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Atilim University - OpenCourseWare Project - Department of Mathematics, Calculus II

Part I
SEQUENCES and SERIES
1 SEQUENCES
Sequences are one of the fundamental topic and have many applications in mathematics. Here
we will consider the basic properties of the sequences that will be required for in…nite series.

De…nition 1 A sequence fan g1 n=N (or in…nite sequence) is a function whose domain is the
set of natural numbers starting with some positive integer N , and the range is a subset of R.

We can use a symbol an to represent the range value f (n) such that

f (n) = an ; for all integers n N:


The symbol fan g1 n=N = faN ; aN +1 ; aN +2 ; g will represent the sequence itself which is an
ordered list having a …rst element but no last element. A sequence fan g1 n=1 will be simply
represented by fan g. The elements of a sequence are called terms which will be considered
as real numbers throught this note.

a1 - …rst term,
a2 - second term
.. .. ..
. . .
an - general (or n th) term
.. .. ..
. . .

Example 2 fan g = fng = f1; 2; 3; g is the sequences of positive integers with the general
term an = n

Example 3 fan g = f( 1)n g = f 1; 1; 1; 1; g is the sequence of positive powers of 1


with the general term an = ( 1)n :

1 1 1 1
Example 4 fan g = = 1; ; 2 ; ; ; with the …rst term a1 = 1 and the
2n 1 2 2 2n 1
1
general term an = .
2n 1
A sequence can be speci…ed in three ways:

a) By listing few terms followed by three dots " " if the pattern is obvious.The ellipsis
points " " should be read as "and so on."

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1 2 3
Example 5 fan g = 0; ; ; ; : In this representation, it is clear that the terms a5 =
2 3 4
4 5 n 1
; a6 = and the general term should be clearly an = .
5 6 n
b) By providing a formula for the general term as a function of n.
( 1)n+1
Example 6 bn = n 1. This sequence can also be represented by
n
1 1 1 ( 1)n+1
fbn g = 1; ; ; ; ; ; :
2 3 4 n
c) Recursively (by a relation between successive terms and de…ning required number of
initial terms)
Example 7
a1 = 1
a2 = 1
an+2 = an + an+1 ; n = 1; 2; 3;
In this example the sequence fan g = f1; 1; 2; 3; 5; 8; 13; 21; g which is so called the Fibonacci
sequence.
Note: The Fibonacci numbers are Nature’s numbering system and they appear every-
where in Nature.
Some Examples of Fibonacci Numbers in Nature:
Many ‡owers have a Fibonacci number of petals.

FIGURE 1 FIGURE 2 FIGURE 3

The rose in FIGURE 1 have Fibonacci, or Golden Spiral, petal arrangements.

Sun‡owers FIGURE 2 have a Golden Spiral seed arrangement. This provides a biological
advantage because it maximizes the number of seeds that can be packed into a seed head.

The tapered pinecones FIGURE 3, we see a double set of spirals –one going in a clockwise
direction and one in the opposite direction. When these spirals are counted, the two sets are
found to be adjacent Fibonacci numbers.
De…nition 8 A sequence fan g is called an alternating sequence if an an+1 < 0 for every
n = 1; 2; 3; ;that is, if any two consecutive terms have opposite signs. Note that this
de…nition requires an 6= 0 for each n:

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( 1)n 1 1 1 1
Example 9 The sequence = 1; ; ; ; ; is an alternating sequence,
n 2 3 4 5
which is called the alternating harmonic sequence.

De…nitions 10 A sequence fan g is,

(i) bounded below by N if there is a real number N such that N an for all n = 1; 2; 3; ;the
number N is called a lower bound ,

(ii) bounded above by M if there is a real number M such that an M for all n =
1; 2; 3; ;the number M is called an upper bound,

(iii) said to be bounded if it is both bounded above and below.

If the sequence fan g is bounded, it means that, there is a positive real number K such
that jan j K for every n = 1; 2; 3; :(The number K can be taken the larger of jN j and
jM j).
If a sequence satis…es a property not from the begining but after some point , it is said
that the sequence satis…es the property ultimately. Such as, "ultimately bounded".

Example 11 The sequence fng = f1; 2; 3; g is bounded below by 1,but not bounded above.
Thus, the lower bound is 1, but it has no upper bound. Therefore, it is not a bounded sequence.

3n2
Example 12 fan g =
n2 + 1
3n2 3n2
0 3
n2 + 1 n2
Thus fan g is bounded below by 0 and bounded above by 3. Therefore it is bounded. The lower
bound is 0 and upper bound is 3. Hence one can write jan j 3 for all n:

Example 13 The sequence f( 1)n 2n g = f 2; 4; 8; 16; g is neither bounded above nor


bounded below. Therefore, it is an unbounded sequence.

NOTE:

i) If M is an upper bound for fan g then any number greater than M is also an upper
bound.

ii) If N is a lower bound for fan g then any number smaller than N is also a lower bound.

For instance, if jan j 3 for all n; then jan j 17 for all n:

De…nition 14 A sequence fan g is called

i) non-negative if an 0 for all n = 1; 2; 3; :

ii) non-positive if an 0 for all n = 1; 2; 3; :

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n 1 1 2 3
Example 15 The sequence = 0; ; ; ; is a non-negative sequence since
n 2 3 4
n 1
an = 0 for all n = 1; 2; 3; :
n
Example 16 The sequence fan g = fn 10g = f 9; 8; 7; ; 1; 0; 1; 2; 3; g is ulti-
mately positive since an > 0; for all n > 10:

4 n
Example 17 The sequence fan g = is ultimately negative since an < 0; for all
n
n > 4:

De…nition 18 A sequence fan g is called

i) increasing if an+1 an for all n = 1; 2; 3; :

ii) decreasing if an+1 an for all n = 1; 2; 3; :

iii) monotonic if it is either increasing or decreasing

Monotonicity Test:

0 then the sequence fan g is increasing


If an+1 an
0 then the sequence fan g is decreasing
or for the sequences with the positive terms (an > 0 for n = 1; 2; 3; )

an+1 1 then the sequence fan g is increasing


If
an 1 then the sequence fan g is decreasing

n
Example 19 Determine whether the sequence fan g = is monotonic.
n+1
Solution:Using the monotonicity test

n+1 n (n + 1)2 n(n + 2) 1


an+1 an = = = 0; for all n 1
n+2 n+1 (n + 1)(n + 2) (n + 1)(n + 2)

Thus an+1 an 0; that is an+1 an : Therefore fan g is an increasing sequence and


monotonic.
5n
Example 20 Determine whether the sequence fbn g = is (ultimately) increasing or
n!
decreasing.

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Solution: Using the monotonicity test

5n+1
bn+1 (n + 1)! 5n+1 n! 5n 5 n! 5
= n = = = < 1; for all n 5
bn 5 (n + 1)! 5n n!(n + 1) 5n (n + 1)
n!
That is bn+1 bn for n 5: Therefore fbn g is ultimately decreasing.
5n
Remark 21 Notice that in this example, the sequence fbn g = is not decreasing for all
n!
n, but it is decreasing if n 5: Keep in mind that we are only concerned with the behaviour
of a sequence as n ! 1: It doesn’t really matter what the …rst few terms are.

In general, applying monotonicity test to show that a sequence is increasing or decreasing


may not be easy. In such a case, we may use a di¤erentiable function f (x) where f (n) = an
for n 1. It is clear that,

if f (x) is non-increasing for x 1; then fan g is decreasing for n 1


and
if f (x) is non-decresing for x 1 then fan g is increasing for n 1
n
Example 22 If an = ; then show that the sequence fan g is decreasing.
n2
+1
x
Solution. Since an = f (n), where f (x) = 2 for x 1, and
x +1
0 1(x2 + 1) (2x)x 1 x2
f (x) = = 0 for x 1;
(x2 + 1)2 (x2 + 1)2
the function f (x) is non-increasing on [1; 1); therefore fan g is a decreasing sequence.
n
Let’s take a look at the …rst few terms of the sequence fan g = :
n2 + 1
1 4
a1 = = 0:50; a4 = = 0:23
2 17
2 ..
a2 = = 0:40; .
5
3 10
a3 = = 0:33; a10 = = 0:09
10 101
Note that the terms of the sequence get smaller and smaller, and each term is larger than
zero. Moreover, for large values of n terms of the sequence fan g get close to zero. In this
case, we say that the sequence converges to 0 and write
n
lim = 0:
n!1 n2
+1
The following de…nition captures the meaning of having a sequence converge to a limit value.

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De…nition 23 The sequence fan g is said to converge to the limit L if, for every positive
real number there is a positive integer N (which may depend on ) such that if n N , then
jan Lj < and we write
lim an = L
n!1

If the limit does not exist, then the sequence fan g is said to diverge.

1
Example 24 Use the de…nition to show that lim =0
n!1 n
1
Solution: Here, we must show that, we can make as close to 0 as desired, just by taking
n
n su¢ ciently large. Let > 0 be given. We must …nd N su¢ ciently large so that for every
n N,

1 1 1
jan Lj = 0 = <
n n N
1 1
So we found n N > .Therefore the sequence fan g = converges to 0: Hence
n
1
lim = 0.
n!1 n
Since a sequence is de…ned as a function, the limit of a sequence can also be evaluated in
a manner similar to the methods used for limit of functions.

Theorem 25 If an = f (n) and lim f (x) = L; then lim an = L:


x!1 n!1

Because of this theorem, the standard rules for limits of functions also hold for limits of
sequences.

Theorem 26 Suppose that fan g , fbn g are sequences of real numbers and lim an = A;
n!1
lim bn = B. Then
n!1

1. lim (an bn ) = lim an lim bn = A B


n!1 n!1 n!1

2. lim (an bn ) = lim an lim bn = AB


n!1 n!1 n!1

an lim an A
n!1
3. lim = = ; if lim bn = B 6= 0:
n!1 bn lim bn B n!1
n!1

4. lim (kan ) = k lim an = kA; where k is a constant.


n!1 n!1

5. If an bn ultimately, then lim an lim bn ; i.e. A B:


n!1 n!1

Example 27 Find limits of the following sequences, if they converge.

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3n 1
1. fan g =
2n + 1
1 n
2. fbn g =
3 + n2
n3
3. fcn g =
1 + n2
n2
4. fdn g =
e4n
Solution:

1. Factorize the numerator and denominator by the highest power of n:


1 1
n 3 3
3n 1 n n =3 0=3
lim fan g = lim = lim = lim
n!1 n!1 2n + 5 n!1 5 n!1 5 2+0 2
n 2+ 2+
n n

2.
1 1 1 1
n2
1 n n2 n 2 n = 0 0 =0
lim fbn g = lim = lim = lim n
n!1 n!1 3 + n2 n!1 3 n!1 3 0+1
n2 +1 2
+1
n2 n
3. 0 1
n3 n2 n B 1 C
lim fcn g = lim = lim = lim @ An = 1
n!1 n!1 2 5n2 n!1 2 n!1 2
n 2 5 5
n2 n2
limit does not exist and the sequence diverges to 1.
n2 h1i
4. lim fdn g = lim 4n = : However, we can not use L’Hopital’s Rule here, since
n!1 n!1 e 1
x2
f (n) = an is not continuous and not di¤erentiable. The function f (x) = 4x is contin-
e
uous and di¤erentiable, so we can use L’Hopital’s Rule. Thus
x2 2x 2
lim 4x = lim 4x = lim =0
x!1 e x!1 4e x!1 16e4x

n2
Therefore lim 4n = 0.
n!1 e

Theorem 28 (Squeeze or Sandwich Theorem for Sequences) Suppose that the sequences fan g
, fbn g and fcn g are sequences of real numbers such that an bn cn for all n > N; for some
positive integer N . If lim an = lim cn = L, then lim bn = L:
n!1 n!1 n!1

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sin n
Example 29 Find lim
n!1 n
Solution. It is well known that

1 sin n 1; for every n:

Now, we divide both sides into n for n 1; which gives us


1 sin n 1
n n n
Since
1 1
lim = lim =0
n!1 n n!1 n
then by the Squeeze (or Sandwich) Theorem
sin n
lim = 0:
n!1 n

Corollary 30 If lim jan j = 0; then also lim an = 0.


n!1 n!1
Proof. It is known that
jan j an jan j :
Further,
if lim jan j = 0; then lim ( jan j) = lim jan j = 0
n!1 n!1 n!1

Hence, from the Squeeze Theorem for sequences

lim an = 0:
n!1

( 1)n
Example 31 Determine whether the sequence is convergent or divergent.
n2
Solution. Note that
( 1)n 1
2
= 2
n n
and
1
lim = 0:
n!1 n2

Then
( 1)n
lim = 0:
n!1 n2
( 1)n
Therefore, the sequence is convergent.
n2

The following theorem gives a very useful results to evaluate limits of some sequences.

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Theorem 32 Let x be any real number.

1. lim x1=n = 1; (x 2 R+ )
n!1

x n
2. lim 1+ = ex
n!1 n
p
3. lim n
n=1
n!1

4. lim xn = 0; if jxj < 1.


n!1

xn
5. lim = 0:
n!1 n!

Example 33 Evaluate, wherever possible, the limit of the sequences fan g.


n
n 3
1. an =
n
2n 3n
2. an =
3n
2n
3. an =
n!
Solution:
n n
n 3 3 3
1. lim = lim 1 =e
n!1 n n!1 n
n
2n 3n 2n 3n 2
2. lim = lim = lim 1 =0 1= 1
n!1 3n n!1 3n 3n n!1 3
2n
3. lim = 0:
n!1 n!

De…nition 34 Let fan g be a sequence. A new sequence fbn g that is derived from the sequence
fan g by deleting some terms without changing the order of the remaining terms is called a
subsequence of the sequence fan g and denoted by fbn g = fank g where n1 < n2 < < nk <
nk+1 < :

1 1 1 1 1
Example 35 If fan g = = 1; ; ; ; ; is a sequence and if nk = 2k; then
n 2 3 4 5
1 1 1 1
fank g = = ; ; ; is a subsequence of the sequence fan g :
2k 2 4 6

Theorem 36 If the sequence fan g converges to L; then every subsequence of the sequence
fan g converges to the same limit L.

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Corollary 37 If any two subsequences of the sequence fan g converge to di¤erent limits or
one of them (or both) diverges, then the sequence fan g diverges.
n
Example 38 Show that the sequence
n f(o 1) g is divergent. n o
2k 2k+1
Solution. Note that fa2k g = ( 1) = f1g and fa2k+1 g = ( 1) = f 1g are
two subsequences of f( 1)n g : Further

lim fa2k g = lim (1) = 1 and lim fa2k+1 g = lim ( 1) = 1:


n!1 n!1 n!1 n!1

Two subsequences of f( 1)n g converge to di¤erent limits. Therefore, the sequence f( 1)n g is
divergent.

Theorem 39 (Monotone and bounded sequences)

i) If fan g is a sequence that is inceasing and bounded above, then fan g is convergent.

1. If fan g is a sequence that is decreasing and bounded below, then fan g is convergent.

Example 40 Consider the sequence fan g recursively de…ned by

1
an+1 = 1 an ;
(n + 2)2

where a1 = 1: Show that fan g is convergent.

1
Solution: Note that 1 (n+2)2
< 1: So we have an+1 < an ;which shows that the
1
sequence is decreasing. Since 1 (n+2) 2 > 0 all terms of the sequence are positive. There-
fore, 0 is a lower bound. The given sequence is decreasing and bounded below, therefore it is
convergent.

Exercise 41 From the textboox page 502. Exercises 9.1. Problem # 2,8,12,14,17,18,19,23,28.

2 Series
P
1
An in…nite series an of real numbers is an in…nite sum of an in…nite sequence fan g. Each
n=N
aN , aN +1 , aN +2 , ,aN +n , n 2 N, are real numbers and called the terms of the series . In
general we will take N = 1; in this case a1 …rst term, a2 second term, ..., an general term
P1 P
1
n
or n th term of the series an . For example n+1
has …rst term a1 = 12 , second term
n=1 n=1
2 n
a2 = 3
and n th term an = n+1
.

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Example 42 Some examples of series,


P
1
1
P
1
1
P
1
en n
P
1 2
n 3n+1
P
1 n
3
P
1
arctan n
n
; n2
; n2 +3
; n!
; 7n
; n2 +8
n=1 n=1 n=1 n=1 n=1 n=1

P
1
For a given series an the initial value of index n can be changed and a new initial value
n=1
can be assigned.
P
1 P
1 P
1 P
1
For example: an = an 24 or more generally an = an m.
n=1 n=25 n=N n=N +m

It is not easy to determine whether this in…nite sum is …nite or not. For this purpose, we
construct a sequence fsn g ; so that s1 = a1 , s2 = a1 + a2 , ,sn = a1 + a2 + + an , which
P1
is called the sequence of partial sums of the series an .
n=1

P
1
De…nition 43 A series an converges to a real number, say s, if limit of the sequence fsn g
n=1
of partial sums of the series converges to s. The number s is the sum of the series and we
P
1
can write s = an . If the sequence fsn g of partial sums of the series does not converge, we
n=1
say that the series diverges.
P
1
Example 44 Test the series ( 1)n for convergence.
n=0
Solution. We may form the sequence fsn g of partial sums of the given series.

s1 = 1
s2 = 1 + ( 1) = 0
s3 = 1 + ( 1) + 1 = 1
..
.
sn = 1 + ( 1) + 1 + ( 1) + + ( 1)n 1
..
.
8
< 0 if n is even
lim sn = does not exist.
:
1 if n is odd
P
1
So ( 1)n diverges since fsn g diverges.
n=0

2.0.1 Telescoping Series, Harmonic Series and Geometric Series


Now we want discuss the convergence of some well known series; telescoping series, harmonic
series and geometric series.

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P
1
1
Example 45 Discuss the convergence of the telescoping series n(n+1)
.
n=1
Solution. We may form the sequence fsn g of partial sums of the given series.
s1 = 112

1 1
s2 = 12
+ 23

1 1 1
s3 = 12
+ 23
+ 34
..
.
1 1 1 1 1
sn = 12
+ 23
+ 34
+ + (n 1) n
+ n (n+1)
..
.

and
lim sn = lim( 112 + 1
23
+ 1
34
+ + 1
(n 1) n
+ 1
n (n+1)
)

Remember the method of partial fractions,


1
n(n+1)
= An + n+1
B
= A(n+1)+Bn
n(n+1)
= n1 n+11
. Since A = 1 and B = 1.

1 1 1 1 1
sn = 12
+ 23
+ 34
+ + (n 1) n
+ n (n+1)

1
= (1 2
) + ( 12 1
3
) + ( 31 1
4
) + + ( n1 1 1
n
) + ( n1 1
n+1
)

1 n
=1 n+1
= n+1

n
lim sn = lim n+1 = 1.
P
1 P
1
) the series 1
n(n+1)
converges to 1 and we write 1 = 1
n(n+1)
.
n=1 n=1

P
1
1
Example 46 Show that the harmonic series n
diverges.
n=1

Solution. For this series an = n1 and lim an = lim n1 = 0: But,


Partial sum Expression
s 1 = a1 = 1
1
s 2 = a1 + a2 = 1+ 2
.. ..
. .
s n = a1 + a2 + + an = 1 + 21 + 13 + + n1
Now comparing sn and the area under the curve f (x) = x1 on the interval[1; n + 1]

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y f(x)=1/x

(0,0) 1 2 n n+1 x

we optain
sn = 1 + 12 + 31 + + n 1 1 + n1
= sum of the areas inside the rectangles
> the area under the curve f (x) = x1 on the interval[1; n + 1]
R n+1
= 1 x1 dx = ln(n + 1):
Since lim ln(n + 1) = 1, the sequence fsn g diverges to in…nity therefore the harmonic
P
1
1
series n
diverges.
n=1

P
1
1
Example 47 Test the series n2
for convergence.
n=1
1 1 1
Solution. For the solution note that n2
= nn
< (n 1) n
. Consider the sequence fun+1 g of
partial sums of the given series.
1 1 1 1 1 1
un+1 = 11
+ 22
+ 33
+ + (n 1) (n 1)
+ nn
+ (n+1) (n+1)

1 1 1 1 1 1
< 11
+ + + + + +
1 2 2 3 (n 2) (n 1) (n 1) n n (n + 1)
| {z }
sn for the telecoping series

1
= + n
1 1 n+1
= 2n+1
n+1
.

Note that lim 2n+1


n+1
= 2 and the sequence of partial sums, fun+1 g ; is increasing and bounded
above by 2 then fun+1 g converges.
P
1
) 1
n2
converges.
n=1

P
1 P
1
De…nition 48 A series of the form arn 1
= arn is a geometric series, where a and r
n=1 n=0
are …xed real numbers and a 6= 0. The number r can be positive or negative.

P
1
1
P
1
1 n
Example 49 4n
= 4
is a geometric series, a = 1 and r = 14 .
n=0 n=0

P
1
1
P
1
1 n 1
Example 50 nn
= n
is not a geometric series, because r = n
is not a …xed con-
n=1 n=1
stant.

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P
1
Example 51 ( 1)n is a geometric series , a = 1 and r = 1.
n=1

P
1
To test the convergence of a geometric series arn we use the sequence fsn g of partial
n=0
sums.
s1 = a r 0 = a
s2 = a + ar
s3 = a + ar + ar2
..
.
rn
sn = a + ar + ar2 + + arn 1
= a(1 + r + r2 + + rn 2
+ rn 1 ) = a 11 r
for r 6= 1
..
.
Note that for r = 1; lim sn = lim a(1| + 1 +{z + 1}) = lim an = 1 depending on the sign
n terms
of a.
8 a
< = 1 r
if jrj < 1
n
For r 6= 1 we have lim sn = lim a 11 rr
:
does not exist otherwise

Therefore
P
1
a
arn converges to 1 r
i¤ jrj < 1
n=0

P
1
Example 52 ( 1)n is a geometric series a = and r = 1. The series diverges since
n=1
jrj = 1.

P
1
2n
P
1 n+12
2
P
1 12
2 2 n 212
Example 53 5n+2
= 5n+14
= 514 5
is a geometric series a = 514
and r = 25 . The
n=12 n=0 n=0
212
514 2
series converges to s = 1 52
since jrj = 5
< 1.

P
1
( 1)n n
Example 54 en
is a geometric series a = 1 and r = e
. The series diverges since
n=0
jrj = e
> 1.

2.1 Some Theorems


n th term test or general term test
P
1
Theorem 55 If a series an converges, then lim an = 0.
n=N
Proof. For the simplicity of proof we may take N = 1.

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P
1
Assume that the series an converges to s. Let the sequence fsn g be the sequence of
n=1
partial sums of the series. Then lim sn = s, and also lim sn 1 = s. Note that sn sn 1 =
a1 + a2 + aN + +an 1 + an (a1 + a2 + + an 1 ) = an . So lim an = lim(sn sn 1 ) = s s = 0.

The contrapositive statement of this theorem is


P
1
if lim an 6= 0 or limit fails to exist then an diverges.
n=N

This statement is also known as n th term test .


P
1
Remark 56 If lim an = 0 then the series an can be convergent or divergent. For example
n=N
P
1 P
1
lim n12 = 0 and the series 1
n2
converges, on the other hand lim n1 = 0 and the series 1
n
n=1 n=1
diverges.

Examples 57 Test the following series for convergence.


P
1
1 2n
1. 3n+5
n=1

P
1 2
n +3e2n
2. n3 +5e2n
n=1

Solution.

1 2n 1 2n 2
P
1
1 2n
1. an = 3n+5
and lim an = lim 3n+5 = 3
6= 0. So the series 3n+5
diverges.
n=1

n2 +3e2n 2 2n P
1 2
n +3e2n
2. an = n3 +5e2n
and lim nn3 +3e
+5e2n
= 3
5
6= 0. So the series n3 +5e2n
diverges.
n=1

Combining Series
Convergent series can be added, subtracted and multiplied by constants term by term to
obtain a new convergent series.
P
1 P
1
Theorem 58 Let an and bn be convergent series and ; be real numbers. Then
n=N n=N
P
1 P
1 P
1
( an + b n ) = an + bn .
n=N n=N n=N
Proof. It can be proved by using sequences of partial sums fsn g and fun g of the series,
P
1 P
1
respectively, an and bn . (exercise ).
n=N n=N

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P
1 n+1
2 5n
Example 59 Test the series 9n 2 for convergence.
n=3
Solution.
P
1 n+1
2 5n
P
1 n+1
2
P
1
5n
P
1 n+4
2
P
1 n+3
5
9n 2 = 9n 2 9n 2
= 9n+1 9n+1
n=3 n=3 n=3 n=0 n=0

P
1 n+4
2
P
1 4 n
2 2 24 2
9n+1
= 9 9n
is a geometric series, a = 9
, r = 9
. The series converges, since
n=0 n=0
jrj = 29 < 1.
P
1 n+3
5
P
1 3 n
5 5 53 5
9n+1
= 9 9n
is a geometric series, a = 9
, r = 9
. The series converges, since
n=0 n=0
jrj = 59 < 1.
P
1 n+1
2 5n
P
1 n+1
2
P
1
5n
P
1 n+4
2
P
1 n+3
5
24 53
So 9n 2 = 9n 2 9n 2 = 9n+1 9n+1
= 1
9
2
1
9
5 ;the series converges
n=3 n=3 n=3 n=0 n=0 9 9
26 7 53
to 28
.

2.2 Tests for Series with non-negative terms


P
1
Let an be a series with an 0 8n 2 N, then an is a series with non-negative terms.
n=N
P
1
Now let the sequence fsn g be the sequence of partial sums of the series an , then fsn g is
n=N
non-decreasing because

sn = aN + aN +1 + aN + +aN +(n 1)
sn+1 = aN + aN +1 + aN +2 + + aN +(n 1) + aN +n

Remembering boundedness theorem for sequences, we can write the following theorem.
P
1
Theorem 60 A series an with non-negative terms converges if and only if the sequence
n=N
fsn g of partial sums of the series is bounded above.

Now we want to give some theorems (tests) for the convergence of series with non-negative
terms. The …rst theorem is the Integral Test.
1. The Integral Test
P
1
Theorem 61 Let the series an be a series with non-negative terms and the function
n=N
P
1
f (n) = an 8n > N be continuous, and non-increasing. Then, the series an and the
R1 n=N
improper integral N f (x) dx both converge or both diverge.
Proof. We will give the proof for N = 1:

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sn = a1 + a2 + + an
= a1 + f (2) + + f (n)
= a1 + sum
R n of the areas of rectangles in …gure Lower Sum
a1 + 1 f (x) dx.

y y

0 1 2 n n+1 0 1 2 n n+1 x
x
Lower Sum R Upper Sum
1
If the improper integral 1 f (x) dx converges, then the sequence fsn g is bounded above
P
1
and increasing. Hence fsn g converges, therefore an converges.
n=N
The converse of the statement can be proved similarly, using the …gure Upper Sum (exer-
cise).
P
1
1
Example 62 Test the series n ln n
for convergence.
n=2
Solution.
1 1
0 an = 8n 2. Now de…ne f (x) = x ln x
8x 2 . We have f 0 (x) =
n ln n
1
(ln x + x x
)
< 0 =) f (x) is decreasing 8x 2. So we can use integral test. Let us
(x ln x)2
R1 1
consider the improper integral 2
dx.
x ln x
Let r >
R r2 =)
1
2 x ln x
dx = (ln j ln xj)jr2 = ln j ln rj ln j ln 2j
Rr
lim 2 x ln1 x dx = lim (ln j ln rj ln j ln 2j) = +1
r!1 r!1
R1 1 P1
1
=) 2 x ln x dx diverges. Hence the series n ln n
diverges.
n=2

P
1
1
Example 63 Test the series n2 1
for convergence.
n=3
1 1
Solution. 0 an = n2 1
8n 3. Now de…ne f (x) = x2 1
8x 3 =)

f 0 (x) = (x2 2x1)2 < 0 8x 3 =) f (x) is decreasing 8x 3. So we can use the integral
R1
test. Let us consider the improper integral 3 x21 1 dx.

Let r > 3 =)

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Rr 1 1
Rr
3 x2 1
dx = 2 3
( x1 1 1
x+1
)dx = 12 (ln jx 1j ln jx + 1j)jr3

x 1
= 21 (ln j x+1 r 1
j)jr3 = 12 (ln j r+1 j ln 24 ) = 21 (ln j rr+11 j + ln 2)

( x21 1 = A
x 1
+ B
x+1
= 1
x 1
1
x+1
, A = 12 , B = 1
2
)
R1 1 1
Rr
x2 1
dx = lim 2 dx = lim 21 (ln j rr+11 j + ln 2) = ln 21=2
3 r!1 3 x 1 r!1

R1 1
P
1
1
=) 3 x2 1
dx converges. Hence the series n2 1
converges.
n=3

P
1
1
Example 64 Determine all values of p so that np
converges.
n=1
Solution. If p 0 then the series diverges by n th term test.
Let p > 0: Since 0 an = n1p 8n 1, and f (x) = x1p is decreasing 8x 1 (since
p
f 0 (x) = p+1 < 0 8x 1). So we can use integral test. Let us consider the improper integral
R1 1 x
1 xp
dx.
R1 1
Remember that 1 xp
dx converges if and only if p > 1.

Hence, we have a test:

P T EST
P
1
1
np
converges if and only if p > 1
n=1

Examples 65

P
1
1 4
1. The series p
3 4
n
converges, by p test, p = 3
> 1.
n=1

P
1
1 2
2. The series p
5 2
n
diverges, by p test, p = 5
< 1.
n=1

2. The Comparison Test


P
1 P
1
Theorem 66 ( A comparison Test) Let an and bn be series with non-negative terms
n=N n=N
and an bn 8n N . Then;
P
1 P
1
(i) the series an converges if the series bn converges.
n=N n=N

P
1 P
1
(ii) the series bn diverges if the series an diverges.
n=N n=N

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Atilim University - OpenCourseWare Project - Department of Mathematics, Calculus II

Proof. (i) Let the sequences fsn g and ftn g be the sequences of partial sums of the series
P
1 P1 P
1
respectively an and bn . Note that sn tn 8n N . bn converges if ftn g converges.
n=N n=N n=N
Since, ftn g converges then it is bounded. Therefore fsn g is bounded above and also it is
P
1
increasing. So, fsn g converges. Hence the series an converges.
n=N
Part (ii) can be proved similarly.

Examples 67 Test the following series for convergence.

P
1
n 1
1. 5n3 +4
n=2

P
1
n2 196
2. 7n5 +154
n=1

P
1
4n n6
3. 7n +n3 +1
n=1

P
1
3+n
4. (n+1)!
n=0

Solution.

n 1 n n 1
P
1
1
1. Note that 0 an = 5n3 +4 5n3 +4 n3
= n2
8n 2. The series n2
converges by
n=2
P
1
n 1
p test, p = 2 > 1. Then by the comparison test, the series 5n3 +4
converges.
n=2

n2 196
2. Note that 0 an = 7n5 +154
8n 14. Now, we can write
P
1
n2 196
P
13
n2 196
P
1
n2 196
P
13
n2 196
7n5 +154
= 7n5 +154
+ 7n5 +154
. The sum 7n5 +154
is …nite. Since 0 an =
n=1 n=1 n=14 n=1

n2 196 n2 n2 1
P
1
1
7n5 +154 7n5 +154 n5
= n3
8n 14 and the series n3
converges by p test,
n=14
P
1
n2 196
p = 3 > 1, then the series 7n5 +154
is convergent by comparison test .
n=14
P
1
n2 196
Therefore the series 7n5 +154
is convergent.
n=1

P
1
4n n6
P
99
4n n6
P
1
4n n6 4n n6 4n
3. Note that 7n +n3 +1
= 7n +n3 +1
+ 7n +n3 +1
and 0 an = 7n +n3 +1 7n
=
n=1 n=1 n=100
4 n
P
1
4 n
7
8n 100. The series 7
is a geometric series and converges since jrj =
n=100

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Atilim University - OpenCourseWare Project - Department of Mathematics, Calculus II

4
P
1
4n n6
7
< 1. Then the series 7n +n3 +1
converges, by comparison test.
n=100

X 99
4n n6 X1
4n n6 X
1
4n n6
n + n3 + 1
+ n + n3 + 1
= n + n3 + 1
is convergent.
7 7 7
|n=1 {z } n=100
| {z } n=1
…nite sum is convergent

P
1
3+n
P
1
2
P
1
1+n
P
1
2
P
1
1
4. Note that (n+1)!
= (n+1)!
+ (n+1)!
= (n+1)!
+ n!
8n 1. Now, consider the
n=0 n=0 n=0 n=0 n=0
P
1 P
1
2
P
1 P
1
1
series bn = (n+1)!
and cn = n!
, remember that 0! = 1. On the other hand,
n=0 n=0 n=0 n=0

2 2
0 bn = (n+1)! n2
8n 1 since (n + 1)! n2 8n 1.
P
1
1
The series 2 n2
converges by p-test, p = 2 > 1
n=1
P
1
2
then (n+1)!
converges, by comparison test, and
n=1
P
1
2
P
1
2
the series (n+1)!
=2+ (n+1)!
converges.
n=0 n=1

1 1
0 cn = n! n2
8n 4 since n! n2 8n 4.
P
1
1
The series n!
converges, by comparison test, and
n=4
P1
1
P
3
1
P
1
1
the series n!
= n!
+ n!
converges,
n=0 n=0 n=4
P
1
1
P
1
1
P
1
1
or n!
=1+ n!
=1+ (n+1)!
converges.
n=0 n=1 n=0

Hence, the series


X1
3+n X
1
2 X
1
1+n X
1
2 X
1
1
= + = +
n=0
(n + 1)! n=0 (n + 1)! n=0 (n + 1)! n=0 (n + 1)! n=0 n!

converges.

3. The Limit Comparison Test


P
1
Theorem 68 ( A limit comparison Test) Let an be a series with non-negative terms,
n=1
P
1 an
bn be a series with positive terms and lim = L (L can be …nite or in…nite). Then,
n=1 bn

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P
1 P
1 P
1
(i) If L 6= 0 (or L > 0) then the convergence of an and bn are the same, (i.e. an
n=1 n=1 n=1
P
1
converges if and only if bn converges.)
n=1

(ii) If L = 0 ( we may assume that bn K an for large n and some pozitive number K)
P
1 P
1
then an converges if bn converges
n=1 n=1

(iii) If L = 1 ( we may assume that an Kbn for large n and some pozitive number K)
P
1 P
1
then an diverges if bn diverges.
n=1 n=1

Examples 69 Determine whether the given series converges or diverges.


p
P1 3
n2 + 4
1. p
7 16
n=1 3n + 5

P
1
n
2. arcsin 2
n=1

P
1 p3
3n+2
3. p
5
5n2 1
n=1

Solution.

p3 2
n2 + 4 leads n3 1
1. Note that 0 an = p
7
! 16 = 34 for large n. Choose the series
3n16 + 5 n n 21 to 7
P1 P1 1
34 1
bn = 34 , which is convergent, by p test, p = 21
> 1: Since 34 > 0 8n 1;
n=1 n=1 n 21 n 21
we can use the Limit Comparison Test (LCT)
p3 2
p n +4
7
3n16 +5 1
lim = p 6= 0 . Hence the given series converges.
1 7
3
34
n 21

2. Note that 0 an = arcsin 2 n 8n 1 and choose


P
1 P
1
1 1
the series 2 n= 2n
which is a geometric series and converges, since jrj = 2
< 1.
n=1 n=1
1
n arcsin
Consider lim arcsin
2 n
2
= lim 1
2n
= 1 6= 0. So the given series converges.
2n

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p
3 p
3 1
3n+2 leads
n n3 1
3. Note that 0 an = p5
5n2 1
! p 5 2 =
n
2 = 1 for large n. Choose the series
to n5 n 15
P1 P 1
1
1 1
bn = 1 which is divergent, by p test, p = 15
< 1. Since 1 > 0 8n 1 , we
n=1 n=1 n 15 n 15
can use the Limit Comparison Test (LCT).
p3
3n+2 p 1 p
p
5
5n2 1
3
3 X 3
3n + 2
lim = p 6
= 0 . Hence the series p diverges.
1 5
5 5
5n 2 1
1
n=1
n 15

4. The Ratio Test


P
1
Theorem 70 Let an be a series with non-negative terms and lim an+1
an
= L ( L can be
n=N
…nite or in…nite).

P
1
(i) If L < 1 , then an converges.
n=1

P
1
(ii) If L > 1 , then an diverges.
n=1

P
1
(iii) If L = 1, then ( an converges or diverges) test fails to exist.
n=1

Proof. Now we will give the proof of only part (i).

(i) Let L < 1 =) 9 r > 0 so that L < r < 1 and


an +1
9 N0 so that an
< r 8n N0 . Then an+1 < ran 8n N0 . Hence we have,

aN0 +1 < raN0


aN0 +2 < raN0 +1 < r 2 aN 0
.. .. .. .. ..
. . . . .
aN0 +n < raN0 +(n 1) < r n aN 0 < r n aN 0

If we add the …rst and last elements each row side by side we get

sn = aN0 +1 + aN0 +2 + + aN0 +n raN0 + r2 aN0 + + rn aN0 , and


sn+1 = aN0 +1 + aN0 +2 + + aN0 +n raN0 + r2 aN0 + + rn aN0 + rn+1 aN0
n 1
= raN0 (1 + r + r2 + + rn ) = raN0 1 1r r .

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n 1
The sequence fsn+1 g is increasing and bounded above ( jrj < 1 and lim raN0 1 1r r exists
P1
). So, the sequence fsn+1 g converges. Which implies that the series an converges.
n=N0
On the other hand we can write that
X
1 N
X 0 1 X
1
an = an + an
n=1 n=1 n=N0

converges.

Proofs of parts (ii) can be given by using similar arguments. For part (iii) consider the
P1
1
P
1
1 an+1
series n
and n2
. For both series the lim = 1 but the …rst series is divergent and
n=1 n=1 an
the second one is convergent.
P1 1
Example 71 Determine whether the series is convergent or divergent.
n=0 n!
1
Solution. 0 < an = 8n 0. Now we can use Ratio Test and
n!
an+1 n! 1 P1 1
lim = lim = lim = 0 < 1. So the series converges.
an (n + 1)! n+1 n=0 n!

5. The Root Test


P
1 p
Theorem 72 Let an be a series with non-negative terms and lim n an = L ( L can be
n=1
…nite or in…nite).

P
1
(i) If L < 1, then an converges.
n=1

P
1
(ii) If L > 1 , then an diverges.
n=1

P
1
(iii) If L = 1, then ( an converges or diverges) test fails to exist.
n=1

Proof. Now we will give the proof of only part (i).

(i) Let L < 1 =) 9 r > 0 so that L < r < 1 and

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p
9 N0 so that n an < r < 1 8n N0 (by the de…nition of limit of a sequence). So
p P
1
n a < r =) a < r n 8n N0 . Note that rn is a geometric series and converges
n n
n=N0
P1
, since jrj < 1. Then by the comparison test an converges. Hence
n=N0

X
1 N
X 0 1 X
1
an = an + an converges:
n=1 n=1 n=N
| {z } | {z0 }
…nite sum converges

Proofs of parts (ii) can be given by using similar arguments. For part (iii) consider the
P
1
1
P1
1 p a
series n
and n2
. For both series the lim n an = 1 (lim n n = 1, where a is a positive
n=1 n=1
real number) but the …rst series is divergent and the second one is convergent.
Example 73 Determine whether the given series converges or diverges.
P1 10n
1. n
. .
n=3 n

P1 n+1
2. n
.
n=2 2

P1 xn
3. for x > 0.
n=0 n!

Solution.

10n
1. 0 < an = n 8n 3. we can use root test. Then,
n
r n
10
lim n n = lim 10
n
= 0 < 1. So the given series converges, by the root test.
n
n+1
2. 0 < an = 8n 2. Now, we can use either ratio test or root test.
2n
Ratio test:
an+1 2n n+2 n+2 1
lim = lim n+1
= lim = < 1.
an n+1 2 2 (n + 1) 2
Pn+1
1
) the series n
converges.
n=2 2
Root test:
r p
p n + 1 n
n+1 1
p
lim an = lim
n n
n
= lim = 2
lim n
n + 1 = 12 < 1.
2 2
P1 n+1
) the series n
converges.
n=2 2

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xn
3. 0 < an = 8n 0. Now, we can use ratio test.
n!
an+1 xn+1 n! x 1
lim = lim = lim n+1 = x lim n+1 = 0 x = 0 < 1.
an (n + 1)! xn
P1 xn
) the series converges for x > 0.
n=0 n!

A summary for series with non-negative terms


P
1
If an is a series with non-negative terms we may use one of the following tests.
n=1

(i) Integral test, (also p test)

(ii) Comparison test,

(iii) Limit Comparison Test,

(iv) Ratio Test, or

(v) Root Test.

an+1 p
Remark 74 Note that lim = 1 if and only if lim n an = 1.
an

2.3 Alternating series, Absolute and Conditional Convergence


The …ve tests, we mentioned above can be used for series with non-negative terms. But there
are series with in…nitely many positive and negative terms. In this section, we will discuss
the convergence of these types of series.
P
1 P
1
De…nition 75 A series an converges absolutely if the series jan j converges.
n=1 n=1

Absolute Convergence Theorem


P
1
Theorem 76 If a series an converges absolutely then it converges.
n=1

P
1 P
1
In other words: if jan j converges then an converges.
n=1 n=1

Theorem 77 Proof. Exercise.

Example 78 Determine whether the given series converges or diverges.

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P1 cos n
1. 2
,
n=1 n + 3

P1 ( 1)n n
2.
n=3 4n

Solution.

cos n cos n
1. an = 2
has in…nitely many positive and negative terms. Note that jan j = j 2 j
n +3 n +3
1 P1 1
2
8n 1. The series 2
converges by comparison test, because 0 <
n +3 n=1 n + 3
1 1 P1 1 P1 cos n
< 8n 1 and the series converges by p test. ) the series j 2 j
n2 + 3 n2 n=1 n
2
n=1 n + 3
P1 cos n
converges, that is the series 2
converges absolutely. By the absolute convergence
n=1 n + 3
P1 cos n
theorem the series 2
converges.
n=1 n + 3

( 1)n n
2. an = has in…nitely many positive and negative terms. Note that 0 < jan j =
4n
n n P1 n
j ( 41)n n j 8n 3. The series converges by ratio (or root) test and the
4n n=1 4
n
P1 n P
1
( 1)n n
series j ( 41)n n j converges , by comparison test. That is the series 4n
converges
n=3 n=3
absolutely. By the absolute convergence theorem
P1 ( 1)n n
the series converges.
n=3 4n

P
1
De…nition 79 A series an is an alternating series
n=N
if an an+1 < 0 8n N ,
( that is successive terms of the series have opposite signs).

P
1
( 1)n P
1
( 1)n n
Example 80 n
, 2n +n2
are alternating series.
n=1 n=2

The Alternating Series Test (or Leibnitz Test)

P
1
Theorem 81 Let an be an alternating series whose terms satisfy,
n=N

(i) jan+1 j jan j for n N , and

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Atilim University - OpenCourseWare Project - Department of Mathematics, Calculus II

(ii) lim an = 0,
that is the terms are ultimately alternating in sign and decreasing in size, and limit of
P1
general term is zero. Then the series an converges.
n=N

Remark 82 Note that,

(i) If jan+1 j jan j for n N does not hold then the series can be convergent or divergent,
but

(ii) If lim an 6= 0 then the series diverges, by n th term test.


P
1
( 1)n
Example 83 Discuss the convergence of the alternating harmonic series n
.
n=1
P
1 P
1
( 1)n
Solution. The series an = n
has in…nitely many positive and negative terms. So,
n=1 n=1
P
1 P
1
1)n P
1
…rst we have to test whether the given series converges absolutely. jan j = j( n
j = 1
n
n=1 n=1 n=1
is the harmonic series and diverges, this does not mean that the alterneting harmonic series
diverges. On the other hand,
n 1)n+1 1)2n+1 P
1
( 1)n
an an+1 = ( n1) ( n+1 = ( n(n+1) 1
= n(n+1) < 0, that is n
is an alternating series.
n=1
The following conditions for an alternating series
1)n+1 1)n
(i) jan+1 j = j ( n+1
j j( n
j = jan j 8n 1, and
1)n
(ii) lim an = lim ( n
= 0, hold.
)the given series converges, by alternating series test. This series converges but not
absolutely.

There are many series having this type of convergence. To distinquish this type of con-
vergence we have the following de…nition.
P
1
De…nition 84 A series an converges conditionally if it converges but not converges ab-
n=1
solutely.

Note that: The alternating harmonic series


P
1
( 1)n
n
converges but not absolutely, hence
n=1
it converges conditionally.

Error estimate for alternating series

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P
1
Theorem 85 Suppose that the alternating series an converges to a number s satis…ng all
n=1
conditions of alternating series test. The absolute value of the error, E,in approximating the
Pn
sum, s; by sn = ai , is less than or equal to jan+1 j; that is
i=1

jEj js sn j jsn+1 sn j = jan+1 j

P
1
( 1)n
Example 86 How many terms of the series n3n
are needed to compute the sum of the
n=1
series with error less than 10 3 ? n
Solution. This series satis…es the conditions of Alternating Series Test and an = ( n31)n .
( 1)n+1 1 3
Then, jEj = jerrorj jan+1 j = j (n+1)3 n+1 j = (n+1)3n+1 . The error is less than 10 = 0; 001 if
n+1 5 5
(n + 1)3 > 0; 001. Note that 3 = 243 and 5 3 = 1215 > 0; 001, n + 1 = 5. So, we need
the …rst 4 terms of the series to compute the sum to within an error of 10 3 and

X4
( 1)n 1 1 1 1 31
s4 = n
= + 2
+ 3
+ 4
=
n=1
n3 3 2 3 3 3 4 3 108
approximates s with an error less than 10 3 . That is
X4
( 1)n 31 3
jEj = js s4 j = js n
j = js ( )j < 10
n=1
n3 108

3 Power Series
P
1
De…nition 87 A series of the form cn (x a)n is called a power series centered at x = a
n=0
or a power series in powers of x a. The constants c0 ; c1 ; c2 ; : : : are called the coe¢ cients of
the power series.

Note that
X
1
cn (x a)n = c0 + c1 (x a) + c2 (x a)2 + c3 (x a)3 +
n=0

P
1
The geometric series xn = 1 + x + x2 + is a power series centered at x = 0. We know
n=0
1
that, this power series converges to if 1 < x < 1, and diverges otherwise. Therefore,
1 x

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we can write
X
1
1
xn = 1 + x + x2 + = ; if and only if 1 < x < 1:
n=0
1 x

1
Note that this representation is not valid if x 1 or x 1, even though
is de…ned
1 x
for all x 6= 1. As a result we can say, a power series may converge for some values of x and
P
1
may diverge for some other values of x. Furthermore, at x = a, the power series cn (x a)n
n=0
converges to c0 , which assures that there exists at least one real number for which the series
converges.
P
1
Theorem 88 For any power series cn (x a)n , one of the following is true:
n=0

1. The series converges for all x 2 R.

2. The series converges only at x = a.

3. There exists R 2 R+ such that the series converges at all points x satisfying jx aj < R
and diverges at all points x satisfying jx aj > R. The series may or may not converge
at either of the end points x = a R and x = a + R.

In the theorem, R is called the radius of convergence, a is called the centre of convergence
and the set of values of x for which the series converges is called the interval of convergence
which is represented by I. If the power series converges only at x = a, we say R = 0, and if
the power series converges for all x 2 R, we say R = 1.
Note that a power series may have negative and positive terms depending on the value of
x. So, the absolute convergence should be considered for convergence. We apply either the
P1
ratio test or the root test to the series jcn (x a)n j in order to …nd radius and interval of
n=0
convergence.

Example 89 Find the radius, the centre, and the interval of convergence of the power series
P1 (x + 2)n
.
n=0 n + 2

P
1 (x + 2)n
Solution. We apply the ratio test to the series jan j, where an = , and obtain
n=0 n+2
an+1 (x + 2)n+1 n+2 n+2
L = lim = lim n
= jx + 2j lim = jx + 2j:
an n+3 (x + 2) n+3
Therefore, the series converges absolutely for jx + 2j < 1 (or equivalently 3 < x < 1)
and diverges for x < 3 or x > 1. Now, we need to check the convergence at the end points
to determine the interval of convergence.

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P1 (x + 2)n P1 1 1 P1 1
For x = 1, = = + diverges by thelimit comparison test
n=0 n + 2 n=0 n + 2 2 n=1 n + 2
1
1 1 an P1 1
since 0 < , 0 < 8n 1 and lim = lim n + 2 = 1 and also diverges. So,
n+2 n bn 1 n=1 n
n
12
= I.
P1 (x + 2)n P1 ( 1)n P1
For x = 3, = = bn .
n=0 n + 2 n=0 n + 2 n=0

( 1)n ( 1)n+1 ( 1)2n+1 1 P1 ( 1)n


bn bn+1 = = = < 0, that is is
n+2 n+3 (n + 2) (n + 3) (n + 2) (n + 3) n=0 n + 2
an alternating series. The following conditions for an alternating series

( 1)n+1 ( 1)n
1. jbn+1 j = j j j j = jbn j 8n 1, and
n+3 n+2
( 1)n
2. lim bn = lim = 0, hold.
n+2
P
1 ( 1)n
Therefore, converges, by alternating series test. So, 3 2 I.
n=0 n + 2
As a result, the interval of convergence of the given power series is
I = [ 3; 1), radius of convergence is R = 1, and the centre of convergence is x = 2.

an+1 P1
Remark 90 If lim = L > 1 then lim an 6= 0 therefore the series an diverges by
an n=0
n th term test.

For simplicity, in the remaining of this section, we only consider the power series centered
at x = 0.
P
1 P
1
Theorem 91 Let c be a constant, an xn and bn xn be two power series whose radii of
n=0 n=0
convergence is Ra and Rb respectively. Then,
P
1 P
1 P
1
1. can xn = c an xn , and can xn has radius of convergence Ra .
n=0 n=0 n=0

P
1 P
1 P
1 P
1
2. (an + bn )xn = an x n + bn xn , and (an + bn )xn has radius of convergence R
n=0 n=0 n=0 n=0
such that R minfRa ; Rb g.

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3.1 Di¤erentiation and Integration of Power Series


A power series can be di¤erentiated or integrated term-by-term at every interior point in the
interval of convergence.
Term-by-Term Di¤erentiation and Integration of Power Series
P
1
Theorem 92 If an xn converges for all x in the interval ( R; R) where
n=0
R > 0, then it de…nes a continuous function f on the interval ( R; R) such that
X
1
f (x) = an xn = a0 + a1 x + a2 x2 + ; R < x < R:
n=0

The function f is di¤erentiable on ( R; R) and

0
X
1
f (x) = nan xn 1
= a1 + 2a2 x + 3a3 x2 + ; R < x < R:
n=1

Furthermore, f is integrable over any closed subinterval of ( R; R) and


Z x X1
xn+1 x2 x3
f (t)dt = an = a0 x + a1 + a2 + ; R < x < R:
0 n=0
n + 1 2 3

The theorem assures that, it is easy to di¤erentiate and integrate power series term-by-
term as the series consists of polynomial terms.
Note that: After di¤erentiation or integration the radius of convergence doesn’t change
but the interval of convergence may change due to the end points.
P
1
Theorem 93 (Abel’s Theorem) Let an xn converges on ( R; R) where R > 0 and f (x) =
n=0
P
1
an xn on this interval. Then
n=0

P
1
1. If f is left continuous at R and an Rn converges,
n=0
P
1
then f (R) = an R n .
n=0

P
1
2. If f is right continuous at R and an ( R)n converges,
n=0
P
1
then f ( R) = an ( R)n .
n=0

Examples 94 Find the power series representations of the functions.


x
1. f (x) =
(1 x)2

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2. g(x) = arctanx

Solutions.

1. We start with the geometric power series

1 X
1
= xn = 1 + x + x2 + ; if 1 < x < 1.
1 x n=0

Now di¤erentiate both sides, to get

1 X
1
= nxn 1
= 1 + 2x + 3x2 + ; if 1 < x < 1.
(1 x)2 n=1

Finally, if we multiply both sides with x we obtain

x X
1
f (x) = = nxn = x + 2x2 + 3x3 + ; if 1 < x < 1.
(1 x)2 n=1

x
Note: The domain of f (x) = is Df = Rn f1g
(1 x)2
x P
1
but f (x) = = nxn is valid only if 1 < x < 1.
(1 x)2 n=1

2. We start with the geometric power series

1 X
1
= xn = 1 + x + x2 + ; if 1<x<1
1 x n=0

and put t2 for each x satisfying 1< t2 < 1 to get

1 X 1
= ( t2 )n ; for 1<t<1
1 + t2 n=0

Now, integrate both sides to obtain


Z x
dt
arctan x = 2
0 1+t

XZ x
1

= ( 1)n t2n dt; for 1<t<1


n=0 0

X
1
x2n+1
= ( 1)n ; for 1 < x < 1:
n=0
2n + 1

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1
Example 95 Find the power series representation of in powers of (x 2).
1+x
Solution. Let t = (x 2).Then we have
t t
x = t + 2 =) x + 1 = t + 3 = 3(1 + ) = 3(1 )
3 3
Hence
1 1
= t
1+x 3(1 3
)
1X
1 n
nt
= ( 1) n for 1 < t=3 < 1
3 n=0 3
X
1
tn
= ( 1)n for 3<t<3
n=0
3n+1
X
1
(x 2)n
= ( 1)n for 1 < x < 5:
n=0
3n+1

P1 n2
Example 96 Find the sum of the series n
.
n=1 3

Solution. From one of the previous examples we know that


X
1
x
2 3
x + 2x + 3x + = nxn = ; if 1 < x < 1:
n=1
(1 x)2

Now,di¤erentiate both sides,


X
1
1+x
1 + 4x + 9x2 + = n2 xn 1
= ; for 1<x<1
n=1
(1 x)3

and multiply both sides by x , to obtain


X
1
x(1 + x)
x + 4x2 + 9x3 + = n2 xn = ; for 1<x<1
n=1
(1 x)3

If we put x = 1=3 2 ( 1; 1), we obtain


X
1
n2 1=3 4=3
= = 3=2
n=1
3n 8=27

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4 Taylor and Maclaurin Series


In the last section of this topic, we obtain the power series representations of some functions by
manipulating the geometric series algebraically. A power series is a continuous function with
derivatives of all orders. It is natural to ask whether a function can be expressed as a power
series if it has derivatives of all orders. In this section, we try to answer this question, and
learn a more general technique to obtain the power series representations of some functions.
P
1
Theorem 97 If cn (x a)n converges to f (x) for a R < x < a + R, where R > 0, then
n=0
f (k) (a)
ck = for k = 0; 1; 2; : : :.
k!
Proof. If we di¤erentiate f (x) k times, we obtain

0
X
1
f (x) = ncn (x a)n 1
= c1 + 2c2 (x a) + , jx aj < R
n=1

00
X1
f (x) = n(n 1)cn (x a)n 1
= 2c2 + 2 3c3 (x a) + ; jx aj < R
n=2
..
.
X
1
(k)
f (x) = n(n 1) (n k + 1)cn (x a)n 1 ; jx aj < R
n=k
= k(k 1)(k 2) 2 1ck + (k + 1)k(k 1) 2ck+1 (x a) +
| {z } | {z }
=k!ck =0 (if x=a)

If we set x = a we get f (k) (a) = k!ck .


This theorem states that if f has a power series representation, then it is unique and
P1 f (n) (a)
f (x) = (x a)n .
n=0 n!
De…nition 98 Let f (x) be a function with derivatives of all orders at x = a. Then the Taylor
P1 f (n) (a)
series of f about a is (x a)n . If a = 0, then the term Maclaurin series is usually
n=0 n!
Pn (k)
f (a)
used instead of Taylor series, and the polynomial pn (x) = k!
(x a)k is the Taylor’s
k=0
Polynomial of f .

Example 99 Find the Maclaurin series for f (x) = ex .


0
Solution. f (x) = f 00 (x) = = f (n) (x) = ex , hence
0 00
f (0) = f (0) = = f (0) = 1 for all n 2 N. Therefore, the Maclaurin series for ex is
(n)

X
1
f (n) (0) x2 x3 X
1
xn
xn = 1 + x + + + =
n=0
n! 2! 3! n=0
n!

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xn
Now, apply the ratio test to …nd the interval of convergence of this series. Let an =
n!
then
an+1 xn+1 n! jxj
L = lim = lim n
= lim =0
an (n + 1)! x n+1
P1 xn
hence the series converges for all values of x 2 I = R. So, the series converges but "Is
n=0 n!
this series equal to ex ?" that is
X1
xn
x ?
e = .
n=0
n!

In general, if the Taylor Series of a function f converges on an interval I, then the essential
question is
X1
f (n) (a)
"Does f (x) = (x a)n 8x 2 I hold?":
n=0
n!
To answer this question we state another theorem.
Theorem 100 (Taylor Theorem) If f is n + 1 times di¤erentiable on an interval containing
a and x. Then there exists areal number c between a and x, so that
X
n
f (k) (a)
f (x) = (x a)k + En (x) = pn (x) + En (x);
k=0
k!

f (n+1) (c)
where En (x) = (x a)n+1 .
(n + 1)!
Remark 101 If lim En (x) = 0 then
P1 f (n) (a)
f (x) = lim [pn (x) + En (x)] = lim pn (x) = (x a)n 8x 2 I
n=0 n!
that is the Taylor Series of f converges to f for all x in I.
Hence,
P1 f (n) (a)
lim En (x) = 0 =) f (x) = (x a)n 8x 2 I
n=0 n!
Example 102 Show that the Maclaurin series for f (x) = ex converges to f for all x 2 R.
Solution. Since f is (n + 1) times di¤erentiable on R, by the Taylor Theorem there exists a
number c between a = 0 and x so that
P
n (k)
f (a) f (n+1) (c) Pn
1 k ec
f (x) = k!
(x 0)k + (x 0)n+1
= k!
x + xn+1 . (Note that
k=0 (n + 1)! k=0 (n + 1)!
x can be positive or negative, that is c 2 (x; 0) or c 2 (0; x). ) As f is increasing,
c jxj
c jxj ) e e , and
f (n+1) (c) n+1 ec ejxj
0 jEn (x)j = x = jxjn+1 jxjn+1 .
(n + 1)! (n + 1)! (n + 1)!

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Atilim University - OpenCourseWare Project - Department of Mathematics, Calculus II

P1 xn P1
ejxj
We know that that series converges. So, the power series (n+1)!
jxjn+1 converges for
n=0 n! n=0
every x 2 R, and by n th term test

ejxj
lim an = lim jxjn+1 = 0 for every x 2 R
(n + 1)!
Now we can we can write lim En (x) = 0
X
1
xn
x
e = for all x 2 R
n=0
n!

Example 103 Find the Maclaurin series for f (x) = sin x and show that the series converges
to sin x for all x.
Solution. We know that f is n + 1 times di¤erentiable on R so we can …nd the Maclaurin
series of f . Since f (x) = sin x =) f (0) = 0 and if we write the derivatives of f at 0, we
obtain 0 0
f (x) = cos x =) f (0) = 1
00 00
f (x) = sin x =) f (0) = 0
000 000
f (x) = cos x =) f (0) = 1
f (4) (x) = sin x =) f (4) (x) = 0
(5) (5)
f (x) = cos x =) f (x) = 1
Thus, the Maclaurin series for sin x is
X
1
f (n) (0) x3 x5 X1
( 1)n 2n+1
n
x =x + + = x :
n=0
n! 3! 5! n=0
(2n + 1)!

By the Taylor Theorem there exists a number c between a = 0 and x so that, for n = 2k + 1,
we have
Pk ( 1)i 2i+1
f (x) = sin x = x + E2k+1 (x)
i=0 (2i + 1)!

Pk ( 1)i 2i+1 f (2k+2) (c) 2k+2


= x + x
i=0 (2i + 1)! (2k + 2)!
As all derivatives of sin x have absolute values less than or equal to 1 we have jf (2k+2) (c)j 1.
So
f (2k+2) (c) 2k+2 jxj2k+2
0 jE2k+1 (x)j = j x j
(2k + 2)! (2k + 2)!
P1 jxj2k+2
By using the Ratio Test one can show that the series converges for every x 2 R,
n=0 (2k + 2)!
and by n th term test
jxj2k+2
lim an = lim = 0 for every x 2 R
(2k + 2)!

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therefore
jxj2k+2
0 lim jE2k+1 (x)j lim =0
(2k + 2)!
by sandwich theorem

lim jE2k+1 (x)j = 0 for every x 2 R =)


lim E2k+1 (x) = 0 for every x 2 R

which shows that the Maclaurin series for sin x converges to sin x for all x and we can write
X1
( 1)n 2n+1
sin x = x for all x 2 R
n=0
(2n + 1)!

Example 104 Find the Maclaurin series for f (x) = cos x and show that the series converges
to cos x for all x.

Solution. We know that f is n + 1 times di¤erentiable on R so we can …nd the Maclaurin


series of f . Since f (x) = cos x =) f (0) = 1. and if we write the derivatives of f at 0, we
obtain 0 0
f (x) = sin x =) f (0) = 0
00 00
f (x) = cos x =) f (0) = 1
000 000
f (x) = sin x =) f (0) = 0
f (4) (x) = cos x =) f (4) (x) = 1
f (5) (x) = sin x =) f (5) (x) = 0
Thus, the Maclaurin series for cos x is
X
1
f (n) (0) x2 x4 X1
( 1)n 2n
n
x =1 + + = x :
n=0
n! 2! 4! n=0
(2n)!

By the Taylor Theorem there exists a number c between a = 0 and x so that, for n = 2k, we
have
P
k
( 1)i 2i
f (x) = cos x = (2i)!
x + E2k (x)
i=0

Pk ( 1)i f (2k+1) (c) 2k+1


= x2i + x
k=0 (2i)! (2k + 1)!
As all derivatives of cos x have absolute values less than or equal to 1 that is jf (2k+1) (c)j 1.
So
f (2k+1) (c) 2k+1 jxj2k+1
jE2k (x)j = j x j
(2k + 1)! (2k + 1)!

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P1 jxj2k+1
By using the Ratio Test one can show that the series converges for every x 2 R,
n=0 (2k + 1)!
and by n th term test

jxj2k+1
lim an = lim = 0 for every x 2 R
(2k + 1)!

therefore
jxj2k+1
0 lim jE2k (x)j lim =0
(2k + 1)!
by sandwich theorem

lim jE2k (x)j = 0 for every x 2 R =)


lim E2k (x) = 0 for every x 2 R

which shows that the Maclaurin series for cos x converges to cos x for all x and we can write
X1
( 1)n 2n
cos x = x for all x 2 R
n=0
(2n)!

De…nition 105 Analytic Functions


A function f is an anlytic function at c if its Taylor series about c converges to itself in
an open interval containing c.

4.1 Applications of Taylor and Maclaurin Series


There are many applications of Taylor and Maclaurin series of functions in mathematics and
related areas. For example, to approximate the values of functions,to evaluate the integrals
which cannot be integrated by elementary techniques and to evaluate the limits of indetermi-
nate forms. The following examples show how to use Taylor and Maclaurin Series for these
purposes.

1
Example 106 Find sin 47 with error less than = 0; 00001.
10000
47
Solution. We can use the Maclaurin series for sine at x = 47 + = which is
4 90 180
very near to 1. So, if we use Maclaurin series directly we need to take too many terms of
1
the series for computation of sin 47 with error less than . If we use the trigonometric
10000
identity and the Maclaurin series of sine and cosine functions which gives the Taylor series

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for sin x about a =


4

sin 47 = sin +
4 90
= sin cos + cos sin
p 4 90 4 90
2
= (cos + sin )
2 2 90 90 3
p 6 7
26 1 1 1 7
= 6 ( )3 + + 1 ( )2 + ( )4 7
2 4 90 3! 90 2! 90 4! 90 5
| {z } | {z }
is an alternating series is an alternating series

So the error estimate for alternating series gives us

1 1
cos with an error ( )3 <
90 90 3! 90 20000
and
1 1 1
sin 1 ( )2 with an error ( )4 <
90 2! 90 4! 90 20000
1 1 1 1 1
Since, jerrorj < ( )3 + ( )4 < + = we have
3! 90 4! 90 20000 20000 10000
p
2 1
sin 47 1+ ( )2 0:73136 :
2 90 2 90

p
2 1 1 1
Note that: The series 1+ ( )2 ( )3 + ( )4 + is the Taylor
2 90 2 90 3! 90 4! 90
series of sin x about a = 45 = evaluated at x = 47 = + .
4 4 90
R x sin t
Example 107 Find Maclaurin series of E(x) = 0
dt and evaluate E(1) with error less
t
1
than .
10000

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P1 ( 1)n 2n+1 sin t P1 ( 1)n 2n


Solution. Maclaurin series for sin t = t . Then = t , and
n=0 (2n + 1)! t n=0 (2n + 1)!

Z x Z xX 1
sin t ( 1)n 2n
E(x) = dt = t dt (since the series converges)
0 t 0 n=0 (2n + 1)!

X1 Z x
( 1)n 2n
= t dt
n=0 0
(2n + 1)!
X
1
( 1)n
= t2n+1 jx0
n=0
(2n + 1)!(2n + 1)
X
1
( 1)n
= x2n+1
n=0
(2n + 1)!(2n + 1)

is the Maclaurin series of E(x).


R 1 sin t P1 ( 1)n
So, E(1) = 0 dt = is a convergent alternating series and satis…es
t n=0 (2n + 1)!(2n + 1)
the conditions of Alternating Series Test (exercise). Then,

( 1)n 1
jEj = jerrorj jan+1 j = = .
(2n + 3)!(2n + 3) (2n + 3)!(2n + 3)

The error is less than 10 3 = 0; 0001 if (2n + 3)!(2n + 3) > 10000. Note that 5! 5 = 600
and 7! 7 = 35280, therefore 2n + 3 7 =) n 2. So we need …rst 3 terms of the series to
compute the sum to within 10 4 of its actual value. Hence
Z 1
sin x 1 1 1703
dx 1 + =
0 x 3! 3 5! 5 1800

1 cos x
Example 108 Evaluate lim .
x!0 x2
Solution. If we use the Maclaurin series of cos x then we have
x2 x4 x6
1 1 + +
1 cos x 2 4! 6!
lim = lim
x!0 x2 x!0 x2
1 x2 x4
= lim + +
x!0 2 4! 6!
1
=
2

40

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