Lecture 25/26 : Integral Test for p-series and The Comparison test

∞
X 1
In this section, we show how to use the integral test to decide whether a series of the form p
(where
n=a
n
a ≥ 1) converges or diverges by comparing it to an improper integral. Serioes of this type are called
p-series. We will in turn use our knowledge of p-series to determine whether other series converge or
not by making comparisons (much like we did with improper integrals).

Integral Test Suppose f P (x) is a positive decreasing continuousR ∞function on the interval [1, ∞) with
f (n) = an . Then the series ∞n=1 na is convergent if and only if 1
f (x)dx converges, that is:
Z ∞ ∞
X
If f (x)dx is convergent, then an is convergent.
1 n=1

Z ∞ ∞
X
If f (x)dx is divergent, then an is divergent.
1 n=1

Note The result is still true if the condition that f (x) is decreasing on the interval [1, ∞) is relaxed to
“the function f (x) is decreasing on an interval [M, ∞) for some number M ≥ 1.”
We can get some idea of the proof from the following examples:
We know from our lecture on improper integrals that
Z ∞
1
dx converges if p > 1 and diverges if p ≤ 1.
1 xp

P∞ 1
R∞ 1
Example In the picture below, we compare the series n=1 n2 to the improper integral 1 x2
dx.

We see that n Z ∞
X 1 1
sn = 1 + 2
<1+ dx = 1 + 1 = 2.
n=2
n 1 x2
Since the sequence {sn } is increasing (because each an > 0) and bounded, we can conclude that the
sequence of partial sums converges and hence the series
∞
X 1
2
converges.
i=1
n

P∞ 1
R∞ 1
NOTE We are not saying that i=1 n2 = 1 x2
dx here.

1
 P∞ R∞
Example In the picture below, we compare the series √1 to the improper integral √1 dx.
n=1 n 1 x

∞
X 1 1 1 1
√ = √ + √ + √ + ···
k=1
n 1 2 3

This time we draw the rectangles so that we get

Z n
1 1 1 1 1
sn > sn−1 = √ + √ + √ + · · · + √ > √ dx
1 2 3 n−1 1 x
Rn Rn
Thus we see that limn→∞ sn > limn→∞ 1 √1x dx. However, we know that 1 √1x dx grows without bound
R∞
and hence since 1 √1x dx diverges, we can conclude that ∞ √1
P
k=1 n also diverges.

p-series
We can use the result
P∞ quoted above from our section on improper integrals to prove the following result
1
on the p-series, i=1 np .
∞
X 1
p
converges for p > 1, diverges for p ≤ 1.
n=1
n

Example Determine if the following series converge or diverge:

∞ ∞ ∞ ∞
X 1 X
−15
X
−15
X 1
√ , n , n , √ ,
n=1
3
n n=1 n=10 n=100
5
n

2
 Comparison Test
As we did with improper integral, we can compare a series (with Positive terms) to a well known series
to determine if it converges or diverges.
We will of course make use of our knowledge of p-series and geometric series.
∞
X 1
converges for p > 1, diverges for p ≤ 1.
n=1
np

∞
X
arn−1 converges if |r| < 1, diverges if |r| ≥ 1.
n=1

P P
Comparison Test Suppose that an and bn are series with positive terms.
P P
(i) If bn is convergent and an ≤ bn for all n, than an is also convergent.
P P
(ii) If bn is divergent and an ≥ bn for all n, then an is divergent.

Proof Let n n
X X
sn = ai , tn = bi ,
i=1 i=1
P
Proof of (i): Let us assume that bn is convergent and that an ≤ bn for all n. Both seriesP have
positive terms, hence both sequences {sn } and {tnP } are increasing. Since we are assuming that ∞n=1 bn
∞
converges, we know that there exists a t withP∞ t = n=1 bn . We have sn ≤ tn ≤ t for all n. Hence since
the sequence of partial
P∞ sums for the series n=1 an is increasing and bounded above, it converges and
hence the series n=1 an converges.
P
ProofP of (ii): Let us assume that bn is divergent and that an ≥ bn for all n. Since we are assuming
that bn diverges, we have the sequence of partial sums, {tn }, is increasing and unbounded. Hence
since we are assuming here that an ≥ bn for each n, we have P sn ≥ tn for each n. Thus the sequence of
partial sums {sn } is unbounded and increasing and hence an diverges.

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Example Use the comparison test to determine if the following series converge or diverge:
∞ ∞ ∞
X 2−1/n X 21/n X 1
, , ,
n=1
n3 n=1
n n=1
n2 + 1

∞ ∞ ∞
X n−2 X ln n X 1
, ,
n=1
2n n=1
n n=1
n!

4
 P P
Limit Comparison Test Suppose that an and bn are series with positive terms. If
an
lim =c
n→∞ bn

where c is a finite number and c > 0, then either both series converge or both diverge.
an
Proof Let m and M be numbers such that m < c < M . Then, because limn→∞ bn
= c, there is
an N for which m < abnn < M for all n > N . This means that

mbn < an < M bn , when n > N.

Now we can use the comparison test from above to show that
mbn also converges. Hence m1
P P P P
If an converges, then mbn = bn converges.
P P P
On the other hand, if bn converges, then M bn also converges and by comparison an
converges.
Example Test the following series for convergence using the Limit Comparison test:
∞ ∞ ∞ ∞
X 1 X n2 + 2n + 1 X 2n + 1 X e
2
, √ , ,
n=1
n −1 n=1
n4 + n2 + 2n + 1 n=1
n3 + 1 n=1
2n −1

∞ ∞
!3 ∞
X 21/n X 1 −n
X π 
, 1+ 3 , sin .
n=1
n2 n=1
n n=1
n