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CM 2013- Calculus & Numerical

Methods

Infinite Series
Lecturer In Charge : Mrs. Dinushiya Rodrigo
Email Address: dinushiya@sjp.ac.lk
Series
A series is the sum of the terms of a sequence. For examples,
I. 2 + 4 + 6 + 8 + 10 + 12 + 14 + 16 + 18 + 20 + 22 + ⋯
II. 129437 + 2 + 13 + 9859 + 487 + 12 + 84 + 7437 + ⋯

The nth term of a sequence or series is denoted by 𝑎𝑛

Ex: Find the nth term of the following series?


1 1 1
1. 1+ + + +⋯
2 3 4
2. 1 + 2 + 4 + 8 + 16 + ⋯
1 2 3 4
3. + + + +⋯
2 3 4 5

CM 2013- Calculus & Numerical Methods 2


Series(cont.)
If *𝑎𝑛 +∞
𝑛=1 is a sequence then the sum, 𝑎1 + 𝑎2 + 𝑎3 + ⋯ + 𝑎𝑛 + ⋯
of all term denoted by

𝑎𝑛 𝑜𝑟 𝑎𝑛
𝑛=1
Partial Sum

The sum of the first n terms 𝑆𝑛 of the series 𝑛=1 𝑎𝑛 is given by
𝑛

𝑆𝑛 = 𝑎1 + 𝑎2 + 𝑎3 + ⋯ + 𝑎𝑛 = 𝑎𝑘
𝑘=1
where 𝑆𝑛 is called the nth partial sum of the series.
and 𝑎𝑛 = 𝑆𝑛 − 𝑆𝑛−1 for all 𝑛 > 1.

CM 2013- Calculus & Numerical Methods 3


• Let’s consider the sequence *1 2𝑛 +∞
𝑛=1 if we start to add the terms of the sequence
1 1 1 1
+ + + ⋯+ 𝑛 + ⋯
2 4 8 2

1st term: 𝑆1 = 𝑎1 = 1/2 = 1 − 1/21


2nd term: 𝑆2 = 𝑎1 +𝑎2 = 3/4 = 1 − 1/22
3rd term: 𝑆3 = 𝑎1 + 𝑎2 +𝑎3 = 7/8 = 1 − 1/23

𝑡ℎ 1
𝑛 term: 𝑆𝑛 = 𝑎1 + 𝑎2 +𝑎3 + ⋯ +𝑎𝑛 =1−
2𝑛

• This creates a sequence of partial sums *𝑆𝑘 +∞ 𝑘=1


𝑆1, 𝑆2 , 𝑆3 , … , 𝑆𝑛

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Geometric Series
If we have terms of an infinite sequence *𝑎𝑛 +∞
𝑛=1 , in the following form
𝑎, 𝑎𝑟, 𝑎𝑟 2 , 𝑎𝑟 3 , … , 𝑎𝑟 𝑛−1 , …
And if we consider the series, it is considered as geometric series and denoted by

𝑎𝑟 𝑛−1 , 𝑤ℎ𝑒𝑟𝑒 𝑎 ≠ 0
𝑛=1
Theorem

∞ 𝑛−1
If 𝑟 < 1 then the geometric series 𝑛=1 𝑎𝑟 is convergent to 𝑎 (1−𝑟). Otherwise
If 𝑟 ≥ 1 then, the series is divergent.

CM 2013- Calculus & Numerical Methods 5


Convergence of a Series
Definition

• Given a series 𝑛=1 𝑎𝑛 = 𝑎1 + 𝑎2 +𝑎3 + ⋯ and,
𝑛

𝑆𝑛 = 𝑎𝑖 = 𝑎1 + 𝑎2 +𝑎3 + ⋯ +𝑎𝑛
𝑖=1
• If the sequence *𝑆𝑛 + is convergent and lim 𝑆𝑛 = 𝑠 exists as a real number, then the series
𝑛→∞
𝑎𝑛 is called convergent and we write

𝑎𝑖 = 𝑠 𝑜𝑟 𝑎1 + 𝑎2 +𝑎3 + ⋯ +𝑎𝑛 + ⋯ = 𝑠
𝑖=1

∞ 𝑛

𝑎𝑖 = lim 𝑎𝑖 = lim 𝑆𝑛 = 𝑠
𝑛→∞ 𝑛→∞
𝑖=1 𝑖=1

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Theorem
∞ ∞ ∞
Let 𝑎
𝑛=1 𝑛 and 𝑛=1 𝑏𝑛 be convergent series. Then, 𝑛=1(𝜆𝑎𝑛 + 𝜇𝑏𝑛 ) is convergent
∞ ∞ ∞
and 𝑛=1(𝜆𝑎𝑛 + 𝜇𝑏𝑛 ) =𝜆 𝑎
𝑛=1 𝑛 + 𝜇 𝑛=1 𝑏𝑛 .

Proof:
𝑛 𝑛 𝑛
Let 𝑆𝑛 = 𝑟=1 𝑎𝑟 and 𝑇𝑛 = 𝑟=1 𝑏𝑟 and 𝑈𝑛 = 𝑟=1(𝜆𝑎𝑟 + 𝜇𝑏𝑟 ), where 𝑛 𝜖 ℕ.

Then 𝑈𝑛 = 𝜆𝑆𝑛 + 𝜇𝑇𝑛 for all 𝑛 𝜖 ℕ.

Since ∞ 𝑎
𝑛=1 𝑛 and ∞
𝑛=1 𝑏𝑛 be convergent,
lim 𝑆𝑛 and lim 𝑇𝑛 exist and lim 𝜆𝑆𝑛 + 𝜇𝑇𝑛 = 𝜆 lim 𝑆𝑛 + 𝜇 lim 𝑇𝑛
𝑛→∞ 𝑛→∞ 𝑛→∞ 𝑛→∞ 𝑛→∞

∞ ∞ ∞ ∞
Hence 𝑛=1(𝜆𝑎𝑛 + 𝜇𝑏𝑛 ) is convergent and 𝑛=1(𝜆𝑎𝑛 + 𝜇𝑏𝑛 ) =𝜆 𝑛=1 𝑎𝑛 + 𝜇 𝑛=1 𝑏𝑛

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Convergence of a Series(cont.)
Ex: Find
∞ 1
• ∞ • −1
𝑛=1 𝑛 𝑛=1 2𝑛 3𝑛+1

∞ 1
• ∞ 1
𝑛=1 2𝑛
• 𝑛=1 (𝑛+3) −1 (𝑛+1)

∞ 1 ∞ 1
• 𝑛=1 𝑛(𝑛+1) • 𝑛=1 (4𝑛2 −1)

∞ 𝑛−1
• 𝑛=1 2 • ∞ 𝑒𝑛
𝑛=1 3𝑛+1

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Theorem
If the ∞
𝑛=1 𝑎𝑛 series is convergent, then lim 𝑎𝑛 = 0
𝑛→∞

Proof:

Suppose 𝑛=1 𝑎𝑛 series is convergent.

Let 𝑆𝑛 be the nth partial sum of the series 𝑛=1 𝑎𝑛 .
Then 𝑎𝑛 = 𝑆𝑛 − 𝑆𝑛−1 for all 𝑛 𝜖 ℕ.

Since, the series 𝑛=1 𝑎𝑛 is convergent, lim 𝑆𝑛 = 𝑙 for some 𝑙 𝜖 ℝ.
𝑛→∞
Hence, lim 𝑎𝑛 = lim (𝑆𝑛 − 𝑆𝑛−1 )
𝑛→∞ 𝑛→∞
= lim 𝑆𝑛 − lim 𝑆𝑛−1 = 𝑙 − 𝑙 = 0.
𝑛→∞ 𝑛→∞

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Theorem (Test for Divergence)

If lim 𝑎𝑛 does not exist or if lim 𝑎𝑛 ≠ 0, then the series 𝑛=1 𝑎𝑛 is
𝑛→∞ 𝑛→∞
divergent.

Ex:
 ∞ 1 ∞ 3𝑛2
𝑛=1 𝑛(𝑛+1)  𝑛=1 𝑛(𝑛+1)
𝑛
∞ (1−𝑛) ∞ (−1) 𝑛
 𝑛=1 (2𝑛+1)  𝑛=1 (𝑛+1)
∞ 1 ∞
 𝑛=1 𝑛  𝑛=1 𝑛. sin(𝜋 𝑛)
∞ 𝑛2 .𝑐𝑜𝑠 𝑛𝜋
 ∞
𝑛=1 1 − 5
𝑛
𝑛  𝑛=1 1+2𝑛2

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Positive Term Series
Definition

The series 𝑛=1 𝑎𝑛 is said to be positive term series, if 𝑎𝑛 > 0 for all
𝑛 ∈ ℕ.

Theorem
A positive terms series convergent if and only if the sequence of partial
sums is bounded above.

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∞ 1
Example: 𝑛=1 𝑛!
1
Let 𝑎𝑛 = for all 𝑛 ∈ ℕ and 𝑆𝑛 be the nth partial sum of the series.
𝑛!
1
𝑎1 = =1
1!
1 1
𝑎2 = =
2! 2
1 1 1
𝑎3 = = < 2
3! 1.2.3 2
1 1 1
𝑎𝑛 = = < 𝑛−1
𝑛! 1.2.3.….𝑛 2
1 𝑛
1 1 1 1− 2 1
Hence 𝑆𝑛 < 1+ + + ⋯+ = 1 =2 1− <2
2 22 2𝑛−1 1−2 2𝑛
1
∴ 𝑆𝑛 ∞
𝑛=1 is bounded above. Since 𝑎𝑛 = > 0 for all 𝑛 ∈ ℕ.
𝑛!
∞ 1
Therefore, 𝑛=1 𝑛! is cgt.

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Theorem
∞ 1
The p-series 𝑛=1 𝑛𝑝 is convergent if 𝑝 > 1 and divergent if 𝑝 ≤ 1.
Example
(a) The series
∞ 1 1 1 1 1
3
= 3+ 3+ 3+ 3+⋯
𝑛=1 𝑛 1 2 3 4
is convergent because it is a p-series with 𝑝 = 3 > 1.

(b) The series


∞ 1 ∞ 1 1 1 1 1
1 = 3 = 3 +3 +3 +3 +⋯
𝑛=1 𝑛 3 𝑛=1 𝑛 1 2 3 4
1
is divergent because it is a p-series with 𝑝 = < 1.
3

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Comparison Test
Theorem
∞ ∞
Let 𝑛=1 𝑎𝑛 and 𝑛=1 𝑏𝑛 are series with positive terms.

∞ ∞
i. If 𝑛=1 𝑏𝑛 is convergent and 𝑎𝑛 ≤ 𝑏𝑛 for all 𝑛, then 𝑛=1 𝑎𝑛 is also convergent.
∞ ∞
ii. If 𝑛=1 𝑏𝑛 is divergent and 𝑏𝑛 ≤ 𝑎𝑛 for all 𝑛, then 𝑛=1 𝑎𝑛 is also divergent.

Note:

The first part says that if we have a series whose terms are smaller than those of a known
convergent series, then our series is also convergent.

The second part says that if we start with a series whose terms are larger than those of a known
divergent series, then it too is divergent.

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Comparison Test

Ex: 3𝑛 ∞ 2𝑛2
• ∞
𝑛=1 2𝑛2 +1 • 𝑛=1 𝑛3 +1

2𝑛 ∞ 1
• ∞
𝑛=1 𝑛3 +1 • 𝑛=1 𝑛(𝑛+7)

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Limit Comparison Test
Theorem
∞ ∞
Suppose that 𝑛=1 𝑎𝑛 and 𝑛=1 𝑏𝑛 are series with positive terms.
If
𝑎𝑛
lim =𝐿
𝑛→∞ 𝑏𝑛

Where 𝐿 > 0 is a finite number, then either both series converge or both
diverge.

Ex: 1 2
∞ 3𝑛 +2𝑛
2
∞ 2𝑛 +3𝑛
• ∞
𝑛=1 3𝑛 −1 • 𝑛=1 𝑛3 +1 • 𝑛=1
5+𝑛5

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Alternating Series
An Alternating Series is a series whose terms are alternately positive and
negative.
∞ −1 𝑛−1
Ex: 𝑛=1 𝑛

∞ −1 𝑛 ∗𝑛2
𝑛=1 𝑛!

∞ −1 𝑛−1 𝑛
𝑛=1 𝑛+1
∞ 𝑛−1 𝑎
So now we can represent an alternating series as 𝑛=1 −1 𝑛.

𝑛−1
−1 𝑎𝑛 = 𝑎1 − 𝑎2 + 𝑎3 − 𝑎4 + 𝑎5 − 𝑎6 + ⋯ , 𝑎𝑛>0
𝑛=1

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Alternating Series Test
Theorem
Let’s consider the alternating series ∞
𝑛=1 −1
𝑛−1 𝑎
𝑛. If
i. *𝑎𝑛 +is a sequence of positive numbers
ii. 𝑎𝑛 ≥ 𝑎𝑛+1 , for all n.
iii. lim 𝑎𝑛 = 0
𝑛→∞
Then ∞𝑛=1 −1 𝑛−1
𝑎𝑛 is convergent.

−1 𝑛−1 ∞ −1 𝑛−1 𝑛+1


Ex: • ∞
𝑛=1
• 𝑛=1
𝑛 𝑛−1

∞ −1 𝑛−1 −1 𝑛 3𝑛
• 𝑛=1 • ∞
𝑛=1 4𝑛−1
𝑛!

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Absolute Convergence
Definition

A series 𝑛=1 𝑎𝑛 is called absolute convergent if the series of absolute

values 𝑛=1 |𝑎𝑛 | is convergent.

Theorem

If a series 𝑛=1 𝑎𝑛 is absolutely convergent, then it is convergent.

Ex:
𝑛−1 𝑛−1
∞ (−1) ∞ (−1)
• 𝑛=1 • 𝑛=1
𝑛2 𝑛

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Conditional Convergence
Definition
A series ∞ 𝑎
𝑛=1 𝑛 is said to converge conditionally if ∞
𝑛=1 𝑎𝑛 is
converges while ∞𝑛=1 |𝑎𝑛 | diverges (Not coverage absolutely).

Eg.01:
(−1) 𝑛 1 1 1

𝑛=1 𝑛 = −1 + − + − ⋯ is converge conditionally.
2 3 4
Eg.02:
𝑛+1
∞ (−1) 1 1 1
𝑛=1 = 1 − + − + ⋯ is converge conditionally.
𝑛 2 3 4

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Ratio Test
The Ratio Test is effective with factorials and with combinations of powers
and factorials.
Theorem
𝑎𝑛+1 ∞
i. If lim = 𝐿 < 1, then the series 𝑛=1 𝑎𝑛 is absolutely convergent
𝑛→∞ 𝑎𝑛
therefore it is convergent..
𝑎𝑛+1 𝑎𝑛+1 ∞
ii. If lim =𝐿>1 or lim = ∞, then the series 𝑛=1 𝑎𝑛 is
𝑛→∞ 𝑎𝑛 𝑛→∞ 𝑎𝑛
divergent.
𝑎𝑛+1
iii. If lim = 1then the Ratio Test is Inconclusive; that is, no
𝑛→∞ 𝑎𝑛
conclusion can be made about the convergence or divergence.

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∞ −1 𝑛 𝑛3
Example: Test the series 𝑛=1 for absolute convergence.
3𝑛
Solution:
−1 𝑛 𝑛3
Using The Ratio Test with 𝑎𝑛 =
3𝑛
−1 n+1 (n+1)3
an+1 3n+1 (𝑛+1)3 3𝑛
= −1 n n3
= .
an 3𝑛+1 𝑛3
3n
1 𝑛+1 3
= .
3 𝑛
1 1 3 1
= . 1+ → < 1 as 𝑛 → ∞
3 n 3
Thus, by the Ratio Test, the given series is absolutely convergent and
therefore convergent.
𝑛
∞ 𝑛
Ex: Test the convergence or divergence of the series 𝑛=1 𝑛!

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Root Test
The Root Test is used only if powers are involved.
Theorem

𝑛 ∞
i. If lim 𝑎𝑛 = 𝐿 < 1, then the series 𝑛=1 𝑎𝑛 is absolutely
𝑛→∞
convergent (and therefore convergent).
𝑛 𝑛 ∞
ii. If lim 𝑎𝑛 = 𝐿 > 1 or lim 𝑎𝑛 = ∞, then the series 𝑛=1 𝑎𝑛 is
𝑛→∞ 𝑛→∞
divergent.
𝑛
iii. If lim 𝑎𝑛 = 1then the Ratio Test is Inconclusive.
𝑛→∞

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Example:
∞ 2𝑛+3 𝑛
Test the convergence of the series 𝑛=1 3𝑛+2

Solution:
2𝑛+3 𝑛
Let 𝑎𝑛 =
3𝑛+2
𝑛 2𝑛+3
𝑎𝑛 =
3𝑛+2
3
2+𝑛 2
= 2 → < 1 as 𝑛 → ∞
3+ 3
𝑛

Thus, the given series converges by the Root test.

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End!

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