Lecture Note Chapter One (1)
Lecture Note Chapter One (1)
1
Note: A sequence is either convergent or divergent depending on the limit
of the nth term.
Note: If lim an exists, then the sequence converges otherwise diverges.
n→∞
Example 1.2. Check whether the following sequences are convergent or not.
n
(a) {n} (d) { n+1 }
1
sin( n )
(b) { n1 } (e) { 1 }
n
(c) {(−1)n }
Theorem 1.1. Suppose the sequences {an } and {bn } converges to L1 and
L2 respectively and c is a constant. Then
L1
(a) {an ± bn } → L1 ± L2 (d) { abnn } → L2
, where L2 6= 0
(b) {can } → c (e) {apn } → Lp1 , for p > 0, an ≥ 0
(c) {an bn } → L1 L2
Proof. Using limit theorems, we can prove them.
Example 1.3. Determine whether the sequences are convergent or divergent.
If it is convergent, find the limit.
1
sin( n ) 2
(a) { n1 + 1 } n
(c) { (2n+1)(n+1) }
n
1
(b) {5 2n+1 }
Theorem 1.2 (The squeezing theorem for sequences). Let {an }, {bn } and
{cn } be sequences for real numbers such that
an ≤ bn ≤ cn , for n ≥ n0 , for some n0 ∈ N.
If lim an = L = lim cn , then the sequence {bn } is convergent and has a
n→∞ n→∞
limit L, i.e. it converges to L.
Example 1.4. Show that { nn!n }∞
n=1 is convergent and converges to 0.
2
Exercise 1.1. Prove that the sequence { sin(n)
n
} is convergent and converges
to 0.
−|an | ≤ an ≤ |an |.
Since lim −|an | = − lim |an | = 0 and lim |an | = 0, therefore by squeezing
n→∞ n→∞ n→∞
theorem we have lim an = 0.
n→∞
3
(i) if an − an+1 ≥ 0, then the sequence {an } is decreasing.
(ii) if an − an+1 ≤ 0, then the sequence {an } is increasing.
an
(2) by considering the value an+1
either greater than or less than or equal
to 1:
an
(i) if an+1
≥ 1, then the sequence {an } is decreasing.
an
(ii) if an+1
≤ 1, then the sequence {an } is increasing.
m ≤ an , ∀n,
an ≥ M, ∀n,
|an | ≤ M, ∀n ≥ 1.
4
Example 1.8. Show that the following sequences are bounded:
n
(a) { }
n+1
1
(b) {(−1)n }
n
(c) {(−1)n }
(d) {sin n}
(a) {−n2 }∞
0 decreasing (monotonic) and bounded above by upper bound
0.
(b) {(−1)n }∞
1 alternate b/n −1 and 1 so the sequence is neither increasing
nor decreasing. Bounded, since bounded above by 1 and bounded below
by −1.
2
(c) decreasing (monotonic) and bounded since bounded above by 25
and
bounded below by 0.
5
Solution: At first, the terms increase. However, after the third term, the
terms decrease. In fact, the terms decrease for all n ≥ 3. We can show this
as follows
4n+1 4 4n 4
an+1 = = · = · an ≤ an if n ≥ 3.
(n + 1)! (n + 1) n! (n + 1)
3. { n2n+1 }
4. {n + n1 }
5. {n(−1)n }
a1 = 2, an+1 = 4 − an , ∀n ≥ 1.
6
Subsequence
Definition 1.6. Let {an } be a sequence when we extract from this sequence
only certain elements(terms) and drop the remaining ones we obtain a new
sequence consisting of an infinite subsets of the original sequence. That
sequence is called a subsequence and is denoted by {ank } where nk ∈ N.
Example 1.14. Consider a sequence {(−1)n }. Then we extract the following
two sequences
{1} = 1, 1, 1, ....
{−1} = −1, −1, −1, ....,
which are subsequences of {(−1)n }.
Example 1.15. Consider the sequence { n1 }. Then we can extract different
1 1
sequences { 2n+1 } and { 2n }. These sequences are subsequences of the given
1
sequence { n }.
Theorem 1.8. If {an } is a convergent sequence, then every subsequence of
that sequence converges to the same limit.
7
the sum of terms a1 , a2 , a3 , ..., an denoted by
Sn = a1 + a2 + a3 + ... + an ,
we call it partial sum which is the sum of all the first n−terms. Now as n
increase with out bound, these lead us to infinite series.
Definition 1.8. An infinite series is an expression of the form
∞
X
ak = a1 + a2 + a3 + ... + an + ...
k=1
Sn = a1 + a2 + a3 + ... + an ,
the numbers a1 , a2 , a3 , ... are called the terms of the series and the sequence
{Sn } is called sequence of partial sums.
2. There are series in which the starting point is not 1. For instance, we
can consider the following example
1 1 1
+ + + ··· ,
3 4 5
P∞ 1 P∞ 1
can be denoted by or .
k=3 k k=2 k + 1
8
Example of convergence series
P∞ 1
1. Show that the series k
converges.
k=1 2
Solution: Now the partial sum of the given series is
1 1 1 1
Sn = + 2 + 3 + ··· + n, (1.1)
2 2 2 2
multiplying both sides of the above equation by 21 , then we have
1 1 1 1 1 1
Sn = 2 + 3 + 4 + · · · + n + n+1 . (1.2)
2 2 2 2 2 2
Take the difference between (1.1) and (1.2), we have
1 1 1 1
Sn = − n+1 ⇒ Sn = 1 − n .
2 2 2 2
1
Now, the sequence of partial sum {Sn } = 1 − n is conveges to 1.
2
P∞ 1
Therefore, the series k
converges to 1.
k=1 2
P∞ 1
2. Show that the series k
converges to 2.
k=0 2
Solution: Now the partial sum of the given series is
1 1 1 1
Sn = 1 + + 2 + 3 + ··· + n, (1.3)
2 2 2 2
multiplying both sides of the above equation by 21 , then we have
1 1 1 1 1 1 1
Sn = + 2 + 3 + 4 + · · · + n + n+1 . (1.4)
2 2 2 2 2 2 2
Take the difference between (1.3) and (1.4), we have
1 1 1
Sn = 1 − n+1 ⇒ Sn = 2 − n .
2 2 2
1
Now, the sequence of partial sum {Sn } = 2 − n is conveges to 2.
2
∞ 1
P
Therefore, the series k
converges to 2.
k=0 2
9
∞
3
P 10
3. Show that the series m
converges to .
m=0 10 3
Solution: Now the partial sum of the given series is
3 3 3 3
Sn = 3 + + 2 + 3 + ··· + n, (1.5)
10 10 10 10
1
multiplying both sides of the above equation by 10
, then we have
1 3 3 3 3 3
Sn = + 2 + 3 + · · · + n + n+1 . (1.6)
10 10 10 10 10 10
Take the difference between (1.5) and (1.6), we have
9 3 10 1 1
Sn = 3 − n+1 ⇒ Sn = − .
10 10 3 3 10n
10 1 1
Now, the sequence of partial sum {Sn } = − is conveges to
3 3 10n
10 P∞ 3 10
. Therefore, the series k
converges to .
3 k=0 10 3
∞
(−1)k diverges.
P
4. Show that the series
k=1
Solution: Now the partial sum of the series is
(
0 : if n is even
Sn = ,
1 : if n is odd
Geometric series
Definition 1.10. A geometric series is an infinite series in which the ratio
of successive terms in the series is constant. If this constant ratio is r, then
the series has the form
∞
X
ark = a + ar + ar2 + · · · + arn + · · · ,
k=0
where a = 0.
10
Example 1.17. Consider the following geometric series
∞
2n is geometric series with common ratio r = 2.
P
(4).
n=0
11
∞
ark diverges. On the other hand, if |r| < 1, then se-
P
Therefore, the series
k=m
arm ∞
ark
P
quence of partial sum {Sn } converges to . Therefore, the series
1−r k=m
arm
converges to .
1−r
∞
ark in (1.7)
P
Remark 1.3. If |r| < 1, the sum of a geometric series
k=m
depends on the starting point m.
P∞ 5
(b). k
k=1 4
P∞ 3
(c). k
k=1 10
Solution:
3 25
The common ratio of the series is 5
< 1 and the series converges to 2
.
1
The common ratio of the series is 4
< 1 and the series converges to 35 .
1
The common ratio of the series is 10
< 1 and the series converges to 13 .
12
Example 1.19. Find the rational number represented by repeating decimal
0.784784784....
Solution:
which is a geometric series with a common ratio 1013 < 1 and converges to
784 784
999
. Therefore, the rational number representation of 0.784784784... is 999 .
(b)
A telescoping Series
Definition 1.11. A telescoping series is an infinite seriesseries of the form
∞ ∞
X 1 X 1
2
= .
k=1
k +k k=1
k(k + 1)
∞
P 1
Example 1.20. Show that the series is convergent and converges
k=1 k2 +k
to 1.
13
Thus the partial sum of the given series is
n
X 1 1
Sn = −
k=1
k k+1
1 1 1 1 1 1 1
= 1− + − + − + ··· + −
2 2 3 3 4 n n+1
1
=1− .
n+1
1
Thus the sequence of partial sum is {Sn } = 1 − and lim Sn = 1 ∈
n+1 n→∞
R. Hence, the sequence of partial sum {Sn } is convergent and converges to
P∞ 1
1. Therefore, the telescoping series 2
is convergent and converges
k=1 k + k
to a sum 1.
∞
P 1
Example 1.21. Show that the series 2
is convergent.
k=0 k + 3k + 2
14
Harmonic Series
A series that a rises in connection with overtones produced by a vibrating
musical string is a harmonic series.
Definition 1.12. An infinite series has a form
∞
X 1 1 1
=1+ + + ···
k=1
k 2 3
Property
P 2 (Linearity
P of infinite series) P
If ak and bk are convergent series, then so is (cak + dbk ) for con-
stants c & b and
X X X
(cak + dbk ) = c ak + d bk .
∞
P 4 6
Example 1.22. Show that − is convergent and find the sum
k=1 k 2 + k 2k
of the series.
∞
P 1 P∞ 1
Solution: Since the series 2
and k
are both convergent and
k=1 k + k k=1 2
converges to 1, and 4 & 6 are constants, then by using linearity property we
can write
∞ ∞ ∞
X 4 6 X 1 X 1
2
− k =4 2
−6
k=1
k +k 2 k=1
k +k k=1
2k
= 4(1) − 6(1) = −2.
15
∞
P 4 6
Hence, by linearity we have that the − is convergent and the
k=1 k 2 + k 2k
sum is −2.
∞
P 4 2
Exercise 1.5. Show that the series − is convergent and
n=1 2n n(n + 1)
find the sum of the series.
∞1 ∞
(−1)k
P P
Solution: Since the series 2+k
is convergent and the series
k=1 k k=1
diverges, then by the second property we have the series
∞
X 4 k
+ (−1) ,
k=1
k2 + k
diverges.
Divergence test
The convergence or divergence of an infinite series is determined by the be-
haviour of its partial sum Sn as n → ∞. But in some cases it is difficult
or impossible to find the formula for partial sum Sn . Thus other techniques
must be used to determine convergence or divergence of a series.
16
∞
P
Note: The divergence test only tell us that the series ak diverges if
k=1
lim ak 6= 0, but it can not be used to show convergence.
k→∞
P∞ k − 300
Example 1.24. Show that the series diverges.
k=1 4k + 750
∞
P k2
Exercise 1.6. Show that the series 2
diverges.
k=1 5k + 4
P∞ 1
2. 3
n=1 n
P
Theorem 1.11. A series an with an ≥ 0, ∀n converges if its sequence
of partial sum {Sn } is bounded from above.
Proof. Clearly, the sequence of partial sum {Sn } is increasing and bounded
below by 0, because every term of the series is non-negative. Therefore, by
monotonic convergence theorem,
P the sequence of partial sum {Sn } is conver-
gent and then the series an is convergent.
17
1.6 Tests of convergence for nonnegative se-
ries(integral, comparison, ratio and root
test)
Integral test
Integral test is a test that involves comparing a non-negative series with an
improper integral.
Theorem 1.12 (Integral test).
Let {an }∞
n=1 be a non-negative sequence, and let f be a positive, contin-
uous and decreasing function defined on [1, ∞) such that
f (n) = an for n ≥ 1.
∞
P
Then the series an converges (diverges) if and only if the integral
n=1
Z ∞
f (x)dx
1
is diverges.
Solution: Consider the harmonic series
∞ ∞
X 1 X
= an .
n=1
n n=1
1
Define f (x) = on [1, ∞). Then the function f is non-negative, continuous
x
1
and decreasing function on [1, ∞) such that f (n) = = an . Then,
n
Z ∞ Z ∞ ∞
1
f (x)dx = dx = ln x = ∞ ∈ / R,
1 1 x 1
P∞ 1
which diverges. Therefore, by integral test, the series diverges.
n=1 n
18
P-series
Definition 1.14. An infinite series of the form
∞
X 1 1 1 1
p
= p
+ p
+ p
+ ··· ,
k=1
k 1 2 3
1
P
3. k100
1
P
4. √
4
k
19
∞
P1 1
(b) The series −√ is the linear combination of the convergent
k=1 ek k
P∞ 1 1
geometric series k
with common ratio r = < 1 and divergent
k=1 e e
P∞ 1
p−series √ with p = 1/2 ≤ 1. Therefore, by property 3, the series
k=1 k
P∞ 1 ∞
P 1
√ = 3/2
diverges.
k=1 k
k 3
k=1
Comparison test
It has two different comparison test technique such as direct comparison test
and limit comparison test.
20
∞ 1
√ is divergent p−series with p = 21 < 1.Therefore, by
P
and the series
k=1 k
P∞ 1
direct comparison test, the given series √ is divergent.
k=1 k−1
1 1
Solution: Since has the same apperance with k , now compute the
2k −5 2
limit
1
2k −5
lim 1 = 1,
k→∞
2k
∞
P1 P∞ 1
which is finite and positive. Then both the series k
and k
have
k=1 2 − 5 k=1 2
the same property. But, we know that the property of the geometric series
∞ 1
with common ratio r = 12 < 1 is convergent. Therefore, the series
P
k
k=1 2
P∞ 1
k
converges.
k=1 2 − 5
21
P
Theorem 1.16 (The ratio test). Given the series ak with ak > 0. Suppose
that
ak+1
lim = L,
k→∞ ak
Solution: Since the series is positive term series, we can apply ratio test:
22k
ak+1 (k+1)k! 2
lim = lim 2k
= lim = 0 < 1.
k→∞ ak k→∞ k→∞ k + 1
k!
P∞ 2k
Therefore, by ratio test, the series is convergent.
k=1 k!
is divergent.
Solution: Since the series is positive term series, we can apply ratio test:
(k+1)(k+1)k k k
ak+1 (k+1)k! k+1 1
lim = lim kk
= lim = lim 1 + = e > 1.
k→∞ ak k→∞ k→∞ k k→∞ k
k!
P∞ kk
Therefore, by ratio test, the series is divergent.
k=1 k!
22
Example 1.34. Ratio test fails to apply on the following series
∞
X 1
.
k=1
2k − 3
Solution: Since
ak+1 2k − 3
lim = lim = 1,
k→∞ ak k→∞ 2k − 1
Root test
P
Theorem 1.17 (Root Test). Given the series ak with ak ≥ 0. Suppose
√
that lim ak = w. The root test states the following
k
k→∞
P
1. If w < 1, then the series ak converges
P
2. If w > 1, even w = ∞, then the series ak diverges
23
Solution: Since the series is non-negative term series, then we can apply
root test:
k
√ 1
lim k ak = lim 1 + = e > 1.
k→∞ k→∞ k
∞
k 2
P 1
Therefore, by root test, the series 1+ is divergent.
k=1 k
or
∞
X
(−1)k+1 ak = a1 − a2 + a3 − a4 + ...
k=1
1. lim ak = 0
k→∞
24
Example 1.38. Show that the series
∞
X 1
(−1)k
k=1
k
converges.
1
Solution: The series is an alternating series with ak = such that
k
1
lim ak = lim =0
k→∞ k→∞ k
Alternating p-sereis
Definition 1.16. The series of the form
∞
X 1
(−1)k+1
k=1
kp
25
Note: There are some particular series which doesn’t fit in any of the
catagories what we have studied so far. For instance, we consider the follow-
ing series
1 1 1 1 1 1
1− − 2 + 3 + 4 − 5 − 6 + ··· .
2 2 2 2 2 2
Now, let us consider other techniques to determine properties of series which
are different from the others we discussed so far.
Theorem 1.20 (Absolute convergence
P test).
If absolute
P value series |a k | converges, then the given series of real
numbers ak converges.
Example 1.41. Determine the property of the series
1 1 1 1 1 1 1 1 1
1+ + − − + + + − − + ··· . (1.10)
4 9 16 25 36 49 64 81 100
Solution: The absolute value series of the above series is
∞
1 1 1 1 1 1 1 1 1 X 1
1+ + + + + + + + + + ··· = 2
,
4 9 16 25 36 49 64 81 100 k=1
k
P∞ 1
which is p−series with p = 2 > 1. Since by p−series test the series 2
k=1 k
converges. Therefore, by Absolute convergence test, the series (1.10) is con-
vergent.
Example 1.42. Show that the series
∞
X sin k
.
k=1
2k
Solution: Now
sin k 1
0≤ ≤ k, ∀k.
k 2
∞ 1
P
Since k
is convergent, then by absolute convergence test, the series
k=1 2
P∞ sin k
is convergent. Therefore, by direct comparison test, we can con-
k=1 k
clude that the series
∞
X sin k
k
.
k=1
2
is convergent.
26
Exercise 1.8. Show that the series
∞
X 1
(−1)k−1 2
k=1
k
is convergent.
Note: It is important to distingush between
P the notions of convergence and
absolutely P
convergence. If the series ak is absolutely
P convergence (i.e.
the series |ak | is convergent), then the series ak is convergence. The
∞ 1
(−1)k is convergent,
P
converse may not be true. For instance, the series
k=1 k
∞
1
P
but the abslute value series k
is divergent.
k=1
27
P∞ (−1)k P∞ 1
(b) Since the absolute value series = is convergent.
k=1 k2 k=1 k
2
P∞ (−1)k
Hence, the series is absolutely convergent series.
k=1 k2
∞ cos k ∞ | cos k|
(−1)k
P P
(c) Since the absolute value series = is conver-
k=1 k3 k=1 k3
P∞ 1
gent by direct comparison test with the series 3
. Hence the series
k=1 k
∞ cos k
(−1)k 3 is absolutely convergent.
P
k=1 k
ak+1
lim = L,
k→∞ ak
kxk converges.
P
Example 1.44. Find all value(s) of x for which the series
Solution: Now, we can apply the generalized ratio test. Let ak = kxk . Then
(k + 1)xx
ak+1 (k + 1)
lim = lim = |x| lim = |x|.
k→∞ ak k→∞ kxk k→∞ k
the series converges for |x| < 1 which implies that the series
P k
kx
converges when x ∈ (−1, 1).
the series diverges for |x| > 1 which imples that the series
P k
kx di-
verges when x ∈ (−∞, −1) ∪ (1, ∞).
28
P k
But, we have to check the property of the series kx at the end points of
the interval (−1, 1) i.e. at the points x = −1 and P
x = 1.
case 1: If x = 1, then the above series becomes k and then lim ak 6= 0.
P k k→∞
Therefore, by divergent test we can have that the series kx diverges at
x = 1.
(−1)k k andPthen
P
case 2: If x = −1, then the above series becomes
lim ak 6= 0. Therefore, by divergent test we can have that the series kxk
k→∞
diverges at x = −1.
Hence, the series converges for |x| < 1 and diverges for |x| ≥ 1.
Solution:
n3 (n + 1)3
(a) Since an = (−1)n n and an+1 = (−1)n+1 (n+1) , then by apply gen-
3 3
eralized ratio test,
3
an+1 1 n+1 1
lim = lim = < 1.
n→∞ an n→∞ 3 n 3
∞ n3
(−1)n
P
Therefore, the series converges absolutely.
n=1 3n
2k 2k+1
(b) Since ak = (−1)k+1 and ak+1 = (−1)k+2 , then by apply
k! (k + 1)!
generalized ratio test,
ak+1 2
lim = lim = 0 < 1.
k→∞ ak k→∞ k+1
∞ 2k
(−1)k+1
P
Therefore, the series converges absolutely.
k=1 k!
Theorem
P 1.22 (Generalized root test). p
Let ak be any series of real numbers. Then, if lim k |ak | = L, then
k→∞
29
P
1. If L < 1, then the series ak converges absolutely
P
2. If L > 1, then the series ak diverges
∞
5n
P −2n
Therefore, the series diverges.
n=1 n+1
30
End of Chapter One
31