if a > 0 (or −∞ if a < 0)
Thus, the series is divergent.
(ii) r = −1 a − a + a − a + ···
Then {sn } is a, 0, a, 0, · · ·
Thus, the series is divergent.
(iv) If |r| > 1, then rn → ∞ (or −∞), and the series diverges.
a + ar + ar2 + · · · + arn−1 + · · ·
a
if |r| < 1
1−r
and
it diverges if |r| > 1.
Consider an 8 × 8 chessboard.
Put 1 grain of rice in the first square of the chessboard.
Doubling the number in the next square.
How much rice do we need to fill the chessboard?
X64
1 + 2 + 22 + 23 + 24 + · · · + 263 = 2i−1
i=1
Examples
Examples
Consider a segment of length 1.
Cut half on the first day.
Cut half of the the remaining everyday.
How much have we cut by the 100th day?
Recall that first term a = 21 , common ratio r = 12 .
a
sn = −
1−r (1 h rn ).
1
i
1 100 1
s100 = 2
1− 12
1− 2 =1− 2100
1
In general, sn = 1 − 2n
As n gets larger, sn gets close to 1.
1
(i) 19 + 27 1
+ 81 + · · · is a geometric series
first term a = 19 and common ratio r = 13 .
1
a
It converges to = 9 1
1−r 1− 3
1
= .
6
(ii) 4 − 2 + 1 − 21 + 14 − · · ·
first term a = 4 and common ratio r = − 12 .
2
1 1 a
4+4 − +4 − + ··· =
2 2 1−r
4
=
1 − − 12
8
=
3
∞ k
X 3
k=1
4
This is a geometric series, first term 34 , common ratio = 3
4
a(1−rn )
Geometric series first term a, common ratio r, sn = 1−r
3
(1−( 34 )n ) 3
(1−0)
Partial sum sn = 4
1− 34
→ 4
1− 43
3
sn → 4
1− 43
= 3 when n → ∞
Conclusion: The given infinite series is convergent
∞
X
The geometric series ark−1 converges iff −1 < r < 1.
k=1
Furthermore, for −1 < r < 1,
∞
X a
ark−1 =
k=1
1−r
100xk k x k
= 100 25kx·5−1 = 500
Observe that 52k−1 25 .
x
We have a geometric series with first term = 500 25 = 20x and common
x
ratio 25 . Hence, this series converges if and only if
x
−1 < 25 < 1 ⇒ −25 < x < 25 . Furthermore, it converges to
20x 500
x =
1 − 25 25 − x
∞
X 1 1 1 1
= + + + · · · =?
k=1
k(k + 1) 1·2 2·3 3·4
1 1 1
Solution: Use partial fraction” techniques to write k(k+1) = k − k+1 .
Then
1 1 1 1
sn = + + + ··· +
1·2 2·3 3·4 n · (n + 1)
1 1 1 1 1 1 1 1
= ( − ) + ( − ) + ( − ) + ··· + ( − )
1 2 2 3 3 4 n n+1
1 1 1 1 1 1 1
= 1 + (− + ) + (− + ) + · · · + (− + ) −
2 2 3 3 n n n+1
1
=1− , and
n+1
∞
X 1 1
= lim (1 − ) = 1.
k=1
k(k + 1) n→∞ n+1
TAN BAN PIN MA2311 37 / 86
Theorem
∞
X ∞
X
1. If the series an and bn are convergent, then the series
n=1 n=1
∞
X
(an + bn ) is also convergent and
n=1
∞
X ∞
X ∞
X
(an + bn ) = an + bn .
n=1 n=1 n=1
∞
X ∞
X
2. If the series an is convergent and c ∈ R, then the series can is
n=1 n=1
also convergent and
∞
X ∞
X
can = c an .
n=1 n=1
n
X
sn = a1 + a2 + · · · + an = ak
k=1
n
X ∞
X
lim ak = ak
n→∞
k=1 k=1
∞
X
ak is convergent iff lim sn exists
n→∞
k=1
However, partial sums are often difficult to find.
For geometric series and telescoping series, we are able to find sn in terms
of n, and hence lim sn . Thus, we are able to decide whether the given
n→∞
geometric/telescopic series is convergent or not.
There are methods for testing convergence of infinite series that do not
require the partial sums.
is divergent.
Intuitive Explanation
an → 0 alone is not enough to guarantee convergence of the series
because we need an to be ”small enough”. For example, both n1 and
1
n2
→ 0 but n12 is much smaller than n1 when n is large.
∞
X
We will show ak converges ⇒ lim an = 0
n→∞
k=1
∞
X
Proof: Let ak = S.
k=1
The idea behind the proof is to use the facts that
n
X
1. S = lim sn where sn = ak .
n→∞
k=1
2. S = lim sn−1 as well, which is pretty obvious.
n→∞
3. an = sn − sn−1 .
All we have to do is to take limit on both sides of (3) to get
lim an = S − S = 0. (QED)
n→∞
Letting N → ∞, we conclude
∞ ∞
X 1 1 X 1
p
< ⇒ p
(converges)
n=2
n p − 1 n=1
n
(since it is smaller than a finite value)
Letting N → ∞, we conclude
∞
X 1
p
= ∞ (diverges)
n=1
n
(since RHS → ∞)
is divergent.
Recall nth term test: If an does not converge to 0, then the infinite
∞
X
series ak is divergent.
k=1
is divergent.
Check that
2n + 1 2n + 1 1 2 1 2
lim 2 = lim lim 1 lim 1
n→∞ n→∞ 3n + 2 n→∞ n→∞
(3n + 2)(5n) n 5n nn
is divergent.
Check that
2n + 1 (2n + 1)/n 1 2 1 2
lim 2 = lim lim 1 lim 1
n→∞ n→∞ (3n + 2)/n n→∞ n→∞
(3n + 2)(5n) n 5n nn
is divergent.
Check that
1
! 2 2
2n + 1 2+ 1 1
n
lim 2 = lim 2 lim 1 lim 1
n→∞ n→∞ 3+ n→∞ n→∞
(3n + 2)(5n) n n 5n nn
is divergent.
Check that
2 + n1
!
2n + 1 1 2 1 2
lim 2 = lim lim 1 lim 1
n→∞ n→∞ 3 + 2 n→∞ n n→∞ n
(3n + 2)(5n) n n 5 n
= 32 (1)2 (1)2 = 32
is divergent.
Now,
2n + 1 2
lim 2 = 6= 0
n→∞
(3n + 2)(5n) n 3
Recall nth term test: If an does not converge to 0, then the infinite
∞
X
series ak is divergent.
k=1
∞
X
A series ak is called an (eventually) non-negative series if each
k=1
ak > 0 (eventually).
Here ak > 0 eventually means there exists K ∈ N such that ak > 0 for all
k > K (for example, ak > 0 for all k > 15).
We will first develop tests for (eventually) non-negative series.
∞
X 1
1. Is the series convergent?
n=1
3n +2
Solution: Note that
1 1
06 6 n for all n ∈ N,
3n +2 3
∞
X 1 1
and converges because it is geometric series with |r| = 3 < 1. So
n=1
3n
∞
X 1
by Comparison Test, the series converges.
n=1
3n +2
∞
X 4 + cos n
2. Is the series convergent or divergent?
n2
n=1
Solution: For all n > 1, we have
−1 6 cos n 6 1
⇒ 3 6 4 + cos n 6 5
3 4 + cos n 5
⇒06 2 6 2
6 2.
n n n
∞ ∞
X 5 X 1
Now, =5 is convergent, since it is a p-series with p = 2 > 1.
n=1
n2 n=1
n2
∞
X 4 + cos n
Thus, by the Comparison Test, also converges.
n=1
n2
∞
X1
1. Is the series 2−n+1
convergent?
n=1
n
∞
X 1
Solution: We know that 2
is a p-series with p = 2 > 1, so it
n=1
n
∞
X 1
converges. It seems reasonable to compare the given series with ,
n=1
n2
1
but unfortunately n2 −n+1 > n12 .
So comparison test fails. We use the limit comparison test instead.
∞
X 1
So by the Limit Comparison Test, either the two series and
n=1
n2
∞
X 1
both converge or both diverge.
n=1
n2 −n+1
∞
X 1
Since converges (being a p-series with p = 2 > 1), so
n=1
n2
∞
X 1
2
also converges.
n=1
n −n+1
TAN BAN PIN MA2311 62 / 86
Examples on Limit Comparison Test
∞
1
X
2. Is the series convergent?
n=1
n+2
1
Solution: Note that n+2 > 0 for each n ∈ N.
1
n+2 2
ρ= lim n1 = lim = lim 1 + = 1 > 0.
n→∞
n+2
n→∞ n n→∞ n
∞
X 1
So by the Limit Comparison Test, either the two series and
n=1
n
∞ ∞
X 1 X 1
both converge or both diverge. Since diverges (being a
n=1
n+2 n=1
n
∞
X 1
p-series with p = 1), so also diverges.
n=1
n + 2
∞
X
Let an be an eventually positive series, and suppose that the limit
n=1
an+1
ρ = lim exists.
n→∞ an
∞
X
1. If ρ < 1, then the series an converges.
n=1
X∞
2. If ρ > 1, then the series an diverges.
n=1
3. No conclusion if ρ = 1. (Why?)
∞ n
X 2
1. Is the series convergent or divergent?
n!n=1
n
Solution: For each n ∈ N, an = 2n! > 0. And
2n+1
an+1 (n+1)! 2
ρ = lim = lim 2n = lim = 0 < 1.
n→∞ an n→∞ n→∞ n+1
n!
∞ n
X 2
Thus by the Ratio Test, the series is convergent.
n=1
n!
(2(n+1))!
an+1 [(n+1)!]2
ρ = lim = lim (2n)!
n→∞ an n→∞
(n!)2
(2n + 2)!(n!)2
= lim
n→∞ (2n)![(n + 1)!]2
(2n + 2)(2n + 1)
= lim = 4 > 1.
n→∞ (n + 1)2
∞
X (2n)!
Thus by the Ratio Test, diverges.
n=1
(n!)2
an+1 n
ρ = lim = lim
n→∞ an n→∞ 2n + 1
n
n
= lim
n→∞ 2n
+ n1
n
1
= lim
n→∞ 2 + 1
n
1
= < 1.
2
∞
X
By the Ratio Test, an converges.
n=1
∞
X
Let an be an eventually non-negative series, and suppose that the limit
n=1
1
ρ = lim ann exists.
n→∞
∞
X
1. If ρ < 1, then the series an converges.
n=1
X∞
2. If ρ > 1, then the series an diverges.
n=1
3. No conclusion if ρ = 1.
∞
X [2(n + 1)]n
Is the series convergent or divergent?
n=1
nn+1
[2(n+1)]n
Solution: Note that each n ∈ N, an = nn+1
> 0. Also,
1
[2(n + 1)]n n
1
n
ρ = lim an = lim
n→∞ n→∞ nn+1
2 · (n + 1)
= lim 1
n→∞
n1+ n
2 n+1
= lim 1 · = 2 > 1.
n→∞ n
n n
∞
X
(−1)k ak = −a1 + a2 − a3 + a4 − · · ·
k=1
∞
X ∞
X
Let (−1)n+1 an (or (−1)n an ) be an alternating series.
n=1 n=1
Suppose that
1. an > 0 for all n.
2. {an } is decreasing (i.e. an > an+1 for all n), and
3. lim an = 0.
n→∞
∞
X ∞
X
n+1
Then (−1) an (resp. (−1)n an ) is convergent.
n=1 n=1
∞
X ∞
X
1. Is it true that an converges ⇒ |an | converges?
n=1 n=1
X∞ X∞
2. Is it true that |an | converges ⇒ an converges?
n=1 n=1
∞
X ∞
X
1. Is it true that an converges ⇒ |an | converges?
n=1 n=1
X∞ X∞
2. Is it true that |an | converges ⇒ an converges?
n=1 n=1
∞
X (−1)n+1
Counter-example for (1): The series converges by the
n=1
n
∞ ∞
X (−1)n+1 X 1
alternating series test, but the series = diverges. So
n=1
n n=1
n
∞
X ∞
X
an converges ; |an | converges
n=1 n=1
∞
X
1. We say that the series an converges absolutely if the series
n=1
∞
X
|an | converges.
n=1
∞
X
2. We say the series an converges conditionally if
n=1
∞
X ∞
X
(i) an converges, and (ii) |an | diverges.
n=1 n=1
∞
X (−1)n+1
1. The series converges absolutely, since
n=1
n2
∞ ∞
X (−1)n+1 X 1
=
n=1
n2 n=1
n2