[564001] Calculus II

Lecture 3. Series: Convergence Tests

Yuki CHINO

Department of Applied Mathematics, National Yang Ming Chiao Tung University

February 27, 2024

Review: Limit (How to check the convergence of sequence)
◆To compute the limit of indeterminate forms ⇣

I Factorization and reduction of the fraction

I Rationalization of the numerator of the fraction
I Divide all terms by the leading term in the fraction
I Apply l’Hôpital’s rule
I Consider the squeeze theorem
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◆To show the existence of limit ⇣
I Monotonic & Bounded ! Monotone convergence
I Non-monotonic ! Cauchy sequence

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* We need to consider "-N definition basically.

=) How can we check the convergence of series?

Convergence of Series
◆Necessary Condition for Convergence ⇣
1
X
an < 1 ) lim an = 0.
n!1

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n=1

◆Integral Test (One of Sufficient Conditions) ⇣

Z 1
I If the improper integral f (x) dx converges, then the
1
1
X
infinite sum f (k) also converges.
k=1
Z 1
I If the improper integral f (x) dx diverges, then the infinite
1
1
X
sum f (k) also diverges.

✓ ⌘
k=1
Contents and Goal
◆Today’s contents ⇣

• Series (Infinite sum)

I Convergence of the Series
I Convergence Test
- Comparison Test
- Ratio Test (d’Alembert)

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- Root Test (Cauchy-Hadamard)

◆Motivation: Why we study today’s contents ⇣

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How to check convergence of Infinite sum

◆Today’s Goal (Aim) ⇣

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⇤ To understand the concept of Comparison/Ratio/Root Tests
Comparison Test

To know the convergence,

it is easy to compare “well-known” series

* The idea of integral test is also comparison with integral.

◆Essence of Comparison ⇣
1
X 1
X
tn , ,
a n  bn () an  bn

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n=1 n=1

1
X 1
X
an diverges =) bn diverges
n=1 n=1
1
X 1
X
bn converges =) an converges
n=1 n=1
Comparison Test
◆Proposition 3.1. (General Comparison Test) ⇣

For positive sequence an and bn satisfying that there exist N 2 N

and c > 0 such that for any n > N ,

an  c bn ,
是
then
1
X 1
X
I If series bn diverges, then series an also diverges.
n=1 n=1
X1 1
X
I If series an converges, then series bn also converges.

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n=1 n=1

* We do NOT have to compare

- an to bn for all n ) there exists N 2 N
- an to exact bn ) there exists c > 0
Comparison Test
We just re-write Proposition 3.1. as
◆Proposition 3.2. (Comparison Test) ⇣

If the positive sequence an and bn satisfying

an
lim =: c < 1
n!1 bn
1
X 1
X
then either both series an and bn converge or both diverge.

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n=1 n=1

* The idea is important (link to “dominate convergence theorem”) but

sometimes difficult to find a proper sequence bn .
 Comparison Test
◆Exercise 3.1. ⇣

Determine whether the following series is convergent or divergent:

X1
n!
n n

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n=1

Calulus I :
≤ π n
=
→
0 1 gueeze
thewum)

"

Pnin ☆<∞
: " ↑
(
Test )
Cmparison
:
≤
Calealus 2 ni :.

<x , ifs> 1
工
Absolute Convergence

To know the convergence,

it is easy to compare “well-known” series

◆Definition 3.1. (Absolute Convergent) ⇣

If we have
1
X
|an | < 1,
n=1
1
X
then the series an is said to be absolute convergent.

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n=1

1
X
4 - |an | converge ) absolute convergence
n=1
X1
- |an | diverge ) conditional convergence
n=1
Absolute Convergence

1
X 1
X 1
X
an  an  |an |
n=1 n=1 n=1

◆Proposition 3.2. (Comparison Test + Absolute Convergence) ⇣

1
X
If the series an is absolute convergent, then it is convergent.

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n=1

- absolute convergence
) swapping cannot change the value of series
- conditional convergence
) swapping can change the value of series (even infinity is possible)
 Ratio and Root Tests

To know the convergence,

it is easy to compare “well-known” series

◆Essence of Ratio and Root Test ⇣

Compare with geometric series (sequence)

I recursion expression: an+1 = r an

trkcx , ifirlc |
) Ratio Test r=rkak <-
akifkstandardroot 1

I standard expression: an = rn Gkt 1

a
recursion 1 comparisunl
1

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) Root Test
一
Ratio Test
◆Theorem 3.3. (Ratio Test/d’Alembert Test) ⇣

For the sequence an , Let

an+1
lim =: r
n!1 an

1
X
(1) If r < 1, then the series an is absolute convergent.
n=1
X1
(2) If r > 1, then the series an is divergent.

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n=1

1
X 1
X
|an+1 | “=” r |an | =) |an | “=” a1 rn 1

n=1 n=1
Root Test
◆Theorem 3.4. (Root Test/Cauchy-Hadamard Test) ⇣

For the sequence an , Let

p
n
lim sup |an | =: r
n!1

1
X
(1) If r < 1, then the series an is absolute convergent.
n=1
X1
(2) If r > 1, then the series an is divergent.

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n=1

1
X 1
X
|an | “=” rn =) |an | “=” rn
n=1 n=1

p
n
* Cauchy Test: If lim |an | (as n ! 1) exists, then (1),(2) above holds.
But “lim sup” can always exist.
Exercise
◆Exercise 3.2. ⇣

Determine whether the following series is convergent or divergent:

X1
n
2n

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n=1

◆Exercise 3.3. ⇣

Determine whether the following series is convergent or divergent:

X1 ✓ ◆n 2
n
n+1
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n=1
 “
i
☆"

”
①
“
iz
zn
vni(Tut"
Gn → 0 0 .
NOT
an
"

2
1
>
skip
x
@
,Abolote
walue
!
K
Take Ga =
a injanisar;

器: 瑞 之
→∞
,
n

By ratio test , sice | . |→Ʃ - 1 , Gm is

comvergencf

nlal
,
別 "
∞ ,
loar= "
焉 lin
|↑dantontoe

since an (" : ( " → xi 1

)
÷ "
" 瓜1

By wot fest 录 (死 ^is comvergenf

j
Σ
Announcement
◆Summary: How to check convergence of series ⇣

1 Check Absolute convergence.

2 Consider Integral test & Comparison test

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3 Check Ratio & Root test

◆ ⇣
No Lecture
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3/1 (Fri.)

I Next lecture: 3/5 (Tue.) 10:10-12:00, @SC106.

I Office Hour: Thursday 16:00-17:30
Of course, you can make an appointment
(email: [email protected])