Series Limit Theorems Examples Part - I
Series Limit Theorems Examples Part - I
Cesar Aguilar
MATH 222 - Calculus II Department of Mathematics, SUNY Geneseo
Geometric, Divergence Test, Integral Test South 325A, [email protected]
README: In many cases, it is important to properly denote the starting value of the index in a
series, for example ∞
P P∞
k=0 ak or n=1 an , etc. However, many theorems hold regardless of where the
P
index starts and for this reason we sometimes omit the starting of the index and simply write an or
P
ak , etc.
Below is the basic theorem regarding the sum, difference, and constant multiples of convergent series.
P P
BASIC THEOREM. PSuppose thatP the series an and bn are both convergent, and
that they converge to an = A and bn = B. Then
P P P P
(i) The series (an + bn ) converges to (an + bn ) = an + bn = A + B
P P P P
(ii) The series (an − bn ) converges to (an − bn ) = an − bn = A − B
P P P
(iii) If c is any constant then the series can converges to (can ) = c an = cA
P P P
Example 1: Suppose that an = 5, bn = −11, and cn = 200. Using the BASIC THEOREM,
the series
X
(9an + 3bn − 4cn )
is convergent because it is a sum, difference, and constant multiple of convergent series. This series
converges to
X X X X
(9an + 3bn − 4cn ) = 9 an + 3 bn − 4 cn = 9(5) + 3(−11) − 4(200) = −788
pg. 1
1. The Geometric Series
A very important series is the Geometric series:
∞
X
rn = 1 + r + r2 + r3 + r4 + · · ·
n=0
Solution: Although this is a Geometric series, the index n begins at n = 1 but the formula ∞ n
P
n=0 r =
1
1−r
is valid for when n begins at n = 0. To deal with this, we can re-index the series to start at n = 0
as follows: ∞ ∞
X 1 X 1
=
n=1
(ln 3) n
n=0
(ln 3)n+1
1
Notice that ∞
P
n=0 (ln 3)n+1 gives the exact same series that we were given:
∞
X 1 1 1 1
= + 2
+ +···
n=0
(ln 3) n+1 (ln 3) (ln 3) (ln 3)3
Therefore,
∞ ∞ ∞
X 1 X 1 X 1
= =
n=1
(ln 3)n n=0
(ln 3)n+1 n=0
(ln 3)n ln 3
∞
!
1 X 1 1
= here r = ln 3
<1
ln 3 n=0
(ln 3)n
1 1
=
ln 3 1 − ln13
1
= after simplifying
ln 3 − 1
pg. 2
Example 3: If possible, find the sum of the series
∞
X √
( 2)n
n=0
√ √
Solution: This is a Geometric series with r = 2. Since 2 > 1 the series diverges!
Solution: This is a Geometric series with n starting at n = 3. We re-index the series to start at n = 0:
∞ ∞
X 2n X 2n+3
=
n=3
7n n=0
7n+3
23
Now we just pull out 73
from the sum and use the formula for the Geometric series:
∞ ∞ ∞ ∞ ∞ n
X 2n X 2n+3 X 2n 23 23 X 2n 23 X 2 2
= = = 3 = 3 here r = 7
<1
n=3
7n n=0
7n+3 n=0
7n 73 7 n=0 7n 7 n=0 7
23
1
= 3 2
7 1− 7
8
= after simplifying
245
∞ n
X 2 −1
Example 5: Determine if the series converges or diverges.
n=0
3n
2n 2 n 1 1 n
So the series is the difference ∞
P
n=0 (an − bn ) where an = 3n
= 3
and bn = 3n
= 3
. These are
both Geometric series and they converge to
∞ n
X 2 1
= 2 =3
n=0
3 1− 3
and ∞ n
X 1 1 3
= 1 = .
n=0
3 1− 3
2
pg. 3
Therefore, by BASIC THEOREM:
∞ n ∞ n
X 2 −1 X 2 1
= − n
n=0
3n n=0
3 n 3
∞ n ∞
X 2 X 1
= −
n=0
3n n=0
3n
3
= 3−
2
3
=
2
∞
X 3
Example 6: Determine if the series (−1)n+1 converges or diverges.
n=0
2n
∞
X (−1)n
= −3 take out constant 3(−1)
n=0
2n
∞
X
= −3 (− 21 )n here r = − 12
n=0
1
= −3
1 − (− 12 )
= −2 after simplyfing
lim an = 0.
n→∞
P∞
Another way of saying this is that if lim an does not equal zero then the series n=1 an
n→∞
DIVERGES! This is called the Divergence Test.
Example 7: Determine whether the series converges or diverges.
∞
X 5n
.
n=1
4n + 3
pg. 4
Solution: Let’s see if limn→∞ an 6= 0:
5n 5n ln(5) ∞
lim = lim n so use L.H.R
n→∞ 4n + 3 n→∞ 4 ln(4) ∞
ln(5) 5n
= lim n
ln(4) n→∞ 4
n
ln(5) 5
= lim
ln(4) n→∞ 4
=∞
5 n 5n 5n
P∞
because limn→∞ 4
= ∞. Therefore, because limn→∞ 4n +3
6= 0, the series n=1 4n +3 diverges.
3n2 + 6n + 1
3
lim =
n→∞ 11n2 − n + 4 11
3n2 +6n+1
P∞
So, because limn→∞ an 6= 0, the series n=1 11n2 −n+4 diverges.
because limk→∞ 31k = 0 and limx→0+ ln(x) = −∞. Therefore, the series 1
P∞
k=0 ln 3k diverges because
limk→∞ ak 6= 0.
pg. 5
So, it is true that lim an = 0 and thus we cannot conclude that the series diverges (we certainly
n→∞
cannot conclude that it converges). We need to do further analysis. If the series converges then
1
because ∞
P
n=1 2n also converges (it is a geometric series with r = 1/2) then the difference
∞ ∞
X 1 1 X 1
+ n −
n=1
n 2 n=1
2n
would also converge (by BASIC THEOREM). But the difference is the Harmonic series:
∞ ∞ ∞
X 1 1 X 1 X 1
+ n − =
n=1
n 2 n=1
2 n
n=1
n
P∞ 1
and we know that the Harmonic series n=1 n does not converge! Thus, it cannot be true that
P∞ 1 1
n=1 n + 2n converges, in other words, it diverges!
The Integral Test. Suppose that {an }∞ n=1 is a sequence such that for every n it holds
that an ≥ 0 and an = f (n) for some continuous, Zpositive, and decreasing function f on the
∞
interval [1, ∞). Then if the improper integral f (x) dx converges (diverges) then the
1
series ∞
P
n=1 an also converges (diverges).
It is important to note that you can apply the Integral Test only if you can show that f (x) is a positive
and decreasing function. It most cases, it will be clear that f (x) is positive but to show that f (x) is
decreasing you can use the first derivative test which says that if the derivative f ′ (x) < 0 then f (x) is
decreasing.
Solution: The sequence an = n2n+1 is positive for all n = 1, 2, 3 . . .. Consider the function f (x) = x
x2 +1
.
This function is decreasing for x ≥ 1 because
1 − x2
f ′ (x) = <0
(x2 + 1)2
when x > 1. It is clear that f (x) is positive and continuous for x ≥ 1. So, we can apply the Integral
pg. 6
test:
∞ t
x x
Z Z
2
dx = lim dx substitution u = x2 + 1
1 x +1 t→∞ 1 x2 +1
1 t
= lim ln |x2 + 1|
t→∞ 2 1
1 2 1
= lim ln |t + 1| − ln |2|
t→∞ 2 2
=∞
R∞
because limt→∞ ln |t2 + 1| = ∞. Therefore, because the improper integral 1
x
x2 +1
dx diverges then the
series ∞ n
P
n=1 n2 +1 also diverges.
Solution: Notice that the index starts at n = 2 and not at n = 1. However, the Integral Test is valid
on any interval [N, ∞) where N is the starting point of the series. The sequence an = n(ln1n)2 is positive
for all n = 2, 3, . . .. Consider the function f (x) = x(ln1x)2 = (x(ln x)2 )−1 . It is clear that f (x) is positive
and continuous on the interval [2, ∞). To see if it is decreasing compute its derivative:
3 ln(x)
f ′ (x) = (−1)(x(ln x)2 )−2 (ln(x) + 2x ln(x) x1 ) = −(x(ln x)2 )−2 (ln(x) + 2 ln(x)) = − .
(x(ln x)2 )2
On the interval [2, ∞), f ′ (x) < 0, and so f (x) is decreasing on the interval [2, ∞). So, we can apply
the Integral Test on the interval [2, ∞):
Z ∞ Z t
1 1
dx = lim dx substitution u = ln x
2 x(ln x)2 t→∞ 2 x(ln x)2
t
= lim −(ln x)−1
t→∞ 2
1 1
= lim − +
t→∞ ln t ln(2)
1
=
ln(2)
R∞
Therefore, because the improper integral 2 x(ln1x)2 converges, the series ∞ 1
P
n=2 n(ln n)2 also converges.
pg. 7
Solution: The sequence an = 8 arctan(n) 1+n2
is positive for all n = 1, 2, . . .. Consider the function f (x) =
8 arctan(x)
1+x2
. Clearly, f (x) is positive and continuous for x ≥ 1. To see if it is decreasing, we compute:
1 − 2x arctan(x)
f ′ (x) =
(1 + x2 )2
The sign of f ′ (x) depends only on the sign of the numerator 1 − 2x arctan(x) because the denominator
(1+x2 )2 is clearly positive for all x. The function 2x arctan(x) is an increasing function and when x = 1
we have 2(1) arctan(1) = 2 π4 = π2 . Therefore the numerator at x = 1 is 1 − π2 < 0. So, at x = 1, the
numerator is negative. Since the term 2x arctan(x) is increasing, we have 2 arctan(1) ≤ 2x arctan(x)
for every x ≥ 1, and therefore −2 arctan(1) ≥ −2x arctan(x), and therefore
So, f ′ (x) < 0 for every x ≥ 1, and therefore f (x) is decreasing for x ≥ 1. We can therefore apply the
Integral Test:
Z ∞ Z t
8 arctan(x) 8 arctan(x)
2
dx = lim dx substitution u = arctan(x)
1 1+x t→∞ 1 1 + x2
1 t
= lim 8 (arctan(x))2
t→∞ 2 1
π 2
π 2
=4 −
2 4
R∞ 8 arctan(x) P∞ 8 arctan(n)
Therefore, because the improper integral 1 1+x2
dx converges, the series n=1 1+n2
also con-
verges.
pg. 8