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**A sequence is an ordered set of numbers { } { }
**

n n

a a a a a a a

5 4 3 2 1

= ,

where a

n

denotes the nth term. The sequence converges if

n

n

a

· ÷

lim = L (and L is finite),

otherwise it diverges.

Note: if

n

n

a

· ÷

lim

Theorem 1 Sandwich Theorem: if a

n

< b

n

< c

n

, and

n

n

a

· ÷

lim =

n

n

c

· ÷

lim = L, then

n

n

b

· ÷

lim = L also.

Theorem 2 If | | lim

n

n

a

· ÷

= 0, then

n

n

a

· ÷

lim = 0.

Theorem 3 If f is a function defined for real numbers x, ) ( lim x f

x · ÷

= L and f(n) =

a

n,

then

n

n

a

· ÷

lim = L also. (This allows the use of l'Hopital's rule to find the limits of

sequences.)

Theorem 4 A geometric sequence {x

n

} has limit zero for |x| < 1, but

n

n

x

· ÷

lim

does not

exist for |x| > 1 and x = -1.

n

n

1 lim

· ÷

= 1 when x = 1

A sequence is increasing if for all values of n, a

n

< a

n+1

; a sequence is decreasing

if for all values of n, a

n

> a

n+1

. A monotonic sequence is either increasing or

decreasing. A sequence is bounded above if there exists a number M such that M > a

n

and bounded below if there exists a number m such that m < a

n.

A bounded

sequence is bounded both above and below.

Theorem 5 A bounded monotonic sequence converges.

Given a sequence {a

k

} , if we add the terms we get a series. An infinite series is

denoted by:

1

k

k

a

·

=

¯

Given a series

1

k

k

a

·

=

¯

, we can define the partial sums

1

n

n k

k

S a

=

=

¯

These form a new sequence {S

n

}. If {S

n

} converges to S (that is

lim

n

n

S

÷·

= S) then we say the series converges and S is called the sum of the series.

Otherwise the series diverges. Although it is sometimes possible to find the exact value

of a series, in general this is a very difficult problem. The first step with a series is to

determine whether it converges or diverges. If it does converge, the sum can usually be

estimated numerically.

Geometric Series:

0

k

k

x

·

=

¯

converges if |x| < 1 and diverges otherwise.

The sum of this series is 1/(1 - x).

Harmonic Series:

0

1

k

k

·

=

¯

The partial sums are usually denoted by

1

1

n

n

k

H

k

=

=

¯

Since

H

n

grows like ln(n), this series diverges.

Theorem 6 If

1

k

k

a

·

=

¯

converges, then

k

k

a

· ÷

lim = 0.

Theorem 7 If

1

k

k

a

·

=

¯

and

1

k

k

b

·

=

¯

both converge, then

1

k k

k

a b

·

=

+

¯

converges also and

1 1 1

k k k k

k k k

a b a b

· · ·

= = =

+ = +

¯ ¯ ¯

Also for any constant c,

1 1

k k

k k

ca c a

· ·

= =

=

¯ ¯

Tests for Convergence

Nth Term Divergence Test If lim a

k

1

k

k

a

·

=

¯

diverges.

The converse of this is false. Just because the

k

k

a

· ÷

lim

= 0 the series

1

k

k

a

·

=

¯

may not converge. Write an example of this here: ____________

Integral Test: Let f be a positive, decreasing and continuous function for x > b.

If a

k

= f(k) then

1

k

k

a

·

=

¯

converges whenever ( )

b

f x dx

·

í

converges and

1

k

k

a

·

=

¯

diverges whenever ( )

b

f x dx

·

í

diverges.

P - series Test:

1

1

p

k

k

·

=

¯

converges for p > 1 and diverges for p < 1.

Comparison Test: If 0 < a

n

< b

n

then: if

1

k

k

b

·

=

¯

1

k

k

a

·

=

¯

; if

1

k

k

a

·

=

¯

diverges so does

1

k

k

b

·

=

¯

Limit Comparison Test: If 0 < a

k

, 0 < b

k

,

k k

k

b a

· ÷

lim = c and c is positive and finite

then:

1

k

k

b

·

=

¯

1

k

k

a

·

=

¯

either both converge or they both diverge.

If

k k

k

b a

· ÷

lim = 0 and

1

k

k

b

·

=

¯

converges, so does

1

k

k

a

·

=

¯

If

k k

k

b a

· ÷

lim = · and

1

k

k

b

·

=

¯

diverges, so does

1

k

k

a

·

=

¯

Common series used for comparisons are geometric series and p-series.

If 0 < a

k

, then + ÷ + + ÷ + ÷ + ÷ = ÷

+

·

=

+

¯

n

n

k

k

k

a a a a a a a a

1

6 5 4 3 2 1

1

1

) 1 ( ) 1 (

is called an alternating series.

Alternating Series Test: (Leibniz’ Test)

If {a

k

} is decreasing and

k

k

a

· ÷

lim = 0 then

1

1

( 1)

k

k

k

a

·

+

=

÷

¯

converges.

A series

1

k

k

a

·

=

¯

is called absolutely convergent if

1

k

k

a

·

=

¯

converges.

A series

1

k

k

a

·

=

¯

may converge while

1

k

k

a

·

=

¯

diverges. Example? _________

Theorem 8 Convergence of

1

k

k

a

·

=

¯

implies convergence of

1

k

k

a

·

=

¯

. This means that

all of the tests above can be applied to { |a

n

| } if {a

n

} contains both positive and

negative terms.

Ratio Test: Given a series

1

k

k

a

·

=

¯

, let

1

lim

n

n

n

a

r

a

+

÷·

= If r < 1 then

1

k

k

a

·

=

¯

converges

absolutely; if r > 1 then

1

k

k

a

·

=

¯

diverges and if r = 1 no conclusion can be drawn.

Root Test: Given a series

1

k

k

a

·

=

¯

, let lim | |

n

n

n

r a

÷·

= If r < 1 then

1

k

k

a

·

=

¯

converges absolutely; if r > 1 then

1

k

k

a

·

=

¯

diverges and r = 1 no conclusion can be

drawn.

Power Series

The function f(x) =

0

( )

k

k

k

a x c

·

=

÷

¯

is called a power series centered at c or about c.

Of course, this function only makes sense at those points x where the series converges.

Power series, if they converge at more than one point, converge absolutely on an open

interval centered at c. The distance from the center c to the endpoints of the interval is

called the radius of convergence R. If the interval is the whole real line then R = ·. If

R is finite, then the power series diverges for |x - c| > R. Convergence at the endpoints of

the interval x = c ± R must be checked separately.

Our goal is to find a power series representation for a given function f(x).

Suppose f(x) is the given function; we want to determine the {a

k

} so that:

f(x) =

0

( )

k

k

k

a x c

·

=

÷

¯

for |x - c| < R. By evaluating f and all it’s derivatives at c, it

can be shown that a

k

must satisfy:

( )

( )

!

k

k

f c

a

k

=

Thus the power series for f(x) can only be the Taylor series of f(x) about x = c.

f(x) =

( )

2

0

( )

( ) ( ) '( )( ) ''( )( ) / 2!

!

k

k

k

f c

x c f c f c x c f c x c

k

·

=

÷ = + ÷ + ÷ +

¯

When c = 0, we have a special case of Taylor series called the MacLaurin Series:

. . . x

f

x

f

x f ' ) f( f(x) +

' ' '

+

' '

+ + =

3 2

! 3

) 0 (

! 2

) 0 (

) 0 ( 0

All of this assumes that the given function f(x) has a power series representation.

How can we be sure that this is the case? Here is an example of a function which is not

equal to its Taylor series except at x = 0: f(x) =

2

1 x

e

÷

for x = 0, and f(0) = 0. It can

be shown that all of the derivatives of f at zero are zero. Thus the Taylor series for f is the

function T(x) = 0 for all x, while f(x) is never zero when x = 0.

Taylor's formula (with remainder) tells us when f(x) is equal to its Taylor series.

Suppose that f(x) has n+1 derivatives in a interval I containing the points x and c. Then

there exists a number z between x and c such that:

f(x) =

2 ( )

( ) ( ) '( )( ) ''( )( ) / 2! ( )( ) / ! ( )

n n

n

f x f c f c x c f c x c f c x c n R x = + ÷ + ÷ + + ÷ +

where

( 1) 1

( ) ( )( ) /( 1)!

n n

n

R x f z x c n

+ +

= ÷ + ( )

n

R x is called the remainder term. Note that

( )

n

R x looks just like the (n+1)st term in the Taylor series except that the (n+1)st

derivative is evaluated at a point other than c. Now f(x) = ( )

n

T x + ( )

n

R x and f(x) is

equal to its Taylor series expansion provided that lim ( ) 0

n

n

R x

÷·

= .

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