AP Calculus Chapter 11
AP Calculus Chapter 11
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§ 11.1 Sequences
⇒
ln ln
ex) lim (∵ lim lim )
→ ∞ →∞ →∞
◎ Thm> Suppose that and are convergent sequences, then the following
property holds.
lim
④ lim
→ ∞
→∞
( ≠ ,
lim
→∞
lim ≠ )
→ ∞
pf) ④ Since lim ≠ and
, ∃ ∈ s.t. ⇒
→∞
⇒ ≤ ⇒
⇒ . Then for , we have
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≤
.
Since lim and
, ∃ ∈ s.t. ⇒
→ ∞
Since lim and
, ∃ ∈ s.t. ⇒
→ ∞
≤
×
×
. ■
◎ Thm> ① lim lim ( )
→ ∞ →∞
ex) lim
→ ∞
since lim lim .
→∞ → ∞
◎ Thm> A sequence can have at most one limit.
For , ∃ ∈ s.t.
⇒ , ⇒
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Alternative proof : ∀ , ≤
∴ ■
pf) Suppose lim . For
, ∃ ∈ s.t. ⇒
→ ∞
⇒ and it is a contradiction. ■
◎ Note
lim lim , lim lim .
→ → →∞ → ∞
ex)
lim sin
→ ∞
sin lim sin (∵ sin is continuous at and
→∞
lim
.)
→ ∞
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⇒ , ⇒
Take max , then ⇒ ≤ ≤
⇒ , lim ■
→∞
<Example>
,
. Since for
and is continuous on the interval ∞ , is decreasing on ∞ .
⇒ for ∀ ∈, is decreasing.
◎ Defn> Let ∅ ≠ ⊆ .
(a) The set is said to be bounded above if ∃ ∈ s.t. ≤ for ∀ ∈ .
Each such number is called an upper bound for .
(b) The set is said to be bounded below if ∃ ∈ s.t. ≥ for ∀ ∈ .
Each such number is called a lower bound for .
(c) A set is said to be bounded if it is both bounded above and bounded below.
(d) A set is said to be unbounded if it is not bounded.
⇒ ≤ . Take
max ⋯ ⇒ ∀ ∈, ≤ and therefore
is bounded. ■
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◎ Defn> Let ∅ ≠ ⊆ .
* An upper bound for is the least upper bound for ⇔ ≤ for
every upper bound for ⇔ sup ⇔ lub
pf) Suppose is increasing and bounded above. Let ≥ ⇒ has a
least upper bound by the Completeness Axiom. Let be given then is not
an upper bound for , and ∃ s.t. ≤ .
<Example>
,
. Find the limit of .
① is increasing since
and if then
. Therefore, for ∀ ∈.
≤
≤ ≤ then
≤
≤ .
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Therefore,
≤ ≤ for ∀ ∈.
It follows from the MST that lim exists. Let lim then
→∞ → ∞
lim lim
and
, or . Since
≤ ≤ ,
→ ∞ → ∞
≤ ≤ and . ∴ lim ■
→∞
<Example> , . Find the limit of .
<Example> Let . Find the limit of .
①
C ⋯ C
C C
⋯
⋅ ⋅ ⋅ ⋯ ⋅
⋯ ⋯ ,
C
C
C ⋯
C
⋯ ⋯
② ⋯ ⋯
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≤ ⋯ ≤ ⋯ .
Therefore, ≤ for ∀ ∈.
By the MST, lim exists, and it is actually the so-called Euler’s constant . ■
→∞
∞
<Example>
⋯
lim .
→∞
pf) ⋯ ⋯
, .
∞
⇒ By the MST, lim
→ ∞
. Let
and .
①
⋯ ⋯
≤ ⋯ . Therefore, ≤ for ∀ ∈.
lim ≤ lim .
→∞ → ∞
② ≥
⋯ ⋯
( ≥ )
Fix the value of and send → ∞ , then lim ≥
⋯ .
→∞
∞
→∞
∴ lim
■
<Example> Prove lim , lim
→∞ → ∞
<Example> For sequence such that , let lim
. Prove :
→∞
① ≤ : lim
→∞
② : lim ∞
→ ∞
③ : Nothing
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§ 11.2 Series
◎ (Infinite) Series
∞
⋯
or
◎ Defn>
Given a series , let denote its th partial sum : . If
is
∞
⋯ or . is called the sum of the series .
∞
* Note :
lim
→ ∞
∞
<Example> For the sequence
,
is divergent since
lim
≠ .
→ ∞
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∞
<Example> For the sequence sin ,
is divergent since
sin
lim sin
lim ≠ .
→ ∞ →
∞ ∞
◎ Thm> If ,
are convergent, then for constant ∈,
∞ ∞ ∞
①
∞ ∞ ∞
②
∞ ∞
③
∞
proof by the definition of
and the limit laws of a converging limit.
◎ Note
A finite number of terms does not affect the convergence or divergence of a series.
∞ ∞ ∞
<Example>
→∞
lim
.
∞
<Example> tan
is divergent since lim tan
→ ∞
≠ .
∞
<Example> sin
is convergent since lim sin is not convergent.
→ ∞
∞
<Example>
is convergent if .
∞
<Example>
is convergent if .
∞
sin
<Example>
is convergent regardless of if ∈.
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∞ ∞
<Example>
lim
→ ∞
∞
(Q) The convergence of
⋯ ?
pf)
∞ ∞
If
is convergent then ⋯ ≤ ≤
and
∞
≤
: An upper bound. Therefore, is increasing and
∞
≤ for ∈. By the MCT, lim exists and
→ ∞
is convergent.
∞
If
is divergent then
→∞
lim ∞ . Since
∞
≤
⋯ ,
→∞
lim ∞ and lim ∞ and
→∞
is
divergent.
∞
ln ln
<Example> For
, let then for , and ′ for
. Therefore, is continuous, positive, and decreasing on ∞ .
∞
ln ln
Since
lim
→ ∞
lim ln
→ ∞
lim
→ ∞
ln ∞ .
∞ ∞ ∞
Since
is divergent,
is also divergent and therefore
is
divergent.
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∞
<Example> -series : convergence of
⋯
sol) (i) : is continuous, positive, and decreasing on ∞ .
∞
∞
lim
→∞
lim
→∞
∞
lim
→∞
→∞
lim
.
Therefore,
converges.
(ii) : is continuous, positive, and decreasing on ∞ .
∞ ∞
lim
→∞
∞ . Therefore,
diverges.
∞
(iii) :
diverges since it is the harmonic series.
(iv) ≤ : lim lim ∞ , lim lim ≠ if
→∞ → ∞ →∞ →∞
∞
Therefore,
diverges.
∞
⇒
converges if and only if .
∞
<Example> Determine the convergence of
.
sol) Let then ′ for ≥ and is continuous, positive,
and decreasing on ∞ . Now we should check the convergence of
∞ ∞ ∞
. Since
lim
→ ∞
( )
∞
→ ∞
lim
→ ∞
lim ,
is convergent.
∞
<Example> Determine the convergence of
. ln
sol) Let then ′ for ≥ and is continuous, positive,
ln
and decreasing on ∞ . Now we should check the convergence of
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∞ ∞ ∞
ln
. Since
ln
( ln)
∞
lim
→ ∞ ln
lim ∞ ,
→ ∞ ln
ln
is divergent.
⋯ then .
pf)
∞
<Example>
∞
Since
→ ∞
→ ∞
lim lim , if ≥ then
≤ ≤ ,
◎ Note
∞ ∞
≤ ≤
⇒
∞ ∞
≤ ≤
∞ ∞
<Example>
is convergent since
lim
→∞
lim
→∞ →∞
tan lim tan tan tan .
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∞
<Example>
Let then ′ for ≥ and is continuous, positive, and
∞
decreasing on ∞ . Since
lim
→∞
lim tan
→∞
∞
→∞
lim
tan tan
,
is convergent.
∞ ∞
(i) If
is convergent and ≤ for ∀ ∈, then
is convergent.
∞ ∞
(ii) If
is divergent and ≥ for ∀ ∈, then
is divergent.
pf) Let ,
.
∞
⋯ ≤ ⋯ ≤ .
∞ ∞
Since is increasing,
→∞
lim
exists and
is convergent by MCT. ■
∞
(ii) Since for ∀ ∈,
lim ∞ . Since
→∞
∞
⋯ ≤ ⋯ , lim ∞ and
→∞
is divergent. ■
∞
ln
<Example> Determine the convergence of
.
∞ ∞
ln ln
sol) Since for ≥ and
∞,
is divergent and therefore
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∞
ln
is divergent.
∞
<Example>
is convergent since
∞
⋯
⋯ .
∞ ∞
<Example>
is divergent since and
is divergent.
∞
ln ln
<Example>
is convergent since
≤
≤
and
∞
is convergent.
∞ ∞
(i) If lim
→∞
then
and
both converges or diverges.
∞ ∞
(ii) If lim
→∞
then
is convergent ⇒
is convergent.
∞ ∞
(iii) If lim
→∞
∞ then
is divergent ⇒
is divergent.
pf) (i) Since , ∃ ∈ s.t. ≥ ⇒
, ,
∞ ∞
. If
is convergent,
is convergent by the CT, and
∞ ∞ ∞
therefore
is convergent. If
is divergent,
is divergent by the CT,
∞
and therefore
is divergent. ■
∞
(ii) ∃ ∈ s.t. ≥ ⇒
, . Since
is convergent,
∞ ∞
is convergent by the CT, and therefore
is convergent. ■
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∞
(iii) ∃ ∈ s.t. ≥ ⇒
, . Since
is divergent,
∞ ∞
is divergent by the CT, and therefore
is divergent. ■
∞
<Example> Determine the convergence of
.
∞ ∞
sol) Let
,
, then
is divergent by the -series
∞ ∞
test. Since lim
→∞
lim ,
→ ∞
is divergent.
∞
<Example> Determine the convergence of .
∞ ∞
sol) Let
,
then
is divergent by the
∞ ∞
-series test. Since lim
→∞
lim ,
→∞
is
divergent.
∞
<Example> Determine the convergence of
.
∞ ∞
sol) Let
,
then
is convergent by the -series
∞ ∞
test. Since lim
→∞
lim
→ ∞
,
is convergent.
∞
ln
<Example> Determine the convergence of
.
∞ ∞
ln
sol) Let
, then
is divergent by the -series
∞ ∞
ln ln
test. Since lim
→∞
lim
→ ∞
∞,
is divergent.
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is convergent.
convergent. ■
∞
<Example>
Let
then ′ and is decreasing on ∞ .
∞
Since lim
→ ∞
,
is convergent by the AST.
∞
<Example>
, ≤ .
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∞ ∞ ∞
*
is conditionally convergent ⇔
is convergent and
is divergent
∞ ∞
◎ Thm>
is absolutely convergent ⇔
is convergent
∞ ∞
pf) ∀ ∈, ≤ ≤ . Since
is convergent,
is
∞
convergent. By the CT,
is convergent. Therefore,
∞ ∞
is convergent. ■
∞
<Example>
⋯
∞ ∞ ∞
is convergent (∵ ) and
is absolutely
convergent.
∞
cos cos cos cos
<Example>
⋯
∞ ∞ ∞
cos
Since ≤
≤
and
is convergent,
cos
and
cos
is
∞ ∞ ∞
<Example> (1)
(2)
(3)
∞ ∞ ∞
(1) Since
converges,
is absolutely convergent and it
converges.
∞ ∞
(2) diverges and lim
,
.
→∞
∞
Therefore,
is convergent by the AST.
(3) Since lim ≠ , lim does not exist and therefore
→∞ →∞
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∞
is divergent.
∞ ∞
◎ Defn> A series
is a rearrangement of a series
⇔ There exists a bijection
of → s.t. .
∞ ∞ ∞
◎ Thm> If
is absolutely convergent and
is any rearrangement of ,
∞ ∞ ∞
then
is absolutely convergent where
.
∞
◎ Thm> If
is conditionally convergent and ∈, there exists a rearrangement
∞ ∞ ∞
of
such that
.
∞
<Example>
is divergent since lim
→∞
and
lim
is divergent.
→ ∞
∞
<Example>
is convergent since lim
→ ∞
and if then
since ′ for ≥ , is decreasing.
∞
<Example>
∞
<Example>
ln
∞
ln
is convergent since
ln
ln
and
∞
ln
lim
→ ∞
ln
lim
ln → ∞
→ ∞
lim
ln
ln
.
ln
∞
Therefore,
ln
is absolutely convergent and it converges.
( is continuous, positive, and decreasing on ∞ .)
ln
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∞ ∞
cos
<Example>
is absolutely convergent since
and
∞
is convergent.
∞
① ≤ lim
→∞
⇒
is absolutely convergent
∞
② lim
→ ∞
or ∞ ⇒
is divergent
lim
∞ ∞
③
→ ∞
⇒ Inconclusive (
,
)
pf) ① ≤
lim
→∞
∃ s.t. . Since
lim
→∞
, for , ∃ ∈ s.t.
≥ ⇒
⇒ ⇒ .
∞ ∞
Therefore, for ∀ ∈, . Since
is convergent,
∞ ∞
is convergent by the CT. Since is finite, is convergent since
is
convergent. ■
② lim
→ ∞
or ∞
∃ s.t. . For , ∃ ∈ s.t. ≥ ⇒
⇒ ⇒
. If ∞ , then for , ∃ ∈ s.t.
∞
≥ ⇒
⇒ . Since lim ≠ , lim ≠ and
→ ∞ →∞
is divergent. ■
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∞ ∞
<Example>
∞ ∞
Since
→
as → ∞ ,
is absolutely
convergent.
∞ ∞
<Example>
∞ ∞
Since
→ as → ∞ ,
is divergent.
∞
① ≤
→∞
lim ⇒
is absolutely convergent
∞
②
→ ∞
lim or ∞ ⇒
is divergent
∞ ∞
③ ⇒ Inconclusive (
lim
, )
→ ∞
pf) ① ≤ lim
→∞
∃ s.t. . Since lim , for , ∃ ∈ s.t. ≥ ⇒
→∞
⇒
⇒ ≤ .
∞ ∞ ∞
Since
is convergent,
is convergent by the CT. Thus,
is
convergent. ■
② lim or ∞
→ ∞
∃ ∈ s.t. ≥ ⇒
⇒ ⇒ lim ≠ and lim ≠ .
→ ∞ →∞
∞
Therefore,
is divergent. ■
∞ ∞
<Example>
is convergent since lim
→ ∞
.
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<Example>
∞
where
is odd
(Only the Root Test holds.)
is even
∞
<Example>
⋯ (con)
⋅ ⋅⋅ ⋅⋅⋅
∞
<Example> (div)
sin
∞
<Example>
(con)
∞
<Example>
ln
(div)
∞
<Example> For and lim
→∞
,
⋯
(div)
∞
<Example>
(con)
∞
① ∃ ∈ , ∃ ∈ s.t. ∀ ≥ ,
≤ ⇒
is absolutely convergent
∞
② ∃ , ∃ ∈ s.t. ∀ ≥ ,
≥ ⇒
is divergent.
pf) ① ∀ ≥ ,
≤ ⇔ ≤ , ≤ for ∀ ∈.
∞ ∞ ∞
Since
is convergent,
is convergent by the CT and
is
convergent.
② ∀ ≥ ,
≥ , ⇔ ≥ , ≥ for ∀ ∈.
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Since lim ∞ , lim ∞ and lim ∞ . Therefore, lim does
→∞ →∞ →∞ →∞
∞
not exist and
is divergent.
∞
① ∃ ∈ , ∃ ∈ s.t. ∀ ≥ , ≤ ⇒
is absolutely convergent
∞
② ∃ , ∃ ∈ s.t. ∀ ≥ , ≥ ⇒
is divergent.
∞
pf) The proof of the convergence of a series
is an application of the
comparison test. If for all ≥ ∈, ≤ , then ≤ . Since the
∞ ∞
geometric series
converges, do does
by the comparison test. Hence
∞
converges absolutely. If for infinitely many , then fails to
∞
◎ A power series is of the form
⋯ for ∈. Then
∞
the domain of the function is ∈ converges .
∞
◎ In general,
⋯ is called a power series in
∞
<Example> When does
converge?
sol) Let then
,
∞
lim
→ ∞
and . If ,
is convergent
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∞
by AST. If ,
is divergent. Therefore, the interval of convergence
∞
<Example> When does
converge?
∞
<Example> When does converge?
sol) Let then
×
→ for ∀ ∈. Therefore, and ∞ .
∞
<Example> When does
converge?
sol) Let
then
×
→ . Therefore, and ∞ .
∞
◎ Thm> For a power series
, there are only three possibilities :
∞
<Example> When does
converge?
sol) Let
then
×
∞
→ if .
If ,
is
∞
convergent by AST and if ,
is divergent. Therefore,
and .
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∞
<Example> When does
converge?
sol) Let
then
×
∞
→
if . If ,
is
∞
divergent and if ,
is divergent. Therefore, and
.
<Example> Find the interval of convergence and radius of convergence for series
∞ ∞ ∞ ∞
, , ,
ln
(Ans) , , , , , , ,
∞
⋯
( ) : A power series representation of
on the interval
∞ ∞
<Example>
,
∞ ∞
<Example> ×
,
function defined by ⋯ is
differentiable on and
∞
(i) ′ ⋯
and ′ .
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(ii) ⋯
∞
and ′ .
∞
<Example> Let
and
.
Since
×
→ when ,
∞ ∞
±
. When ± ,
is convergent and .
∞
Also, ′
and let
then
×
→ when , .
∞ ∞
When ,
is divergent but when ,
is
<Example> Derive the power series expression for .
∞
sol) Since ⋯
( ),
∞
⋯
( ).
∞
<Example>
( ). By integrating both sides, we
obtain ln ⋯ , . When , .
∞
Therefore, ln ⋯
( ).
⋯ and when . Therefore,
∞
tan
. Let then
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×
→ when and
.
<Example>
⋯
⋯
∞
⋯ , .
∞
Especially when ,
is called the Mclaurin series of function .
Not all functions can be expressed by power series, and some are even different from its
Taylor series.
∞
<Example> ⋯
,
∞
<Example> ⋯
, let
then
×
→ for ∀ ≠ , and the series
∞
converges when . Therefore,
converges for ∀ ∈ and ∞ .
(Q) Under what circumstances is a function equal to the sum of its Taylor series?
∞
⇔ When can we say that
?
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sol) Define as
which is the th-degree Taylor
∞
polynomial of at . Now
→∞
lim . Let
lim lim .
→ ∞ → ∞
◎ Taylor’s Inequality
If for ≤ , then ≤ for
≤ .
◎ Note
∞
converges for ∀ ∈ ⇒ lim
→∞
, ∀ ∈
∞ ∞
,
, let then
× → , ≤ , ≤
By Taylor’s Inequality, ≤ →
∞
⇒ lim , ≤ and ∀ ∈,
→∞
.
◎ Taylor’s Theorem
Suppose that the derivatives for ⋯ are continuous on and
that exists on . Let ∈ . Then for each ∈ ,
″
′ ⋯
and for some between and .
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∞
<Example> If , then
.
∞
<Example> sin ⋯
∞
cos ⋯
∞
tan ⋯
∞
( )
∞
<Example> If , then sin
( ,
)
◎ , ∈
′ , ″ , ⋯
′ , ″ , ⋯ , ⋯
∞
for (though it is difficult to prove).
⋯
∞
<Example>
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∞ ∞
<Example> cos
,
∞.
∞
∞
<Example> ln
,
.
∞ ∞
<Example>
∞ ∞
⋯
× × ×
<Example>
→
lim
lim
→
⋯
∞
∞
<Example> sin
∞
∞
<Example> tan
sin
cos
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