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1 Infinite Series
1 Infinite Series
and series
n = 1, 2, . . .
Write an as a formula of n
an = f (n), n = 1, 2, . . .
Ex: an = 1/n2:
a1 = 1, a2 = 1/4, a3 = 1/9, . . .
General formula
Write an as a formula of n
an = f (n), n = 1, 2, . . .
Ex: an = 1/n2:
a1 = 1, a2 = 1/4, a3 = 1/9, . . .
Recurrence formula
Write an as function of previous terms
an−1, an−2, . . .
Ex: Fibonacci Sequence
an = an−1 + an−2,
a1 = a2 = 1
then
lim an = L
n→∞
Limit of sequence
lim an = L
n→∞
Convergence
an ≤ M
an ≥ m
Bounded sequence
an ≤ M
an ≥ m
Monotone sequence
{an} is increasing if for all n > N for some
fixed N
an+1 > an
{an} is decreasing if for all n > N for some
fixed N
an+1 < an
say {an} is monotone if increasing or
decreasing.
Monotone sequence
{an} is increasing if for all n > N for some
fixed N
an+1 > an
{an} is decreasing if for all n > N for some
fixed N
an+1 < an
say {an} is monotone if increasing or
decreasing.
Monotone sequence
{an} is increasing if for all n > N for some
fixed N
an+1 > an
{an} is decreasing if for all n > N for some
fixed N
an+1 < an
say {an} is monotone if increasing or
decreasing.
Monotone convergence
√
Given an = 6 + an−1, a1 = 1. Prove that
{an} converges and find its limit.
Prove that {an} is increasing by induction:
• a2 > a1
• Suppose an+1 > an. we prove that
then L = 3.
What happen when we sum up all terms of a
sequence?
Partial sum
Given sequence {an}. Let
SN = a1 + a2 + · · · + aN
SN = a0 + a1 + · · · + aN
= a + ar + ar2 + · · · + arN
= a(1 + r + · · · + rN )
1 − rN+1
=a
1−r
Convergence
1 1 1 1 1
SN = 1 − + − + − +
2 2 3 3 4
1 1
+ ··· + −
N N+1
1
=1−
N+1
∞
X 1
So =1
n(n + 1)
n=1
General form
• Suppose we can write
an = bn − bn+1
• Then
a1 + a2 + · · · + aN
= b1 − b2 + b2 − b3 + · · · − bN+1
= b1 − bN+1
•
P
an is called telescoping series
Mixed series
N
X 3 3 3 3 3
= − + − ··· −
n(n + 1) 1 2 2 N+1
n=1
3 3
= − →3
1 N+1
∞
X 3
so =3
n(n + 1)
n=1
Solution
So
∞
X 3 1
+ n =3+1=4
n(n + 1) 2
n=1
Positive series
If
lim an 6= 0
n→∞
P
then an diverges.
Why?
• aM + · · · + aN ≈ (N − M)L → ∞ if
N→∞
Example
∞
X n3
Check convergence of
n3 + n + 1
n=1
Solution:
n3
lim = 1 6= 0
n→∞ n3 + n + 1
converge
Be careful !!
• The reverse is NOT true
• If lim an = 0 we can NOT say that
P
an converges
• If lim an 6= 0 then Diverges
• If lim an = 0 then an can diverge or
P
converge
Test for positive series
(2) Integral Test
Let f (x) be a positive, non-increasing
function, and define an = f (n). Then
X∞ Z ∞
an ≈ f (x)dx
n=1 1
P P
Given 2 positive series an and bn.
Suppose an < bn for n > N for some fixed
N Then X X
an < bn
P P
If an diverges then bn diverges.
P P
If bn converges then an converges.
Example
∞
X 1
2n + 1
n=1
• if L = 0 then an < bn
P P
• if L = ∞ then an > bn
P P
Example
∞
X n2 + 3n − 1
√ √
n2 n + n − 2
n=1
Only care about the highest power
n2 1
bn = 2√ = √
n n n
P P
lim an/bn = 1 and bn diverges, so an
diverges.
Example: Harmonic series
∞
X 1
• The series is called harmonic
n
n=1
series
• Comparison doesn’t work, need to use
integral
1
• Function is positive and decreasing
x
R∞ 1
• 0 x dx = ln x|∞
0 = ∞
(−1)n+1 (−1)n
• Alternating: <0
n+1 n
1 1
• Decreasing: <
n+1 n
1
• lim = 0
n→∞ n
• Converges by Alternating series test
Example
∞
X (−1)n
Alternating harmonic series
n
n=1
(−1)n+1 (−1)n
• Alternating: <0
n+1 n
1 1
• Decreasing: <
n+1 n
1
• lim = 0
n→∞ n
• Converges by Alternating series test
Example
∞
X (−1)n
Alternating harmonic series
n
n=1
(−1)n+1 (−1)n
• Alternating: <0
n+1 n
1 1
• Decreasing: <
n+1 n
1
• lim = 0
n→∞ n
• Converges by Alternating series test
Proof Idea
Assume N = 1 and a1 > 0.
• a2k < 0, a2k+1 > 0
• S2k+2 > S2k
• S2k+1 < S2k−1
• S2 < S4 < · · · < S2k < S2k−1 < · · · <
S1
Proof Idea
Assume N = 1 and a1 > 0.
• a2k < 0, a2k+1 > 0
• S2k+2 > S2k
• S2k+1 < S2k−1
• S2 < S4 < · · · < S2k < S2k−1 < · · · <
S1
Proof Idea
Assume N = 1 and a1 > 0.
• a2k < 0, a2k+1 > 0
• S2k+2 > S2k
• S2k+1 < S2k−1
• S2 < S4 < · · · < S2k < S2k−1 < · · · <
S1
Proof Idea
Assume N = 1 and a1 > 0.
• a2k < 0, a2k+1 > 0
• S2k+2 > S2k
• S2k+1 < S2k−1
• S2 < S4 < · · · < S2k < S2k−1 < · · · <
S1
Error
P
Suppose an is an alternating series that
converges to a value S, then
for every n.
Example
∞
X (−1)n
Suppose converges to number S.
1 + 2n
n=1
How large is N so that the error |S − SN | is
less than 10−3?
Solution: |S − SN | < |aN+1| so we need
• Given
P
an not positive.
• Consider |an|: positive series
P
P
If an absolutely converges then it is also
converges
Proof
P
Suppose |an| converges. Let
bn = an + |an|
2|an| ≥ bn ≥ 0 ∀n
P P
So if |an| converges, bn converges
X X X
an = bn − |an|
also converges.
Conditional convergence
P P
If an converges but |an| diverges then
P
we say that an conditionally converges
Alternating harmonic
series
∞
X X (−1)n
an =
n
n=1
∞
X X 1
|an| =
n
n=1
P P
|an| diverges, but an converges
(6) Ratio Test
P
Given an and
an+1
ρ = lim
n→∞ an
• if ρ < 1 then
P
an absolutely
converges.
• if ρ > 1 then
P
an diverges.
• if ρ = 1 then no conclusion.
Example
∞
X (−1)nn!
nn
n=1
(n + 1)! nn
ρ = lim
n→∞ (n + 1)n+1 n!
n
n 1
= lim = <1
n→∞ n + 1 e
so the series absolutely converges.
Example
∞
X (−1)nn!
nn
n=1
(n + 1)! nn
ρ = lim
n→∞ (n + 1)n+1 n!
n
n 1
= lim = <1
n→∞ n + 1 e
so the series absolutely converges.
(7) Root Test
P
Let an positive and
p
n
ρ = lim |an|
n→∞
• if ρ < 1 then
P
an absolutely
converges.
• if ρ > 1 then
P
an diverges.
• if ρ = 1 then no conclusion.
Example
∞
X 2n+1
nn
n=1
2(n+1)/n
ρ = lim =0<1
n→∞ n
so the series converges
Which test to use?
• 1st step: if lim an 6= 0 then diverges
If lim an = 0 then continue
• Integral: function with ln
• Comp./Limit comp.: Rational, trig
• Root: (.)n
• Ratio: n!
• Alternate sign: Alternating series test
Homework 1