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Chapter10

The document provides a comprehensive overview of sequences and infinite series, including definitions, theorems, and convergence tests. Key concepts include the limits of sequences, properties of convergent series, and various tests for determining convergence or divergence. It also covers specific types of series such as geometric and alternating series, along with practical applications and examples.
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© © All Rights Reserved
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Download as PDF, TXT or read online on Scribd
0% found this document useful (0 votes)
8 views

Chapter10

The document provides a comprehensive overview of sequences and infinite series, including definitions, theorems, and convergence tests. Key concepts include the limits of sequences, properties of convergent series, and various tests for determining convergence or divergence. It also covers specific types of series such as geometric and alternating series, along with practical applications and examples.
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 27

Lê Huy Hoàng

Sequences and Infinite Series


Contents

1. An Overview

2. Sequences

3. Infinite Series

4. The Divergence and Integral Tests

5. Comparison Tests

6. Alternating Series

7. The Ratio and Root Tests

8. Choosing a Convergence Test

23rd May 2021 | Lê Huy Hoàng ­ Sequences and Infinite Series 2 / 27


Definition (Sequences)
A sequence {an } is an ordered list of numbers of the form

{a1 , a2 , . . . , an , . . . }.

A sequence may be generated by a recurrence relation of the form an+1 = f (an ),


for n = 1, 2, 3, . . . , where a1 is given. A sequence may also be defined with an
explicit formula of the form an = f (n), for n = 1, 2, 3, . . . .

Definition (Limit of a sequences)


If the terms of a sequence {an } approach a unique number L as n increases that is,
if an can be made arbitrarily close to L by taking n sufficiently large then we say
lim an = L exists, and the sequence converges to L. If the terms of the sequence
n→∞
do not approach a single number as n increases, the sequence has no limit, and the
sequence diverges.

23rd May 2021 | Lê Huy Hoàng ­ Sequences and Infinite Series 3 / 27


Definition (Infinite Series)
P

Given a sequence {a1 , a2 , a3 . . . }, the sum of its terms a1 + a2 + a3 + · · · = ak
k=1
is called an infinite series. The sequence of partial sums Sn associated with this
series has the terms
X
n

S1 = a1 ; S2 = a1 + a2 ; . . . ; Sn = a1 + a2 + · · · + an = ak , for n = 1, 2, 3, . . . .
k=1

If the sequence of partial sums Sn has a limit L, the infinite series converges to that
limit, and we write
X
∞ X
n

ak = lim ak = lim Sn = L.
n→∞ n→∞
k=1 k=1

If the sequence of partial sums diverges, the infinite series also diverges.

23rd May 2021 | Lê Huy Hoàng ­ Sequences and Infinite Series 4 / 27


Contents

1. An Overview

2. Sequences

3. Infinite Series

4. The Divergence and Integral Tests

5. Comparison Tests

6. Alternating Series

7. The Ratio and Root Tests

8. Choosing a Convergence Test

23rd May 2021 | Lê Huy Hoàng ­ Sequences and Infinite Series 5 / 27


Theorem (Limits of Sequences from Limits of Functions)
Suppose f is a function such that f (n) = an , for positive integers n. If lim f (x) = L,
x→∞
then the limit of the sequence an is also L, where L may be ±∞.

Theorem (Limit Laws for Sequences)


Assume the sequences {an } and {bn } have limits A and B, respectively. Then
a) lim (an ± bn ) = A ± B.
n→∞

b) lim can = cA, where c is a real number.


n→∞

c) lim an bn = AB.
n→∞
an A
d) lim = , provided B ̸= 0.
n→∞ bn B
 n
n+5
Determine the limits of the sequences an = .
n
23rd May 2021 | Lê Huy Hoàng ­ Sequences and Infinite Series 6 / 27
Definition (Terminology for Sequences)
{an } is increasing if an < an+1 .
{an } is non­decreasing if an ≤ an+1 .
{an } is decreasing if an > an+1 .
{an } is non­increasing if an ≥ an+1 .
{an } is monotonic if it is either non­increasing or non­decreasing (it moves in
one direction).
{an } is bounded above if there is a number M such that an ≤ M , for all
relevant values of n, and {an } is bounded below if there is a number N such
that an ≥ N , for all relevant values of n.
{an } is bounded above and bounded below, then we say that {an } is a
bounded sequence.

23rd May 2021 | Lê Huy Hoàng ­ Sequences and Infinite Series 7 / 27


Theorem (Geometric Sequences)
Let r be a real number. Then

0 if |r| < 1,
lim rn = 1 if r = 1,
n→∞ 
non­existence if r ≤ −1 or r > 1.

If r > 0, then {an } is a monotonic sequence. If r < 0, then {an } oscillates.

Theorem (Squeeze Theorem for Sequences)


Let an , bn , and cn be sequences with an ≤ bn ≤ cn , for all integers n greater than
some index N . If lim an = lim cn = L, then lim bn = L.
n→∞ n→∞ n→∞

Theorem (Bounded Monotonic Sequence)


A bounded monotonic sequence converges.

23rd May 2021 | Lê Huy Hoàng ­ Sequences and Infinite Series 8 / 27


An Application: Recurrence Relations.
Suppose your doctor prescribes a 100 mg dose of an antibiotic to be taken every 12
hours. Furthermore, the drug is known to have a half­life of 12 hours; that is, every
12 hours half of the drug in your blood is eliminated.
a) Find the sequence that gives the amount of drug in your blood immediately
after each dose.
b) Use a graph to propose the limit of this sequence; that is, in the long run, how
much drug do you have in your blood?
c) Find the limit of the sequence directly.
The following sequences are ordered according to increasing growth rates as
an
n → ∞; that is, if {an } appears before {bn } in the list, then lim = 0 or
n→∞ bn
bn
lim = ∞.
n→∞ an

lnq n ≪ np ≪ np lnr n ≪ np+s ≪ bn ≪ n! ≪ nn .

The ordering applies for positive real numbers p, q, r, s, and b > 1.


23rd May 2021 | Lê Huy Hoàng ­ Sequences and Infinite Series 9 / 27
Contents

1. An Overview

2. Sequences

3. Infinite Series

4. The Divergence and Integral Tests

5. Comparison Tests

6. Alternating Series

7. The Ratio and Root Tests

8. Choosing a Convergence Test

23rd May 2021 | Lê Huy Hoàng ­ Sequences and Infinite Series 10 / 27


A geometric sum with n terms has the form
X
n−1

Sn = a + ar + ar2 + · · · + arn−1 = ark ,


k=0

where a ̸= 0 and r are real numbers; r is called the ratio of the sum and a is its first
term.
Theorem (Geometric Series)
Let a ̸= 0 and r be real numbers.
P

a
If |r| < 1, then ark = .
k=0 1−r
If |r| ≥ 1, then the series diverges.

Telescoping series. Evaluate the following series


X

1
.
n(n + 1)
n=1

23rd May 2021 | Lê Huy Hoàng ­ Sequences and Infinite Series 11 / 27


Theorem (Properties of Convergent Series)
P P P P
Suppose that an and bn are convergent, and an = A, bn = B. Then
P P
(an ± bn ) is convergent, and (an ± bn ) = A ± B.
P P
αan is convergent, and αan = αA.
P
∞ P

If n0 is a positive integer, then an and an either both converge or both
n=1 n=n0
diverge.

Evaluate the following infinite series


∞  
X 1 2
− .
3k 3k+1
k=2

23rd May 2021 | Lê Huy Hoàng ­ Sequences and Infinite Series 12 / 27


Contents

1. An Overview

2. Sequences

3. Infinite Series

4. The Divergence and Integral Tests

5. Comparison Tests

6. Alternating Series

7. The Ratio and Root Tests

8. Choosing a Convergence Test

23rd May 2021 | Lê Huy Hoàng ­ Sequences and Infinite Series 13 / 27


Theorem (Divergence Test)
P
If ak converges, then lim ak = 0. Equivalently, if lim ak ̸= 0 or lim ak does not
k→∞ k→∞ k→∞
exist, then the series diverges.
P

k
Determine the following series diverge .
k=0 k+1
The infinite series
X1

1 1
=1+ + + ···
k 2 3
k=1

is the harmonic series.


Theorem (Harmonic Series)
P

1
The harmonic series diverges, even though the terms of the series approach
k=1 k
zero.

23rd May 2021 | Lê Huy Hoàng ­ Sequences and Infinite Series 14 / 27


Theorem (Integral Test)
Suppose f is a continuous, positive, decreasing function, for x ≥ 1, and let ak = f (k),
for k = 1, 2, 3, . . . , Then
X
∞ Z ∞
ak and f (x)dx,
k=1 1

either both converge or both diverge. In the case of convergence, the value of the
integral is not equal to the value of the series.

Determine whether the following series converge.


X

k X

1
; .
k2 + 1 k2 + 4
k=1 k=1

Theorem (Convergence of the p‑series)


P

1
The p­series converges for p > 1 and diverges for p ≤ 1.
k=1 kp
23rd May 2021 | Lê Huy Hoàng ­ Sequences and Infinite Series 15 / 27
Theorem (Estimating Series with Positive Terms)
Let f be a continuous, positive, decreasing function, for x ≥ 1, and let ak = f (k), for
P
∞ P
n
k = 1, 2, 3, . . . . Let S = ak be a convergent series and let Sn = ak be the sum
k=1 k=1
of the first n terms of the series. The remainder Rn = S − Sn satisfies
Z ∞
Rn < f (x)dx.
n

Furthermore, the exact value of the series is bounded as follows:


Z ∞ X
∞ Z ∞
Ln = Sn + f (x)dx < ak < Sn + f (x)dx = Un .
n+1 k=1 n

23rd May 2021 | Lê Huy Hoàng ­ Sequences and Infinite Series 16 / 27


Contents

1. An Overview

2. Sequences

3. Infinite Series

4. The Divergence and Integral Tests

5. Comparison Tests

6. Alternating Series

7. The Ratio and Root Tests

8. Choosing a Convergence Test

23rd May 2021 | Lê Huy Hoàng ­ Sequences and Infinite Series 17 / 27


Theorem (Comparison Test)
P P
Let ak and bk be series with positive terms and let ak ≤ bk for k ∈ N.
P P
1. If bk is convergent, then ak is convergent.
P P
2. If ak is divergent, then bk is divergent.
P

ln k
Determine whether the following series converge, .
k=2 k3

Theorem (Limit Comparison Test)


P P ak
Let ak and = L, 0 < L < ∞.
bk be series with positive terms and let lim
P P bk k→∞
Then ak and bk are either both convergent or both divergent.

Determine whether the following series converge


X

k + sin2 k
.
k3 + 1
k=1

23rd May 2021 | Lê Huy Hoàng ­ Sequences and Infinite Series 18 / 27


Contents

1. An Overview

2. Sequences

3. Infinite Series

4. The Divergence and Integral Tests

5. Comparison Tests

6. Alternating Series

7. The Ratio and Root Tests

8. Choosing a Convergence Test

23rd May 2021 | Lê Huy Hoàng ­ Sequences and Infinite Series 19 / 27


P

(−1)k+1
Alternating harmonic series, .
k=1 k

Theorem (Alternating Series Test)


P k+1
The alternating series (−1) ak converges provided
1. the terms of the series are non­increasing in magnitude (0 < ak+1 ≤ ak for k
greater than some index k0 ), and
2. lim ak = 0.
k→∞

Theorem (Alternating Harmonic Series)


P

(−1)k+1
The alternating harmonic series converges (even though the harmonic
k=1 k
P 1

series diverges).
k=1 k

23rd May 2021 | Lê Huy Hoàng ­ Sequences and Infinite Series 20 / 27


Theorem (Remainder in Alternating Series)
P

k+1
Let (−1) ak be a convergent alternating series with terms that are
k=1
non­increasing in magnitude. Let Rn = S − Sn be the remainder in approximating
the value of that series by the sum of its first n terms. Then |Rn | ≤ an+1 . In other
words, the magnitude of the remainder is less than or equal to the magnitude of the
first neglected term.

Determine whether the following series converge or diverge.


X

(−1)k X

(−1)k
; √ .
k − (−1)k k − (−1)k
k=2 k=2

Definition (Absolute and Conditional Convergence)


P P
If |ak | converges, then ak converges absolutely.
P P P
If |ak | diverges and ak converges, then ak converges conditionally.

23rd May 2021 | Lê Huy Hoàng ­ Sequences and Infinite Series 21 / 27


Theorem (Absolute Convergence Implies Convergence)
P P
If |ak | converges, then k converges (absolute
aP Pconvergence implies
convergence). Equivalently, if ak diverges, then |ak | diverges.

Determine whether the following series diverge, converge absolutely, or converge


conditionally.
X∞
sin k X∞
(−1)k+1
2
; √ .
k k
k=1 k=1

23rd May 2021 | Lê Huy Hoàng ­ Sequences and Infinite Series 22 / 27


Contents

1. An Overview

2. Sequences

3. Infinite Series

4. The Divergence and Integral Tests

5. Comparison Tests

6. Alternating Series

7. The Ratio and Root Tests

8. Choosing a Convergence Test

23rd May 2021 | Lê Huy Hoàng ­ Sequences and Infinite Series 23 / 27


Theorem (Ratio Test)
P ak+1
Let ak be an infinite series, and let r = lim .
ak k→∞
If r < 1, the series converges absolutely, and therefore it converges.
If r > 1 (including r = ∞), the series diverges.
If r = 1, the test is inconclusive.

Theorem (Root Test)


P p
Let ak be an infinite series, and let ρ = lim k
|ak |.
k→∞
If ρ < 1, the series converges absolutely, and therefore it converges.
If ρ > 1 (including ρ = ∞), the series diverges.
If ρ = 1, the test is inconclusive.

P

(−1)k kk P

(−2)k
Determine whether the following series converge , .
k=1 k! k=1 k10
23rd May 2021 | Lê Huy Hoàng ­ Sequences and Infinite Series 24 / 27
Contents

1. An Overview

2. Sequences

3. Infinite Series

4. The Divergence and Integral Tests

5. Comparison Tests

6. Alternating Series

7. The Ratio and Root Tests

8. Choosing a Convergence Test

23rd May 2021 | Lê Huy Hoàng ­ Sequences and Infinite Series 25 / 27


The first step in approaching an infinite series is to note some of the distinctive
properties that help to classify it. Is it a series with positive terms? An alternating
series? Or something more general? Does the general term consist of rational
functions, exponential functions, or factorials? Can the series be simplified in any
obvious ways before applying√ convergence tests?
P

2k + cos(πk) k
Example. .
k=1 3k+1

23rd May 2021 | Lê Huy Hoàng ­ Sequences and Infinite Series 26 / 27


EXERCISE

Sec.10.1: 36; 41; 51; 54; 65; 68; 74.


Sec.10.2: 15; 18; 22; 37; 43; 48; 60; 67; 72; 86; 87; 90.
Sec.10.3: 16; 23; 27; 34; 43; 50; 60; 61; 77; 88; 95.
Sec.10.4: 10; 12; 18; 22; 26; 34; 37; 54; 55; 58; 64.
Sec.10.5: 13; 16; 19; 26; 32; 33; 41; 48; 52; 54; 58; 59.
Sec.10.6: 12; 14; 18; 26; 33; 35; 48; 51; 52; 59; 67.
Sec.10.7: 10; 17; 23; 34; 38; 39; 44; 48.
Sec.10.8: 15; 17; 19; 27; 30; 36; 53; 56; 72; 85.

23rd May 2021 | Lê Huy Hoàng ­ Sequences and Infinite Series 27 / 27

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