Calculus II
Jie WuDepart ment of
Contents
Chapter 1. Sequence s of Real Numbers 51 . S e q
u c 5 L o S n
e n e s 2 . i m i t s f e q u e c e s
126 . M o n o t o n e S e q u e n c e s 1 5 7 . S u b s e q u e
Numbers 311 . S e r i e s 3 1 2 . T e s t s f o r P o s i t i v e
531 . P o i n t w i s e C o n v e r g e n c e 5 3 2 . U n i f o r m
C o n v e r g e n c e 5 7 3. Uniform Convergence of
{
F
n
}
a n d C o n t i n u i t y 6 3 4. Uniform Convergen ce and
Series 838 . T a y l o r S e r i e s 8 7 B i b l i o
g h 9
3
r a y 7
CHAPTER 1
, 1 , 4 , 3 , 6
, 5is dierent from above sequence. An innite sequence is a list which does
/ 3 , 1 / 4 , 1
/ 5 ,
sequences. We denote by
{
a
n
}
the sequence
a
1
,a
2
,a
3
,a
n
Example
1.1
.
13 ,
, 1 n,
(2).13 , 13
2
, 13
3
, 13
4
(3). 1 ,
2 , 3 ,
4 , 5 ,
=1
/n . (2). a
n
=1 / 3
n
. (3). (
1)
n 1
n .
2. Limits of Sequences
Definition
2.1
.
The limit of
{
a
n
}
is A
a
n
= A, if for any
> 0, there is a natural number N such that for every n>N , we have

a
n
< . Remark. 1. Some sequences do not satisfy the above. We call such sequences divergent
.2. Sequences which satisfy the above denition, i.e. A exists and is nite, are called convergent
sequences.
Example
2.2
.
N denition 1) lim
n
1 n
=0 .
5 6 1. SEQUENCES OF REAL NUMBERS
2) lim
n
n
2
n
2
+ 1= 1
. 3) lim
n
34
=0 .
Solution.
<
n>N
1 or
<
. Thus lim
n
n
2
n
2
+1
n
2
n
2
+1
<
n
2
+1
<
n
2
+1
n
2
+1
<
( n
2
+ 1)
n
2
+ 1( n +
n
2
+ 1)
<
n
2
+ 1( n +
n
2
+ 1)
<
n
2
+ 1( n +
n
2
+ 1) > 1
Observe that
n
2
+ 1( n +
n
2
+ 1) >n for n
1. Choose N to be the smallest integer such that N
n
2
+ 1( n +
n
2
+ 1) >
N
2
+ 1( N
N
2
+ 1) >N
1 or
n
2
n
2
+1
< . Thus N
such that
34
<
34
<
ln
34
< ln( )
n> ln( )ln(3 / 4)(
ln(
ln( )ln(3 / 4)or
34
<
2.3
.
If
a
n
}
has a limit, then the limit is unique.
2 . L I M I T S O F
S E Q U E N C E S 7 Proof.
{
a
n
}
. Suppose that A
= B . Choose =

A

2. Then
> 0 because A = B
and N
2
suchthat

a
n
and

a
n

< for n>N
{
N
1
,N
}
, wehave

A

=

( A
a
n
)+( a
n
B )

A
a
n

+

a
n

< 2 =2

A

2=

A

,
Theorem
Given 3 sequences
{
a
n
}
,
b
n
}
,
{
c
n
}
such that (i) a
n
c
n
a
n
= A = lim
n
c
n
, then lim
n
b
n
= A .
Proof.
and N
2
such that

c
n

< for n>N
and

a
n

< for n>N
2
. Let N
= max
{
N
1
,N
2
<c
n
A< and
<a
n
A< A
<c
n
<A
+ and A
<a
n
<A + . Thus A
<a
b
n
c
n
<A + or

b
n

< . By denition, we have lim
b
n
b
n
c
n
is true
eventually .
Example
2.5
.
1 + sin nn . 2)
3 n
14 n +1
.
Solution.
(1). Since0
1 + sin nn
2 n
and lim
n
2 n = lim
n
0 = 0, we havelim
n
1 + sin nn =0 .
(2). Since0
3 n
14 n +1
34
and lim
34
= lim
n
0 = 0, we havelim
n
14 n +1
=0 .
Definition
3.1
.
a
n
}
tends to +
as n
orlim
n
a
n
=+
.
Example
3.2
.
1) a
n
ln
n .2) a
n
= (3 / 2)
n
.The sequences
ln n ,
n
2
.
Theorem
Consider a sequence
{
a
n
}
. (i) If a
n
>
a
n
=0 , then lim
n
a
n
=+
. (ii) If lim
n
a
n
, then lim
n
1 a
n
=0 .
Proof.
We only prove (i). For each positive integer k , there exists N such that
a
n
<
a
n
>k
because a
n
3.4
Since lim
n
= 0, we have lim
n
n =
. Similarly, sincelim
n
=+
, we have lim
n
n = 0.
4. TECHNIQUES FOR COMPUTING LIMITS 9
4.1
.
Let f
f ( a
n
)= f ( lim
n
a
n
) .
Idea of Proof.
x
0
, f ( x )
f ( x
0
).Now lim
n
a
n
= A means that a
n
A when n
. Thus f (
a
n
f ( A
) when n
, that is,lim
n
f (
a
n
)= f ( A )= f
( lim
n
a
n
) .
Example
4.2
.
lim
n
sin
n 2 n +1
= lim
n
2+1 /n
= sin
=1 .
Theorem
Suppose a
n
= f
( n ) , b
n
= g
( n ) . If lim
n
( n ) g ( n ) is of the form
or 00 , then lim
n
( n ) g ( n )= lim
n
f ( n ) g (
Marquis de lHospital (1661 1704), it should be called Bernoullis rule. The story is that in 1691, lHopitalasked
Johann Bernoulli (16671748) to provide, for a fee, lectures on the new subject of calculus. LHopital
subsequently incorporated these lectures into the rstcalculus text, LAnalyse des inniment petis
(Analysis of innitely small quantities) ,published in 1696. The initial version of what is now known as lHopitals
4.4
.
1+ xn
= e
x
Proof.
lim
n
ln
1+ xn
= lim
n
n ln
1+ xn
= lim
n
ln
1+
xn
1 /n = lim
n
11+
xn
xn
2
1 n
2
= lim
n
x 1+
xn
= x. Thus lim
1+ xn
= e
x
Theorem
4.5
.
If lim
n
and lim
n
b
n
( a
n
+ b
n
) = lim
a
n
+ lim
n
b
n
(2). lim
n
ka
n
= k lim
n
a
n
, (3). lim
n
a
n
b
n
= lim
n
a
n
lim
n
b
n
, (4). lim
n
a
n
=lim
n
a
n
lim
n
, provided b
n
= 0 and lim
n
b
n
=0 .
10 1. SEQUENCES
omitted.
Example
4.6
.
ln
n
2
+3 n
+ 22 + 4 n +2 n
2
+ cos
.
Solution.
lim
n
ln
n
2
+3 n + 22 + 4 n +2 n
+ cos
= lim
n
ln
( n
2
+3 n + 2) /n
2
(2 + 4 n +2 n
2
) /n
2
+ cos
= lim
ln
1+3 /n +2 /n
2
2 /n
2
+4 /n +2
+ cos
= ln
1 + 0 + 00 + 0 + 2
+ cos0 = ln
12
+1=1
ln2
.
Theorem
1 n
p
c
n

< 1 . 3. lim
n
c
1
n
n
n =1 . 5. lim
n
p
c
n
c
n
1+ xn
= e
x
x . 8. lim
n
(ln n )
p
n
k
n
p
lim
n
1 n
=0
lim
n
c
n
= lim
n
ln c
n
= lim
n
n ln c =
. Thus, lim
c
n

c

n

c

n
for all n
. By Case 2, we havelim
n

c

n
) = 0 = lim
n

c

n
c
n
= 0. 3. lim
n
c
1
= c
lim
n
= c
0
= 1.
4. ln
lim
n
= lim
ln
n
n = lim
n
Thus, lim
n
n
= e
0
=1 . 5. Let k
k< 0. Thenlim
n
p
c
n
= lim
n
pn
p 1
c
n
ln c = lim p
( p
1) n
p 2
c
n
(ln c )
2
= lim
n
p ( p
1)
( p
k + 1)
n
p k
c
n
(ln c )
= lim
n
p ( p
1)
( p
+ 1) c
n
n
k p
(ln c
)
k
= c
n
n != c
cn ( n
1)
,0 <a
n
= c
cn ( n
1)
( M + 1) a
M
<cna
M
. Note that a
M
0 = 0 = lim
n
cna
M
a
n
= 0. 8. Let
m = ln n . Then n = e
m
. By (5),lim
n
(ln n )
p
n
k
= lim
m
m
p
e
km
= lim
m
m
p
( e
k
)
m
=0 ,
where e
k
Strategy: One can nd the limits of many sequences from those of the standardsequenc es.
Example
4.8
.
8
n
+ (ln n )
10
+ n ! n
n ! . 2) lim
n
12 n
+1
3 n
.
Solution.
(1).lim
n
8
n
+ (ln n )
10
+ n ! n
6
!= lim
n
8
n
/n ! + (ln n )
10
/n !+1 n
6
/n !
1=0 + 0 + 10
1=
1 .
(2).lim
n
12 n +1
3 n
= lim
n
1+
12 n +1
2 n +1
n
2
n
+1
= lim
n
1+
12 n +1
2 n +1
32+1
/n
e
1
32
=1 e
e
12 1. SEQUENCES OF REAL NUMBERS
Completeness Property of
R
{
1
, 2 , 3 ,
{
0 ,
1 ,
2 ,
3 ,
}
. Step 2. Then we have rational numbers
Q
pq
p,q
,q =0
is NOT divisible by any natural numbers other than p and 1. For instance, 2, 3, 5, 7, 11,
are primes. Every natural number n> 1admits a unique (prime)
factorization n = p
1
p
2
p
k
, where each p
i
5 and 66 = 2
11.
Example
5.1
.
, then
2 ,
3 ,
5 ,
Suppose that
n as ab
, where a,b
and b
= 0. Then
n = ab
n = a
2
b
2
a
2
= b
2
n.
Any prime occurring in the (unique) factorization of a will occur an even number of
. By a
2
= b
2
, any prime thatoccurs in the factorization of n must occur an even number of times, since all
in the factorizationof a
2
n =( p
1
p
2
p
k
)
2
p
i
5.2
.
M x
5.3
x x
S.m is called a
lower bound of S .
5. THE LEAST UPPER BOUNDS AND THE COMPLETENESS PROPERTY OF
13 Definition
5.4
.
below is called a bounded set . Remark. 1. Upper bounds and lower bounds
are not unique.2. Some sets only have upper bounds but not lower bounds.3. Some sets have only lower bounds
but not upper bounds.4. A set which is not bounded is called an unbounded set.
Example
5.5
.
Let S =
{
r

r is a rational number with r<
}
. Then S is bounded above.
Theorem
5.6
.
Let
{
a
n
}
be a sequence convergent to A

a

< 1 or A
1 <a
n
a
1
,a
2
,...,a
N
,A +1 ,A
1 , respectively. When n
N , we have m
a
n
M because M ( m
) is the largest(smallest ) number of the above nite set. When n>N , we have m
1 <a
n
<A
+1
a
n
M and so
{
a
n
}
is bounded. The proof is nished.
Corollary
If
{
a
}
is unbounded, then
{
a
n
}
diverges. Remark. 1. The converse may not be true, i.e., divergent sequence need
not be unbounded.2. The inverse may not be true, i.e., a bounded sequence may not be convergent.
{
1 ,
1 , 1 ,
1 ,
}
is bounded but NOT convergent. 5.3. Inmum and Supremum.
Recall that any nite set of real numbers hasa greatest element (maximum) and a least element (minimum).
Example
5.8
.
{
2 . 5 ,
3 . 1 ,
4 .
4 , 4 . 5 , 5
}
However, this property does not necessarily hold for innite sets.
Example
5.9
.
{
1 , 2 ,
3 , 4 ,
}
.
Definition
5.10
.
A real number M (
E , i.e., x
M for every x
E , and( i i ) i f M <M , then
E such that M <x ).We write
is unique whenever it exists.(ii) The main di erence between sup E and max E
E = max E .
14 1. SEQUENCES OF REAL NUMBERS Example
5.11
.
1. Let E =
{
r

0
}
. Then sup E =
2 but max E does not exist because
.2. Let E =
{
1 / 2
, 2 / 3 , 3 / 4
, 4 / 5 , 5 / 6
}
. Then sup E = 1 and max E
{
1 ,
1 / 2 , 1 / 3 ,
1 / 4 , 1 / 5 ,
}
. Then max E = 1 = sup E .
Definition
5.12
.
A real number m ( =
) is called the greatest lower bound or inmum of a set
x for every x
.
Example
5.13
.
1. Let E =
1 , 1 / 2 , 1 /
3 , 1 / 4 ,
}
. Then inf E = 0 but min E
{
r

0
}
. Then min E = inf
E =
{
r

r
2
< 2
}
. Then
2 is NOT a rationalnumber. For considering sup and inf of bounded subsets of
rational numbers, wemay obtain irrational numbers. For bounded subsets of real numbers,
sup and inf are still real numbers. This is called completeness property of
)
.
For assertion (i), it just means that if a subset of real numbers E isbounded above, then sup
number, but it need not be a rational number. Remark. Richard Dedekind (a German
from
Q
{
x

x
}
and L =
{
x

x<r
{
x

x>r
}
and
L =
{
x

x
}
.) The sets
are subsets of
Q
;(2). U
L =
;(3). U =
;(4). L
;(5).
L =
; and
6 . M O N O T O N E S E Q U E N C E S 1 5
is greater than every element in L .Such a paring ( U,L ) is called a Dedekind cut
number. This is Dedekinds idea to construct all real numbers by usingrational numbers. For instance, let U
{
x
x
2
> 2
}
and L
{
x
x
2
> 2
}
.Then inf U
= sup L =
rationalnumbers was introduced by Georg Cantor (18451917). We will explain Cantorsideas in the section of
Cauchy sequences.Recal l that a set E is bounded if and only if it is bounded above and
5.15
.
If
6.1
.
{
a
}
is called monotone increasing (decreasing) if
a
n
) a
n +1
a
2
a
3
( a
1
a
3
).
Example
6.2
.
1. The sequence
{
1 /n
{
1 / 2
, 2 / 3 , 3 / 4
, 4 / 5 , 5 / 6
}
is monotone increasing.
Proposition
6.3
.
Let
{
a
n
}
be a monotone increasing
a
2
a
3
. Then a
{
a
n
Let
{
a
n
}
be a sequence. (i)
If
{
a
n
}
is monotone increasing and
{
a
n
a
n
= sup
n
a
n
. (ii) If
{
a
n
}
is monotone decreasing and bounded below, then
a
n
}
is convergent and lim
n
a
n
= inf
n
a
n
.
Proof.
(i). Suppose
{
a
n
}
is monotone increasing and bounded above.
, sup a
n
a
n
< sup
n
a
n
a
n
}
. In otherwords, there exists an integer N
such that a
N
> sup
n
a
n
. Then for all n>N , wehavesup
n
a
n
<a
N
a
n
sup
n
a
n
< sup
n
a
n
+ (since n>N ) .
Equivalently,
sup
n
a
n
<
a
n
= sup
n
a
n
6.5
.
Let a
n
= nn + 1, that is,
a
n
}
=
{
1 /
2 , 2 / 3 , 3 /
4 ,
}
. Then a
n
a
n
= lim
n
a
n
=1 .
Corollary
6.6
.
If
{
a
n
}
is monotone increasing
{
a
n
a
n
=+
) .
Proof.
Suppose
a
n
}
is monotone increasing, then either
a
n
}
is bounded aboveor not bounded above. Case (a)
: If
{
a
n
}
is bounded above, then by
{
a
n
{
a
n
{
a
n
has no upper bounds. Thus forany given k> 0, k is not an upper bound of
{
a
n
}
. In other words, there exists
N such that a
N
> k. Since
a
n
}
is monotone increasing, it follows that for all
n>N , a
n
a
N
> k.
Therefore, lim
n
a
n
=+
{
a
n
7. Subsequences
Example
7.1
.
{
a
n
{
1 ,
, 1 ,
1 , 1
1 ,
}
.
{
a
2 n 1
}
=
{
1 , 1 , 1 ,
}{
a
2 n
}
=
{
1 ,
1 ,
1 ,
}
.In general, subsequences
of
{
a
n
}
are of the form
{
a
n
k
}
, k
=1 , 2 , 3 ,..., with n
<n
2
<n
3
<
n
2
with n
2
>n
1
andthen a
n
with n
3
>n
2
n
1
is at least 1, n
2
isat least 2, n
3
is at least 3,
.
Theorem
7.2
.
Suppose lim
n
a
n
a
n
}
also converges to A , that is,
lim
k
a
n
k
= A.
Proof.
a
n
= A

a
n

< for all n > N. Then for all k>N
, we have n
k
k > N.
8. THE LIMIT SUPERIOR AND
INFERIOR OF A SEQUENCE 17
Hence

a
n
k

< for all k > N. Therefore, lim
k
a
n
k
= A .
Corollary
7.3
Suppose that
{
a
n
{
a
}
is divergent.
Example
7.4
.
The sequence
{
1 ,
1 ,
1 ,
1 ,
is divergent because
{
a
2 n 1
}
=
{
1 , 1
}
converges to 1 and
a
2 n
}
=
{
1
1 ,
}
converges to
1 . 8. The Limit Superior and Inferior of a Sequence
Given a sequence
{
a
n
{
b
n
given by b
n
= sup
k n
a
k
= sup
{
a
n
,a
n +1
,a
n +2
}
.
Example
8.1
.
Let
{
a
n
}
=
{
1 ,
1 ,
1 ,
1 ,
. Then b
n
= sup
k n
a
k
= sup
{
1 , 1
1 , 1
}
=1 .
Proposition
8.2
.
{
a
n
}
, the associated sequence
{
b
n
}
=
sup
k n
a
k
For each n , b
= sup
{
a
n
,a
n +1
,a
n +2
}
sup
a
n +1
,a
n +2
= b
n +1
.
Definition
8.3
.
{
a
n
, denoted by limsup a
n
or limsup
n
a
n
or lim
n
a
n
is dened to be lim
n
b
n
, i.e.lim
n
a
n
= lim
n
b
n
= lim
n
sup
k n
.
Example
8.4
.
1. Let
{
a
}
=
{
1 ,
1 , 1 ,
1 , 1 ,
1 ,
}
.lim
n
a
n
= lim
n
b
n
= lim
n
1=1 . 2. Let
{
a
n
}
=
1 , 2 , 3 ,
. Then b
n
= sup
k n
a
k
= sup
{
n,n +1 ,
=+
and so lim
n
a
n
= lim
b
n
=+
.3. Let
{
a
n
}
=
1 ,
2 ,
3 ,
}
. Then b
n
= sup
k
a
k
= sup
{
n,
1 ,
n and so lim
n
a
n
= lim
n
b
n
Theorem
8.5
.
{
a
n
}
, either (1). lim
n
a
n
exists (nite), or
(2). lim
n
a
n
=+
, or (3). lim
n
a
n
.
Proof.
If
{
a
n
}
is not bounded above, then each b
n
is +
, and thuslim
n
a
n
= lim
n
b
n
=+
. If
a
n
}
is bounded above, then each b
n
is nite. Since
{
b
n
{
a
n
b
n
. Similarly, given any sequence
a
n
}
, we can form another sequence
c
n
}
given by c
n
= inf
k
a
k
= inf
{
a
n
,a
n +1
,a
n +2
.
Definition
8.6
.
a
n
}
, denoted by liminf a
n
or liminf
a
n
or lim
n
a
n
is dened to be lim
n
c
n
, i.e.lim
n
a
n
= lim
n
c
n
= lim
n
inf
k n
a
k
.
Example
8.7
.
1. Let
{
a
n
}
=
{
1 ,
1 ,
1 ,
1 , 1 ,
1 ,
}
.lim
n
a
n
= lim
n
c
n
= lim
n
(inf
{
1 , 1
1 , 1
) = lim
n
1=
1 . 2. Let
{
a
n
}
=
{
1 , 2
, 3 ,
}
. Then c
n
= inf
k n
a
k
= inf
n,n +1 ,
}
= n and so lim
a
n
= lim
n
c
n
=+
.3. Let
{
a
n
{
1 ,
3 ,
}
. Then
c
n
= inf
k n
a
k
= inf
{
n,
}
=
and so lim
n
a
n
= lim
n
c
n
.
Proposition
8.8
.
{
a
n
{
c
n
}
=
{
inf
k n
a
k
a
n
}
, lim
n
,or
a
n
lim
n
a
n
because c
b
n
.
Proposition
8.9
.
(i). If lim
n
a
n
= B with
B =
<B +
a
n
= C with C
=+
, then given > 0 , there exists N such that
a
n
>C
.
8. THE LIMIT SUPERIOR AND INFERIOR OF A SEQUENCE 19 Proof.
(i). If B =+
, the assertion is obvious and so we assume that B
a
n
= B , given any
b
n

<
b
n
<B +
sup
{
a
n
,a
n
+1
}
<B + , i.e.
a
n
,a
n
+1 ,
<B
Warning!!
Given a sequence
{
a
n
}
, lim
a
n
= sup
n
= sup
{
a
1
,a
2
}
b
n
= sup
{
a
n
,a
n +1
,a
n +2
with b
1
b
2
b
3
and lim
n
a
n
= lim
n
b
n
a
n
sup
n
a
n
b
1
, but lim
n
a
n
a
n
in general. Similarly,lim
n
a
n
inf
n
a
n
c
1
understanding is that lim is the largest subsequential limit of convergent subsequences, including those
or
thefollowing theorem.
Theorem
8.10
.
Let
{
a
}
be any sequence. Let B = lim
n
a
n
a
n
. (i) Let
{
a
n
k
}
be any subsequence of
{
a
n
}
such that lim
k
a
n
k
exists, +
, or
. Then
C = lim
n
a
n
lim
a
n
k
lim
n
a
n
{
a
n
k
}
of
{
a
n
}
such that lim
k
a
n
k
{
a
m
k
}
of
{
a
n
}
such that lim
k
a
m
k
= C.
Proof.
Let b
= sup
{
a
n
,a
n +1
}
and let c
n
= inf
a
n
,a
n +1
}
.
(i). Since n
k
k , we have c
k
= inf
{
a
k
,a
k +1
}
a
n
k
b
k
= sup
{
a
k
,a
k +1
}
and so C = lim
k
c
k
lim
k
a
n
k
lim
k
b
k
= B.
or nite. Case I. B =
.
20 1. SEQUENCES OF REAL NUMBERS
Since b
n
= sup
{
a
n
,a
n +1
,a
n +2
}
a
n
and lim
n
= B =
, we havelim
n
a
n
= B
{
a
n
. In this case we are going to construct a subsequence
a
n
k
}
of
{
a
}
such that lim
k
a
n
k
B =+
.Since b
1
b
2
b
n
= lim
n
b
n
=+
we have b
1
= b
2
=+
, that is b
n
=+
for all n . Since b
1
= sup
{
a
1
,a
2
=+
, there exists n
1
suchthat a
n
{
a
1
,a
2
}
. Since b
n
1
+1
= sup
{
a
n
1
+1
,a
n
1
+2
,a
n
1
+3
}
=+
, there exists a
n
2
such that n
2
>n
and a
n
2
{
a
n
1
+1
,a
n
1
+2
,a
n
1
+3
}
. Now, by induction, suppose that we
have constructed a
n
1
,a
n
2
,a
n
k
such that n
1
<n
<
<n
k
and a
n
>s for 1
. Since b
n
k
+1
= sup
{
a
n
k
+1
,a
n
k
+2
=+
, there exists a
n
k
+1
such that n
k +1
>n
k
and a
n
k
+1
{
a
n
k
+1
,a
n
k
+2
,a
n
k
+3
}
. The induction isnished and so we obtain a subsequence
a
n
1
,a
n
2
k =+
, we havelim
k
a
n
k
=+
= B. Case III.
{
a
n
k
}
of
{
a
n
}
suchthat lim
k
a
n
k
B .Since b
1
= sup
{
a
1
,a
2
}
,b
1
{
a
1
,a
2
}
and so there exists a
n
1
such that a
n
1
>b
1
1 . Since
b
n
1
+1
= sup
{
a
n
1
+1
,a
n
1
+2
}
,b
n
+1
{
a
n
+1
,a
n
1
+2
suchthat n
2
>n
and a
n
2
>b
n
1
+1
12 .
8. THE LIMIT SUPERIOR AND INFERIOR OF A SEQUENCE 21
,a
n
2
,a
n
k
such that n
<n
2
<
<n
k
and
a
n
s
>b
n
s
+1
1 s for 1
k . Since b
n
k
+1
= sup
a
n
k
+1
,a
n
k
+2
}
,b
n
k
+1
{
a
n
k
+1
,a
n
k
+2
}
and so there exists
a
n
k
+1
such that n
k +1
>n
k
and a
n
k
+1
>b
n
k
+1
{
a
n
1
,a
n
2
}
with theproperty that a
n
k
>b
n
k
+1
1 k for any k
+1
k< a
n
k
b
n
k
. Since
{
b
n
}
is convergent, we havelim
k
b
n
k
= lim
k
b
n
k
+1
= lim
n
b
n
= B andlim
( b
n
k
+1
1 k )= B
0= B.
a
n
k
= B = lim
n
a
n
(iii). The proof is similar to that of (ii). We leave it to you as a tutorial question.
Example
8.11
.
Find the limit inferior and limit superior of the following sequences i)
2(
1)
n
n 3 n +2
, ii)
(1 + (
1)
n
)sin n 4
iii)
{
[1 . 5+(
1)
n
]
n
}
.
Solution.
a
2 k
=1
2 k 3
2 k + 2lim
a
2 k
= lim
k
1 /k
46 + 2 /k =
46=
23 a
2 k 1
=1 + 2
(2 k
1)3
(2 k
1) + 2lim
k
a
2
k 1
= lim
k
1 /k +2
(2
1 /k )3
(2
1 /k )+2
23and solim
n
a
n
=23a n d l i m
n
a
n
23 .
22 1. SEQUENCES OF REAL NUMBERS
(1 + (
1)
n
)sin n 4
0 , 2sin2
4= 2 , 0 , 2sin4 4= 0
, 0 , 2sin6 4=
2 , 0 , 2sin8 4= 0 ,
0 , 2sin10 4= 2 ,
2, 0 and 2. Thuslim
n
a
n
= 2 and lim
a
n
2 .
=2 . 5
2 k
lim
k
a
2 k
= lim
k
2 . 5
k
=+
2 k 1
=0 . 5
2 k
lim
k
a
2 k 1
= lim
12
(2
k 1) /k
= lim
k
12
2 1 /k
=0
. Thuslim
n
a
n
=+
and lim
n
a
n
=0 .
8.12 (BolzanoWeierstrass)
.
Let
a
n
}
be a bounded sequence. Since
{
a
}
is bounded,
< inf
a
1
,a
2
}
= c
lim
n
a
n
lim
n
a
n
b
1
= sup
{
a
1
,a
2
}
< +
. Thus lim
n
a
n
convergent subsequence
{
a
n
k
of
{
a
n
}
such thatlim
k
a
n
k
= lim
n
a
n
Theorem
8.13
.
lim
n
a
n
= lim
n
a
n
(nite, +
a
n
exists (nite), +
, or
.
Proof.
a
n
= lim
n
a
n
= A . Let b
n
= sup
{
a
n
,a
n +1
}
and let c
n
= inf
{
a
,a
n +1
}
. Then c
= inf
{
a
n
,a
n +1
}
a
n
b
n
= sup
{
a
n
,a
n +1
}
. By the assumption, we havelim
n
= lim
n
a
n
= lim
n
= lim
n
b
n
.
8. THE LIMIT SUPERIOR AND
INFERIOR OF A SEQUENCE 23
{
a
n
}
converges andlim
n
a
n
= lim
a
n
= lim
n
a
n
{
a
n
converges, tends to +
, or tends to
. Let
A = lim
n
a
n
and let
a
n
k
}
be any subsequence of
a
n
}
. By Theorem 7.2, we havelim
k
n
k
a
n
}
is A . By Theorem 8.10, wehavelim
n
a
n
= lim
n
a
n
A = lim
n
a
n
Remark.
a
n
= lim
n
a
n
, thenlim
n
a
n
= lim
n
a
n
= lim
n
a
n
2) If lim
n
a
n
exists, +
or
, thenlim
n
a
n
= lim
n
a
n
= lim
n
a
n
.
Example
8.14
.
Let
{
a
n

a
n

a
n

=0 , if and only if lim
n
a
n
=0
Proof.

a
n

= 0. From

a
n
0, we have0 = lim
n
0 = lim0
lim

a
n

lim
a
n

=0 . Thuslim
a
n

= lim

a
n

= 0and so lim
n

a
n

exists andlim
n

a
n

= lim

a
n
= lim

a
n

= 0Conversely suppose that lim

a
n

= 0. Thenlim

a
n

= lim
a
n

= lim
n
a
n

= 0because
{
a
n
}
is convergent. Hence lim

a
n

= 0 if and only if lim
n

a

= 0.Now suppose that lim
n

a
n

= 0. From
a
n

a
n

a

, we have lim
n
a
n
a
n
= 0. Thenlim
n

a
n

lim
n
a
n

=

0

is continuous. Hencelim
n
a
n

=0
lim
n
a
n
=0 .
24 1. SEQUENCES OF REAL NUMBERS
Example
8.15
.
Let a
n
a
n
lim a
n +1
a
n
Proof.
Let B = lim a
n +1
a
n
. If B =+
, clearly lim
n
a
n
B =+
. Since a
> 0, we have a
n +1
a
n
>
0 and so B
n +1
a
n
a
n
,a
n +2
a
n +1
,a
n
+3
a
n +2
<B +
1, we have0 <a
n +1
a
n
a
n +2
a
n +1
a
n +3
a
n +2
a
n + k
a
n + k 1
= a
n + k
a
n
( B + )
k
a
n + k
a
n
( B + )
k
a
1
n
+
n + k
a
1
n
+
B + )
kn
+
for any k
1 . Let k tends to
. We havelim
k
a
1
n
+
( B + )
kn
+
= lim
k
a
1
n
+
lim
k
( B + )
1
n/k
+1
= a
0 n
( B
+ )= B + . Thuslim
m
a
1
= lim
k
a
1
n
+
n + k
lim
k
a
1
n
+
( B +
)
kn
+
= lim
k
a
1
n
+
( B + )
kn
= B + . In other words,lim
n
a
n
a
n
= lim
0
lim
n
n
a
n
lim
( B + )=
B, that is,lim
n
n
a
n
lim
n
a
n +1
a
n
.
Exercise
8.1
.
Let a
n
>
a
n
lim
n
a
n
lim
n
lim
n
a
n
lim a
n +1
a
n
Exercise
8.2
.
Let a
n
a
n +1
a
n
exists or +
a
n
a
n
= lim
n
a
n
+1
a
n
.
9. CAUCHY SEQUENCES AND THE COMPLETENESS OF
R
25
For instance,lim
n
n
n ! = lim
n
( n + 1)! n != lim
n
n + 1) = +
Completeness of
R
9.1
.
{
a
n
}
is called a Cauchy sequence
if given any > 0, there existsa natural number N such that for all m ,
n>N , we have

a
n

< . Remark. Roughly speaking, a sequence is
0 as n
.
Proposition
9.2
.
Let
{
a
n
}
be a Cauchy sequence. Choose

a
a
m

< 1 for

a
n
N +1

< 1 or a
N +1
1 <a
n
<a
N +1
+ 1for
{
a
1
,a
2
,a
N
,a
N
+1
+1
}
m = min
{
a
,a
2
,a
N
,a
N +1
}
. For
N , we have m
a
n
a
N +1
<a
n
<a
N +1
+1
M.
a
n
M and so
{
a
n
}
is bounded.
9.2. Completeness of
R
Cauchy sequence.
Proof.
{
a
n
a
n
= A
a
n

<

a
a
m

=

( a
n
A )
( a
m
A )

a
n

a
m

< 2+ 2= since both
{
a
n
is a Cauchy sequence.
convergent.Give n that
{
a
n
{
a
n
convergent subsequence
{
a
n
k
of
{
a
n
}
. Let A
= lim
k
a
n
k
{
a
n
}
is Cauchy, there exists N
such that

a
n

< 2for all n,m > N
1
Since
{
a
n
k
}
converges to A , there exists K such that

a
n
k

< 2for all k > K. Let N = max
{
K,N
1
}
. Choose an n
k
to be n
N +1

a

=
( a
n
a
n
k
+(
a
n
k
A )

a
n
a
n
k

a
n
k

< 2+ 2= because
n>N
N
1
, n
k
k>N
N
1
and k>N
K . Therefore
{
a
n
}
convergesto A by the denition.
Remark.
converges
Criterionused the BolzanoWeierstrass Theorem and the proof of that one used the completeness axiom of
(Theorem 5.14). We did not prove Theorem 5.14, namely we treatedTheorem 5.14 as an axiom.
(Dedekind and Cantor proved the completeness axiomin 1872 independently.) Conversely, we can treat the
Cauchy Criterion as an axiom,and prove Theorem 5.14. In this sense, both Theorem 5.14 and the Cauchy
numbers by using Cauchy sequences. His ideas are as follows. Consider all of the Cauchy sequences
{
a
n
}
with a
n
{
a
n
}
converges to a real number. Then he provedthat all real numbers can be obtained
{
a
n
}
with a
n
. One can think that, by using our standard base 10 number system, any real number admits a (decimal)
2=1 . 4142
,we can dene a sequence of rational numbers a
1
=1 ,a
2
=1 . 4 ,a
3
=1 . 41 ,a
4
=1 . 414
,a
5
=1 . 4142 ,
with lim
n
a
n
.
Example
9.4
.
Let s
n
= 1 +12
2
+13
2
+1 n
2
. Show that
{
s
n
}
is convergent.
Proof.
For each
1, we have

s
n +
s
n

=
1 +12
2
+1 n
2
+1( n + 1)
2
+1( n + k )
2
1 +12
2
+1 n
2
=1( n + 1)
2
+1(
n + 2)
2
+1( n
+ k )
2
1 n
+ 2)( n + 3)+
+1( n +
1)( n + k )=
1 n
n +1
1 n +1
1 n +2
1 n
+ k
n + k
=1
1 n + k< 1

s
m
s
n

< 1 n< 1 N<
27
Thus
s
n
}
is a Cauchy sequence and hence
s
n
}
converges by the Cauchy Criterion.
Criterion.A sequence
{
a
n
}
is called
a
n +1
a
n

a
n
a
n

for all n
2.
Theorem
converges. Furthermore, if
{
a
n
a
n
, then
(a).

A
a
n

b
n 1

a
2
a
1

, and (b).

A
a
n

b 1

a
n
a
n 1

,where b is the constant in above denition.
Proof.

a
n +1
a
n

b

a
n
a
n 1

b
2

a
n 1
a
n

b
3

a
n
a
n 3
b
n 1

a
2
a
1

For each k
1, we have

a
n + k
a
n

=

( a
n +
a
n + k 1
)+(
a
n + k 1
a
n
+ k 2
)+
+( a
n
+1
a
n

a
n + k
a
n + k 1

+

a
n + k
a
n + k 2

+

a
n +1
a
n

b
n
+ k 1

a
2
a
1

+ b
n + k

a
2
a
1

+
+ b
n

a
2
a
1

=( b
n + k 1
b
n + k 2
b
n 1

a
2
a
1

= b
n
(1 + b + b
2
+ b
k

a
a
1

= b
n 1
(1
b
k
+1
)1

a
2
a
1

<b
n 1

a
2
a
1

. Since 0 <b<
1, we have lim
n
b
n 1
b
n 1

a
2
a
1

=0 .

a
a
1

< for
1,

a
n + k
a
n

<b
n 1

a
2
a
1

< . It follows that
{
a
n
}
is Cauchy and so it is convergent.Let A = lim
n
a
n

a
n +
a
n

<b
n

a
2
a
1

, we have

A
a
n
lim
k
a
n + k
= lim
k

a
n + k
a
n

b
n 1

a
2
a
1

.
28 1. SEQUENCES
OF REAL NUMBERS
1, we have

a
n + k
a
n

=

( a
n +
a
n + k 1
)+(
a
n + k 1
a
n
+ k 2
)+
+( a
n
+1
a
n

a
n + k
a
n + k 1

+

a
n + k
a
n + k 2

+

a
n +1
a
n

=

a
n +1
a
n

+

a
n +2
a
n +1

+

a
n + k
a
n + k 1

a
n
a
n

+ b
2
a
n
a
n 1
+ b
k

a
a
n 1

=(
b + b
2
b
k

a
n
a
n 1

= b (1 +
b + b
2
b
k 1

a
n
a
n 1

=
(1
b
k
)1

a
n
a
n 1

<b 1

a
n
a
n 1

. Thus

A
a
n
lim
k
a
n + k
= lim
k

a
n + k
a
n

b 1

a
n
a
n 1

. This is Inequality (b).
Example
9.6
.
Let c
1
1 set c
n +1
=13( c
2 n
{
c
}
is contractive. 2) Show that if c = lim
n
c
n
3 x +1 . 3) Let
c
1

c
c
n
< 10
3
.
Proof.
< 1. Then0
<c
n +1
=13( c
2 n
+ 1) <

c
n
+1
c
n

=
13(
c
2 n
+ 1)
13( c
2
n 1
+ 1)
=13

c
2 n
c
2 n

=13

c
n
c
n 1

c
n
+ c
n 1

13

c
n
c
n 1

(1 + 1) =23

c
n
c
n 1

, the sequence
{
c
n
}
is contractive with b
=
23
.(2). From c
n +1
=13( c
2
+ 1) ,c = lim
n
c
n +1
= lim
n
13( c
2 n
+ 1) =13
lim
n
c
2 n
+1
=13( c
2
+ 1)
. Thus c
2
3 c
=13( c
21
+ 1) =13
12
+1
=512 .b
n

c
c
1

=
23
23
512
12
<
10
3
29
= 3
23
n 1
112
< 110
3
23
n 1
< 410
3
( n
1)
ln
23
< ln4
3ln10=
1) > 3ln10
ln4ln3
n = 15, we have

c
c
15

<b
n 1

c
2
c
1

< 10
3
Note.
From x
2
3 x
+ 1 = 0, we have x =3
3
2
42=3
52 . Since 0
1, c =3
52. CHAPTER 2
+ a
2
a
3
written alternatively as
k =1
a
k
is called an
innite series .
Example
1.1
.
(1). 1 + 2 + 3 + 4+
(3). 1 + 1 / 2
2
+1 /
3
2
+1 / 4
2
.(4). 1 + 0 + 1 + 0+1+0+
.
Definition
1.2
.
Given a series
k =1
a
k
, its
n
th
partial sum S
n
is given by S
n
k =1
a
k
a
1
+ a
2
a
n
. The sequence
{
S
n
}
is called the sequence of partial sums of the series
k =1
a
k
.
Example
1.3
.
1+1
1+1
1+1
1+
. The S
2 n 1
= 1and S
2 n
= 0.
Definition
1.4
.
S
n
}
of the series
k =1
a
k
k =1
a
k
converges
to S and write
=1
a
k
= lim
n
S
n
S. If
{
S
n
k =1
a
n
diverges .
Example
Let
n =0
ar
n
a + ar + ar
2
+ ar
.
31 32 2. SERIES OF REAL NUMBERS
= a + ar
+ ar
2
+ ar
n
= a (1 + r +
+ r
n 1
)=
a 1
rr =1
a ( n + 1) r = 1When
1 <r< 1, S
n
r as n
.When r> 1, S
n
diverges because r
as n
.When r = 1, S
n
a ( n + 1) diverges.When r =
1, S
n
= a [1
1)
n
]2diverges.Whe n
r<
1, S
n
diverges because
r
n
n =0
ar
n
1 <r< 1 ,and,
n =0
ar
n
a 1
r for
1 <r< 1 .Remark. If
k =1
a
k
and
k =1
b
k
=1
( a
k
+ b
k
)=
k =1
a
k
k =1
b
k
.(ii)
k =1
ca
k
k =1
a
k
.
Example
1.6
.
=1
14
15
n =1
14
n =1
15
14+
14
15+
15
=14
1 +14+
14
+15
1 +15+
15
=1411
14+1511
15=14
34+15
45=13+14=712
.
Theorem
1.7
.
If
k =1
a
k
converges, then
lim
k
a
k
=0 .
1 . S E R I S 3 3 Proof.
a
1
+ a
2
a
k
. We have S
k
S
k
=( a
1
+ a
2
+ a
k 1
+ a
( a
1
+ a
+ a
k 1
)= a
k
k =1
a
k
{
S
k
}
converges. Let
S = lim
k
S
k
.Thenlim
k
a
k
= lim
k
( S
k
S
k 1
) = lim
k
lim
k
S
k 1
= S
S =0 .
Corollary
If lim
n
n =1
a
n
diverges.
Example
1.9
.
=1
1)
n
n thterm (
1)
n
=1
n ! n
2
is divergent becauselim
n
n ! n
2
=1lim
n
n
2
n !=10= +
n =1
2 n + 13
2 n + 13
n + 2= lim
n
2+1 /n 3+2 /n
a
n
n =1
a
n
converges.
Theorem
The series
k =1
a
k
= n +1
a
k
Proof.
The series
k =1
{
S
n
}
converges, (by denition), if and only if
{
S
n
}
is Cauchy. The result follows from

S
m
S
n

=
( a
1
+ a
2
+ a
n
+ a
n +1
+ a
m
a
1
+ a
2
a
n

34 2. SERIES OF REAL NUMBERS

a
n
+ a
n +1
+ a
m

=
= n +1
a
k
.
Example
n =1
1 n diverges.
Proof.
Note that

S
2
S
n

=
1 +12+
+1 n
+1 n + 1+
+12 n
1 +12+
+1 n
=1 n + 1+1 n
+ 2+
+12 n
12
n +12 n +
+12 n
= n
12 n =12 .
n =1
1 n converges. Then
{
S
n
is Cauchy. Given =
12

S
m
S
n

< 12for all m>n>N . This contradicts to

S
2 n
S
n

12, where m is chosen to be 2
n .
=1
1 k
is NOT bounded.
Theorem
1.12
.
0 . Then
k =1
a
k
{
S
n
}
is bounded above.
Proof.
0 for all k . Since S
n +1
S
n
= a
n +1
0 , the sequence
{
S
n
}
is monotone increasing. Thus
k =1
a
k
{
S
n
{
S
n
eventually a
k
{
S
n
}
is bounded above, then
k =1
a
k
converges.2) If
{
S
n
}
is NOT bounded above, then
k =1
a
k
diverges.
=1
a
k
a
k
is (eventually) positive.
2. TESTS FOR POSITIVE SERIES 35
k =1
a
k
and
k =1
b
k
a
k
b
k
. (i) If
k =1
b
k
converges, then
k =1
a
k
converges.
(ii) If
k =1
a
k
diverges, then
k =1
b
k
diverges.
Proof.
A
n
=
n
k =1
a
k
, and B
n
=
n
k =1
b
k
. Then
A
n
B
n
k =1
b
k
k =1
b
k
k =1
b
k
=1
a
k
is convergent.
Example
2.2
.
The series
k =1
2 k
13
k +2
converges because
2 k
13
k +2
23
k =1
23
a
n
b
n
and
n =1
b
n
b
n
and
n =1
a
n
2.3
.
12
2
n
3
n
. The series
n =1
3
n
diverges. Now
n =1
12
converges and
n =1
diverges.
36 2. SERIES OF REAL NUMBERS Corollary
Suppose that
k =1
a
k
and
k =1
b
k
a
k
b
k
= L with 0 <L<
, then
k =1
a
k
k =1
b
k
converges. (So
k =1
a
k
k =1
b
k
b
k
=0 , (that is, a
k
<< b
k
), and
k =1
b
k
converges , then
k =1
a
k
a
k
b
k
=0 , (that is, a
k
<< b
), and
k =1
diverges , then
k =1
b
k
b
n
=+
, interchange a
n
and b
n
).
Proof.
k =1
a
k
and
k =1
b
k
a
k
b
k
= L (
=0 ,
) ,
b
k
M . Thus0
a
k
Mb
b
k
a
k
=1 L ( =0
, =
) ,
b
k
a
k
b
k
M a
k =1
a
k
is convergent, then
k =1
M a
k
= M
k =1
a
k
k =1
b
k
a
k
.If
k =1
b
k
is convergent, then
k =1
Mb
k
= M
k =1
b
k
k =1
a
k
Mb
k
. Hence
k =1
a
k
k =1
b
k
is convergent. Hence
k =1
a
k
k =1
b
k
is divergent.
a
k
b
k
N such that
b
k
<
k > N. We choose = 1. Then the above inequality is
a
k
<b
k
n =1
ar
n 1
converges if

r

< 1
, diverges if

r

1
n =1
1 n
p
2.5
.
n =1
1 + cos nn
2
2)
n =1
ln n +
n
3
+8 n
4
2 n
+3
Solution.
1 + cos nn
2
2 n
2
and the
p series
n =1
1 n
2
ln n + n
3
+8 n
4
2 n + 31
n = lim
n
n ln n +
n
4
+8 nn
4
2 n
+ 3= lim
n
ln nn
3
+ 1 +1 n
3
2 n
3
+3 n
4
=0 + 1 + 01
n =1
1 n diverges.
Example
2.6
.
n =2
1(ln n )
, where k is a constant.
38 2. SERIES OF REAL NUMBERS Solution.
Let b
n
=1(ln n )
k
and let
a
n
=1 n . Thenlim
n
a
n
b
n
= lim
n
1 n 1(ln n
)
k
= lim
n
(ln n )
k
n =2
1 n
n =2
1(ln n )
k
is divergent forany k .
) be a realvalued function on [ a, +
) such that
ba
f ( x )
2.7
[ a,b ] . (a). If f (
. (b). If f ( x ) is monotone on
[ a,b ] , then f ( x )
f ( x ) dx = lim
b
ba
f ( x )
) . Here we say that
f ( x
ba
f ( x )
a,
f ( x ) dx diverges
ba
Let f ( x ) be an ( eventually
) . Suppose we have a series
k =1
a
k
such that
a
k
k =1
a
k
f ( x
, +
).Let a
n
f ( n ) for all n .
2. TESTS FOR
POSITIVE SERIES 39
area under f
( x ) over [1 ,n ] , i.e.,
n
k =2
f ( k
n 1
f ( x ) dx
f ( x
) dx. Thus, if
f ( x ) dx <
, then
k =2
a
k
k =2
f (
k )
f ( x ) dx <
k =2
a
k
f ( x
=2
a
k
k =1
a
k
also converges.Next we consider the following graph:From the graph, it is easy to see thatarea
area under f ( x
) over [1 ,n ] , i.e.,
n 1
k =1
f ( k
n 1
f ( x ) dx. Thus, if
k =1
a
k
<
, then
>
k =1
a
k
n 1
k =1
=
n 1
=1
f ( k )
n 1
f ( x
) dx, i.e.,
n 1
k =1
a
k
<
. Letting n
f ( x
) dx
k =1
a
k
<
In conclusion, we have
k =1
a
k
k =1
a
k
( x ) dx diverges.
Example
2.9
n =1
1 n
p
. 2) the series
=2
1 n (ln n )
k
0, then1 n
p
n =1
1 n
p
x
p
on [1 , +
). Then
f ( x
) dx =
x
p
dx =
p +1 x
p +1
= 1ln(+
ln1 p = 1Thus
f ( x ) dx
n =1
1 n
p
f ( x ) =1 x (ln x )
on [2 , +
). Then f
)=
x
1
(ln
x )
k
x
2
(ln x )
kx
1
(ln x
)
k 1
1 x =
x
2
(ln x )
k 1
(ln x + k ) ,
we have f ( x )
0 when ln x>
k . Thus f (
f ( x
) dx =
1 x (ln x )
k
dx = = = = = = = =
y = ln xdy =1 xdx
ln2
1 y
k
dy =
k +1 y
k
ln2
k = 1ln(+
ln(ln2) k = 1Thus
f ( x ) dx
n =2
1 n (ln
n )
k
n =1
a
n
. Suppose ( 2 ) l i m
n
a
n
+1
a
n
= . (i) If 0
< 1 , then
n =1
a
n
converges.
(ii) If 1 <
, then
n =1
a
n
diverges.
We will prove (i) and (ii). Given any > 0, it follows from (1) that thereexists N
n +1
a
n
<
or
<a
n +1
a
n
)
m
<a
N +1+
<a
N +1
( +
)
m
+ < 1, then
m =1
a
N +1
+ )
m

r

=
=1
a
N +1+ m
n =1
a
n
> 1, then by the lefthandside of (3), wehave, for all m>
0, a
N +1+ m
a
N +1
)
m
>a
N +1
a
n
n =1
a
n
diverges.
Example
2.11
.
n =1
n ! n
. 2)
n =1
( n !)
2
(2 n )! .
(1).lim
n
a
n +1
a
n
= lim
n
( n + 1)!( n
+ 1)
n +1
n ! n
n
= lim
n
( n + 1)! n !
( n + 1)
n
n
n
n + 1)= lim
n
1 +1 n
=1 e<
a
n
+1
a
n
= lim
n
[( n + 1)!]
(2 n + 2)!( n !)
2
(2
n )!= lim
n
( n + 1)
2
(2
( n
+ 1)
2
/n
2
(2 n + 2)(2 n
+ 1) /n
2
= lim
n
1+2 /n +1
/n
2
(2 + 0)=14 < 1 . Thus the series converges.
2.12
.
n =1
a
n
with each
a
n
= lim
n
n
a
n
(i) If 0
< 1 , then
n =1
a
n
converges.
(ii) If 1 <
, then
n =1
a
n
diverges.
We will prove (i) and (ii).(i) Suppose that < 1. Then for all given >
0, it follows from (4) and Proposition 8.9 of chapter 1, that there exists an N such that
a
n
1. Then( )
5 0
a
n
<
( + )
n
Since
n =1
+ )
n

r

=
+ < 1), it follows from (5) and the comparison test that
n =1
a
n
converges.(ii). We are going to prove (ii) by contradiction. Given that > 1. Suppose that
n =1
a
n
a
n
= 0. In particular, there
3. THE DIRICHLET TEST AND ALTERNATING SERIES 43
exists N
such that 0
a
n
. Hence
n
a
n
=1
a
n
diverges.
Corollary
n =1
a
n
with each a
n
0 . Suppose that
lim
n
n
a
n
. (i) If 0
<
1 , then
n =1
a
n
, then
n =1
a
n
diverges. (iii) If =1
a
n
a
n
= lim
n
a
n
fromTheorem 2.12.
Example
2.14
.
Determine convergence or
n =1
2
n
1 n
n
2
lim
n
n
a
n
= lim
n
2
n
1 n
n
2
1 n = lim
n
1 n
=2 e< 1 .
2.15
.
Determine convergence or
n =1
(3 + sin n )
n
2 n
n
2
. lim
n
n
a
n
= lim
n
(3 + sin n
)
n
2 n
n
2
1 n = lim
n
(3 + sin n )
2 n
lim
n
2 n
=4 e
2
<
Series3.1. The Dirichlet Test. The following theorem is due to Neils Abel (18021829).
44 2. SERIES OF
Let
{
a
k
}
and
b
k
}
be sequences, and let
{
A
}
k 0
A
k 1
= a
k
for each k
1 . Then if 1
q ,
q
k = p
a
k
= A
q
b
q
p 1
b
p
+
q 1
k = p
A
k
b
k
b
k +1
) .
Proof.
Since a
k
= A
k
A
k 1
, a
p
b
p
+ a
p +1
b
p +1
+ a
q
b
q
=( A
A
p 1
) b
p
+( A
p +1
A
p
b
p +1
+( A
p +2
A
p +1
) b
p +2
+( A
q
A
q
) b
q
p 1
b
p
+ A
p
b
p
b
p +1
)+ A
p +1
( b
p +1
b
p
+2
)+
+ A
q 1
( b
q 1
b
q
)+ A
q
b
q
p 1
b
p
+ A
q
b
q
+
q 1
k =
A
k
( b
k
k +1
) .
{
A
n
}
(1). A
0
= 0, A
n
=
n
k =1
a
k
. Then A
n
A
n 1
= a
n
for all n
k =1
a
k
{
A
n
}
by letting A
n
=
n
k =1
a
k
k =1
a
k
k = n
+1
a
k
, n
1, A
=1
a
k
A
n 1
k = n
+1
a
k
k = n
a
k
= a
n
Suppose that
{
a
k
}
and
{
b
k
are sequences of real numbers satisfying the following: (i). the sequence of the partial sums A
=
n
k =1
is bounded, (ii). b
1
b
2
b
3
b
k
k =1
a
k
b
k
converges.
3. THE DIRICHLET TEST AND ALTERNATING SERIES 45 Proof.
Since
A
n
}
is bounded, there exists a positive number M>
0 such that

A
n

<M for all
b
n
= 0, given >
b
n

<
= n +1
a
k
b
k
A
m
b
m
A
n
b
n +1
+
m
k = n +1
( b
k
b
k +1

A
m

b
m

+
A
n

b
n +1
+
m 1
k =
n +1

A
k

b
k
b
k +1

M
b
m
+ M
n +1
+
m 1
k = n +1
( b
k
b
k +1
) (because b
k
b
k +1
0 ,

A
k

M )= M
[ b
m
+ b
n +1
+( b
n +1
b
n +2
)+( b
n +2
b
n +3
)+
+( b
m 2
b
m 1
)+( b
m
b
m
)]= 2 Mb
n +1
< 2 M
2 M
k =1
a
k
b
k
converges.
n =1
1)
n +1
a
n
= a
1
a
2
+ a
3
a
4
, or
n =1
1)
n
a
n
a
1
+ a
2
a
3
+ a
with each a
n
> 0.
Example
3.3
.
1+1
1+1
1+1
1+
12+13
14+
1+2
3+4
5+6
Theorem
If
{
b
n
}
is a sequence satisfying (i) b
1
b
2
b
3
b
n
=0 ,then
n =1
1)
n +1
b
n
( and
n =1
1)
n
b
n
) converge .
Proof.
Let
a
k
=(
1)
k +1
and let
A
n
=
n
k =1
a
k
. Then

A
n
1+1
1+
+(
1)
+(
1)
n +1

A

1 for all n , and the Dirichlet test applies.
3.5
.
n =1
1)
n
1 n
p
convergence
p> 0 divergence p
0 .
Proof.
If p
1)
n
1 n
p
=1 n
p
. Then a
n
>
a
n
n =1
1)
n
1 n
p
0 anddiverges when p
0.
Now we are going to give a theorem providing an estimate on the sum of (certain)series. For instance, let
S =
n =1
1)
n +1
1 n
2
S
1
=1 ,S
S
2
=1
12
2
=0 . 75 ,S
S
3
=1
12
2
+13
2
0 . 861 ,.... By using computer
S
n

=

a
n +1
+ a
n +2

.
Theorem
Let
{
b
n
}
be a sequence satisfying
(i) b
1
b
2
b
3
b
n
=0 .Let S
n
=
n
k =1
1)
k +1
b
k
and S =
k =1
1)
k +1
b
k

S
S
n

b
n +1
for all n .
Proof.
R
n
1)
n +2
b
n +1
+(
1)
n +3
b
n +2
b
n +1
b
n +2
b
n +3
b
n +4

. Since b
n +1
b
n +2
+ b
n +3
b
n +4
= b
n
+1
( b
n +2
b
n +3
( b
n
+4
b
n +5
( b
n +6
b
n +7
b
n +1
and b
n
+1
b
n +2
+ b
n +3
b
n +4
=(
b
n +1
b
n +2
)+(
b
n +3
b
n +4
)+
0 , we have R
n
a
n +1
.
3. THE DIRICHLET TEST AND ALTERNATING SERIES 47
Example
3.7
.
Estimate
=1
1)
n +1
1 n
From1(
n + 1)
4
10
3
, we have
n +1
6 or n
5. Thus
n =1
1)
n +1
1 n
4
12
4
+13
4
14
4
+15
4
001.
to convergence of trigonometric series. These series will be studied in much detail in the courseon Fourier series
with a lot of applications in physics and other sciences. (JosephFourier, 17681830.) We require the
3.8
.
For t
=2 p , p
,
n
k =1
sin kt =cos12 t
cos
n +12
t 2sin12 t
n
k =1
cos kt =sin
n +12
sin12 t
2sin12 t
Proof.
y )) , we obtainsin12 t
n
k =1
cos kt =
k =1
sin12 t
cos kt =12
n
=1
sin
t 2+ kt
+ sin
t 2
kt
=12
n
k =1
sin
k +12
sin
12
=12
sin
1 +12
sin
12
sin
2 +12
sin
12
sin
3 +12
sin
12
sin
n +12
sin
12
=12
sin
n +12
sin12 t
.
Theorem
Let
{
b
n
}
be a sequence satisfying
48 2. SERIES OF REAL NUMBERS
(i)
b
1
b
2
k =1
b
k
sin
, and
k =1
b
k
, except perhaps t =2 p ,
.
Proof.
(a). Let a
k
=
n
k =1
a
k
. If
t =2 p , then a
k
=sin2 kp
= 0 and so A
n
= 0 for t =2 p with
. If t
=2 p , then

A
n
=1
sin kt
cos12
cos
+12
t 2sin12 t
cos12
cos
n +12
sin12
1 + 12
sin12
=1
sin12 t
Thus
{
A
n
}
is bounded above, and the
=
n
k =1

A
n

=
=1
cos kt
sin
n +12
sin12 t
2sin12 t
sin
n +12
sin12
sin12 t
1 + 12
sin12
=1
sin12 t
Example
3.10
.
k =1
cos ktk
q
, t
, q> 0
.
Solution.
When t =2 p with p
, the series
k =1
cos ktk
q
k =1
1 k
q
1.
4. ABSOLUTE AND CONDITIONAL CONVERGENCE 49
When t
1 k
q
=1
cos ktk
q
is
convergent
q> 1 ,t
convergent 0 <q
1 ,t
,t
=2 p, for any p
divergent 0 <q
1 ,t =2
p for some p
4.1
.
A series
n =1
a
n
is called
absolutely convergent if
=1

a
n

converges.
Theorem
4.2
.
Suppose that
n =1
a
n
=1

a
n

converges bythe denition. Let
T
n
=
n
k =1

a
k

, S
n
=
n
k =1
a
k
. Since
{
T
n
}
converges,
{
T
n
}
is Cauchy.Thus, for any

T
n
T
m

< for all
n , say m = n + p

S
n
S
m

=
S
n
( S
n
+ a
n +1
+ a
n +2
+ a
n + p

=

a
n +1
+ a
n +2
+ a
n + p

a
n +1

+

a
n +2

+

a
n + p

= T
m
T
n

T
n
T
m

< . Thus
{
S
n
}
is a Cauchy sequence and so it converges. Thus the series
n =1
a
n
4.3
.
Determine convergence or
n =2
.
Solution.
Since
sin
n +12 n (ln n )
2

sin n

+12 n
(ln n )
2
1 +12 n
(ln n )
2
and
n =2
1 +12 n
(ln n )
2
=32
n =2
1 n (ln
n )
2
n =2
sin
n +12 n (ln n )
2
n =2
converges.
techniques for thepositive series are applicable.Q: Is the converse of the Corollary true? I.e., if a series is
4.4
The series
n =1
1)
n
4.5
A series
n =1
n =1
a
n
converges but
n =1

a
n

diverges.
Example
4.6
.
The series
n =1
1)
n
n is conditionally convergent.
Remark
4.7
.
Example
4.8
.
The series
n =1
1)
n
1 n
p
1 divergence p
 a test for divergence ONLY, and it works for series with positive and negativeterms, e.g.
n =1
1)
n
 when applying these tests, one usually compares the given series with a geometricseries or a
p series.generally works for series which look like the geometric series or the p
series,
5. REMARKS ON THE VARIOUS TESTS FOR CONVERGENCE/DI VERGENCE OF SERIES 51
e.g.
n =1
2+(
1)
n
4
n
n =1
2
1
n =1
2+(
1)
n
3
n
n =2
1 n (ln n )
2
.4.
Ratio test:  generally works for series which look like the geometric series, series with n
=1
n
2
3
n
n =1
(2 n )!4
n !,
n =1
a
n
, where
a
1
= 1, a
n
= (12+1 n )
a
n 1
, n =2 , 3
n th power,e.g.
n =1
n 3
n
n =1
2
n
1 n
n
2
n =2
1)
n
ln nn . Remark.
=1
a
n
, where a
n
0.
CHAPTER 3
, e.g. (
1 , 1) , [0 ,
N
n
, let F
: I
{
F
n
}
forms a sequence of functions
on I .
Example
1.1
.
1. F
n
( x )= x
n
, 0 <x<
1. Then
{
F
n
}
forms a sequence of
functions on (0,1).2.
1+ xn
( x )=1+ xF
( x )=
1+
x 2
F
3
( x )=
1+
x 3
If we x the x
, and let n
,lim
n
F
n
( x ) = lim
n
1+ xn
= e
) = lim
n
F
n
( x ) .
Definition
1.2
.
A sequence
{
F
n
}
is said to converge pointwise to a function F on
I if lim
n
F
n
( x )=
F ( x ) for each x
I,
) such that

F
n
( x )
F ( x )
<
of
{
F
n
}
. Remark.
1.3
.
The sequence
{
x
n
}
converges pointwise on I
x
n
{
x
n
}
does NOT converge on [
1 , 1] because the limit lim
n
1 , 1].
n =1
f
n
x )= f
1
( x )+ f
( x )+
, where each
f
n
is a function on I .
53 54 3. SEQUENCES AND SERIES
OF FUNCTIONS Example
1.4
.
n =1
x
n 1
=1+ x + x
2
+ x
3
2.
k =1
1+ x +sin2 x 2+ x +sin3 x
3+ x +
, 0
1 .
( x
)=
n
k =1
f
k
( x )= f
1
( x )+
f
2
( x )+
f
n
( x ) . Then
{
S
n
}
forms a sequence of functions on
I .
Definition
1.5
.
The series
n =1
f
n
is said to
{
S
n
}
converges pointwise (to S
) on I , (i.e. lim
n
S
n
( x
)= S ( x ) for each x
I .)
Example
1.6
.
n =1
x
n 1
, where x
, 1) ? Does
=1
x
n 1
converge pointwise on [
1 , 1)
Solution.
S
n
( x )=
n
i =1
x
i 1
=1+ x +
+ x
n
=1
x
n
x for
1 <x< 1. Thus
n =1
x
n 1
= lim
n
S
n
( x ) = lim
n
x
n
x =11
x for x
1 ,
n =1
x
n 1
diverges when x =
n =1
x
n 1
1 , 1).
{
F
n
=1
f
n
the following. Some of these questions wereincorrectly believed to be true by many mathematicians prior to
nineteenth century,includin g the famous Cauchy. Cauchy in his text Cours dAnalyse proved a theorem to the
eect that the limit of a convergent sequence of continuous functions wasagain continuous. As
is continuous at p
[ a,b ], is
F ( t )=
F ( p ) . Since F (
x ) = lim
n
F
n
( x ) for every
t p
lim
n
F
n
( t )
= lim
n
lim
t
F
n
( t )
( x )is continuous at
p , is S ( x )=
n =1
f
n
n =1
( t )=
n =1
lim
t p
f
n
( t
is dierentiable on [ a,b
lim
n
F
n
( x ) = lim
n
ddxF
n
f
n
is dierentiable on [ a,b ], is S (
x )=
n =1
f
n
n =1
f
n
( x )=
n =1
ddxf
n
is Riemann integrable on [
ba
lim
n
F
n
( x ) dx = lim
n
ba
F
n
( x
n =1
f
n
ba
n =1
f
n
( x ) dx =
n =1
ba
f
n
( x
uniform convergence , introduced byWeierstrass in 1850. For his many contributions to the subject
area, Weierstrassis often referred to as the father of modern analysis. The subsequent study on
thesubject together with questions from geometry and physics also lead to a new areacalled topology
in the end of 19th century. Poincare is often referred to as the fatherof topology. Topology together with
Riemann geometry provide the mathematicsfou ndation for Einsteins relativity theory. You
may learn some basic knowledge of topology and modern geometry in 4000 and 5000 modules.
and (c). You may read thetext book [ 2 ] for more examples.
Example
( x )= x
n
,x
[0 , 1), we havelim
n
F
n
( x
) = lim
n
x
n
= 0 (since

x

< 1) . At x = 1, we havelim
F
n
(1) = lim
n
1
n
=1
. Thus
{
F
n
F ( x )=
, for x
[0 , 1)
, 1 ,x =1 . Each F
n
x = 1.This simple example gives a counter example to Cauchys (false) statement thatthe limit of continuous
functions is continuous, namely the limit of continuous functions need not be continuous.
Example
( x )=
x, 0 <x<
1 n
, 2 n
n
2
x,
1 n
x<
2 n
, 0 ,
2 n
x< 1 . For each xed x
(0 , 1], one sees that F
n
x ) = 0 whenever n
2 x
, and hencelim
n
F
n
( x ) = lim
n
0=0
. Also, at x = 0, we havelim
n
F
n
(0) = lim
n
2
0=0 . Thus,
{
F
n
}
converges pointwise to the zero function
F ( x )
0 on the interval [0
, 1].For each n
1, we have
10
F
n
( x
) dx =
1 /n
n
2
xdx +
2 /n 1 /n
(2 n
n
2
x ) dx +
12
/n
0 dx = n
2
x
2
2 nx
n
2
x
2
n
1
+ 0=12+ (4
2)
(2
12) + 0 = 1 .
Thus we havelim
n
10
F
n
( x ) dx = lim
n
1=1 =0=
10
F ( x ) dx, i.e.
2. UNIFORM
CONVERGE NCE 57
lim
n
10
F
n
( x ) dx
10
lim
n
F
n
( x )
dx.
Reason: At dierent x , F
n
( x
2.1
.
{
F
n
}
is said to converge uniformly

F
( x )
F (
x )

< for ALL x
I whenever n>N .
Remark
2.2
If
{
F
n
F
n
}
converges pointwise to F on
I . Conversely, if
{
F
n
F
n
}
need not converge uniformly to F
( x )
<F
n
I and n>N
F ( x )
and
y = F ( x )+
= F ( x )
and y = F ( x )+
.
Example
2.3
.
x
n
= x
n
and y =+
{
x
n
Uniform Convergence of
{
F
n
}
.
2.4 ( T test)
.
Suppose
{
F
n
}
is a sequence of functions
= sup
x I

F
n
x )
F ( x )

. Then
{
F
n
}
converges uniformly to F on I if and only if
lim
n 0
T
n
=0 .
Proof.
{
F
n
}
converges uniformlyto F on I
F
n
( x )
( x )

< 2for all n>N
and x
I T
n
= sup
x I

F
n
x )
F ( x )

2 < for all n>N

T
n

= T
n

T
n
= T
n
sup
x I

F
n
x )
F ( x )

< for all n>N

F
( x )
F (
x )

< for all n>N and
I. Hence
{
F
n
}
converges uniformly to F on I
A sequence of functions
{
F
n

F
( x )
F
m
x )

< for all x
I and all m,n > N. Remark: Here N
{
F
n

F
n
( x )
F ( x

< 2for all x

F
n
x )
F
m
( x

=

( F
n
( x )
F ( x
))
( F
m
( x
F ( x ))

F
n
( x )
F ( x )

+

F
m
( x )
F ( x )

< 2+
prove the if part. Suppose that equation 6 holds. Then for each xed point x
I ,
{
F
n
( x
}
is a Cauchy sequence of real numbers, and thus by Cauchyscriteri
{
F
n
( x )
}
converges. For each x
I , we denote the limit by F ( x
) = lim
n
F
n
( x ). Then
{
F ( x )
}
x
F
n
( x )
F
m
( x )

< 2for all x
I and all m,n > N. Then for each xed x
I and n>N , we have
F
n
( x )
( x )

=
F
n
( x )
lim
m
F
m
( x )

= lim

F
n
( x )
F
m
( x )
lim
m
2= 2 <
Thus
{
F
n
}
converges uniformly to
CONVERGE NCE 59
2.3. Examples.
Example
2.6
.
Show that F
n
( x ) =sin
2
xn, x
, +
, converges uniformly.
Proof.
) is F ( x ) = lim
n
sin
2
xn = 0for all x
, +
). Since T
n
= sup
x
( , + )

F
n
( x )
F ( x

= sup
x ( , +
sin
2
xn
1 n
0as n
, thus the sequence of functions
{
F
n
( x
}
converges uniformly on (
, +
).
Example
2.7
.
( x )=
n
2
ln xx
n
,x [1
, +
) ; (b) f
( x )= n
2
ln xx
n
,x [2 , +
) .
Solution.
Let f ( x ) = lim
f
n
( x ) = 0 for x
1.(a). T
n
= sup
x 1

f
n
( x )

= sup
x 1
n
2
ln xx
n
= sup
x 1
f
n
( x ). From f
n
( x
)= n
2
1 x
n
3
ln x
x
n 1
= n
2
n
3
ln xx
n +1
=0 , we have
n
2
n
3
ln x = 0 or
x = e
1
. Observe that f
n
e
1
e
1
. Thus T
n
= max
x 1
f
n
( x )= f
n
( e
1
)= n
2
1 n
e
1
= ne
0as n
and so
{
f
n
( x )
}
does NOT converge
uniformly.(b). Since e
1
2 for n
2, the function f
n
( x
) for n
2 and so T
n
= sup
x 2

f
n
( x )
f ( x )

= f
(2) = n
2
ln22
n
for n
2. Sincelim
n
T
n
= 0,
{
f
n
}
converges uniformly on [2 ,
).
Example
2.8
.
Show that
F
n
( x )= n
2
ln
x sin nxx
n
converges uniformly on [2 ,
) .
Solution.
F (
x ) = lim
n
F
n
( x ) = 0 for
2. Observe T
n
= sup
x

F
n
( x )
F ( x )
= sup
x 2
n
2
ln x

sin nx

x
n
n
2
ln22
n
for n
2. Since lim
n
T
n
= 0,
{
F
n
}
converges uniformly.
Remark. Let
F
n
}
be a sequence of functions on an interval I
. To see whether
{
F
n
}
is uniformly convergent, we
x ) = lim
n
F
n
( x ).(2). Determine
T
n
= sup
x I

F
n
( x )
F ( x

.(3). Check whether lim
n
T
n
= 0.If T
n
T
n
( a lower bound of T
n
functions might not beuniformly convergent). 2.4. Uniform Convergence of Series of Functions.
Definition
2.9
.
n =1
{
S
n
2.10 (
Suppose
n =1
f
n
, and let T
n
= sup
x I
= n +1
f
k
( x )
. Then
n =1
f
n
T
n
=0 .
Proof.
Let S
n
( x )=
n
=1
f
k
( x ) and S (
x )=
k =1
f
k
( x ). Then

S
n
( x )
S ( x

=
= n +1
f
k
( x )
Theorem
A series of functions
n =1
f
n
= n +1
f
k
( x )
I and all m > n > N. Remark: Here N
( x )=
k =1
f
k
x ).
2. UNIFORM CONVERGE NCE 61
useful in verifying that certain series of functions converge uniformly to some functions on an interval.
Theorem
=1
f
k
f
k
( x )

M
k
for all x
I , k =1
, 2 ,
, and (ii)
k =1
M
k
converges.Then
k =1
f
k
M test only states that if a series of functions satises conditions (i) and (ii),
it converges uniformly on I . If a series of functions does not satisfythese two conditions, the
test fails, namely, no conclusion that you can claim fromthis test.
Proof.
Since
k =1
M
k
converges (by (ii)), by the Cauchy Criterion, given any > 0, there exists N
such that
m
k = n +1
M
k
= n +1
M
k
M
k
, we have
= n +1
f
k
( x )
k = n +1
f
k
( x )

m
k = n +1
M
k
k =1
f
k
converges uniformly on I .
2.5. Examples.
Example
2.13
.
Show that
n =1
cos
n
xn
2
+ x converges uniformly on (0 ,
) .
Proof.
Since
cos
xn
2
+ x
1 n
2
for all x
(0 ,
n =1
1 n
2
n =1
cos
n
xn
2
2.14
.
n =1
n
2
x
n
sin nx
Note that
x
n
sin nx
n
2
2
n
for x
[0 ,
12
]. Sincelim
n
n + 1)
2
2
n +1
n
2
= lim
n
( n + 1)
2
n
2
n =1
n
2
2
n
=1
n
2
x
n
,
12
2.15
n =1
1)
n +1
x
n
1)
n +1
x
n
=1
n but
n =1
Let a
n
( x )= x
n
n . Then, for 0
1, we have
a
1
( x )
a
2
( x )
0 and lim
n
n =1
1)
n +1
x
n
n converges pointwise on [0 ,
= sup
0 x 1
= n +1
1)
k +1
sup
0 x
x
n +1
n + 1=1 n +1
. Since lim
n
1 n + 1= 0, the series (
1)
n +1
x
n
2.16
n =1
x
n
1) .
Proof.
Observe that T
n
= sup
0
x< 1

S
n
( x )
S ( x )
= sup
0 x< 1
= n +1
x
k
= sup
0 <x< 1
k = n +1
x
k
k.
3. UNIFORM CONVERGENCE OF {
F n
} AND CONTINUITY 63
= sup
0 <x< 1
x
n
+1
n + 1+ x
n +2
n + 2+
sup
0 <x< 1
x
n +1
n + 1+ x
n +2
n + 2+
+ x
2 n
2 n
=1 n + 1+1 n
+ 2+
+12 n because x
k
k monotone increasing on (0 , 1)
12
n +12 n +
+12 n
= n
12 n =12 .
{
T
n
k =1
x
k
1) by the T test.
3. Uniform Convergence of
F
n
}
and Continuity In this section we will prove that the limit of
3.1
.
Let
{
F
n
F
n
}
converges uniformly to a function F
on I . Then F is continuous on I .
Proof.
F is continuous at thepoint x
0
{
F
n
}
converges uniformly to F

F
( x )
F (
x )

< 3for all x
I and all n > N. Next we x an n>N (say,
n =[ N ] + 1). Since F
n
is continuous at x
x
0

< , we have

F
n
( x )
F
n
( x
0

<

x
x
0

< , we have

F ( x )
F ( x
0

=

F ( x )
F
n
( x )+ F
n
x )
F
n
( x
0
)+ F
n
( x
0
F ( x
0

F
( x )
F
n
x )

+

F
n
( x )
F
n
x
0

+

F
( x
0
F (
x
0

< 3+
3+ 3= . Thus F is continuous at
x
0
. Since x
0
3.2
x )= x
2 n
1+ x
2 n
,x [0 , 1] .
If 0
x< 1, we havelim
n
F
n
x ) = lim
n
x
2 n
1+ x
2 n
=01 + 0= 0 .
64 3. SEQUENCES AND SERIES OF FUNCTIONS
If
x = 1, then F
n
( x ) is F ( x )=
00
x< 1
12
x = 1Because each
F
n
( x ) is continuous but F (
{
F
n
( x )
}
does not converge uniformly on [0
and F ( x ) = lim
n
F
n
{
F
n
}
doesnot converge uniformly to F ( x
).
Example
3.3
.
Let F
n
( x
)= nxe
nx
2
( x ) is continuous on I = [0 ,
1] . 2)
{
F
n
x )
}
converges pointwise to a continuous function on
I . 3)
{
F
n
x )
}
does not converge uniformly on I
.
Proof.
Each F
n
( x
( x ) = lim
n
F
n
( x
) on [0 , 1]. When x = 0, F
n
0 = 0, when x
= 0 (xed), F ( x ) = lim
n
F
n
( x ) = lim
n
nxe
nx
2
= lim
n
nxe
nx
2
= lim
n
xe
nx
2
x
2
= lim
n
1 xe
nx
2
=0 . Thus F
= sup
0 x 1

F
( x )
F (
x )

= sup
0 x 1
F
n
( x ).From F
n
x )= ne
nx
2
+ nxe
nx
2 nx )=
ne
nx
2
(1
2 nx
2
)=0 , we have x =
12 n . Since F
n
(0) = 0 and F
n
(1) = ne
n
,sup
0
x 1
F
n
( x ) = max
0
x 1
F
n
( x ) = max
0 ,ne
n
,n
2 n
e
n
12
n 2 e.
Thus T
n
2 e . Since lim
n
T
n
=+
, the sequence
{
F
n
1].
Corollary
3.4
.
Suppose that
k =1
f
k
f
k
I .
Proof.
S
n
}
on I , where we have S
n
=
n
k =1
f
k
. Then
{
S
n
}
converges uniformly to
S on I . If each f
k
is continuous on I
, theneach S
n
S is also continuous on I .
Example
3.5
Is
n =1
xn
e
nx
,x (0 ,
) , a continuous function?
4. UNIFORM CONVERGENC E AND
INTEGRATION 65 Solution.
Let f
n
( x )=
xn
2
e
nx
. We nd an upper bound of f
n
x ). Observe that f
n
( x )=
xn
2
e
nx
xe
nx
n
2
= e
nx
nxe
nx
n
2
= e
nx
1 n
n. We obtain that
f
n
( x ) > 0 for 0
<x<
1 n
and f
n
( x
. It follows that f
n
( x ) is monotone increasing on (0 ,
1 n
, +
). Thussup
0 <x< +
f
n
( x ) = max
0
<x< +
f
n
( x )= f
1 n
=
1 n
n
2
e
n
1
=1 en
3
. Let
M
n
=1 en
3
. Then

f
( x )

M
n
for
(0 ,
). Since
n =1
M
n
converges bythe
n =1
xn
2
e
nx
M test on (0 ,
n =1
xn
2
nx
is continuous on(0 ,
).
and
n =1
f
n
n =1
f
n
3.6
.
n =0
x
n
=1+ x + x
2
=11
x for
and
n =0
x
n
n =0
x
n
= sup
1 <x< 1
x
n
+1
+ x
n +2
sup
0 x<
x
n +1
x
n +2
= sup
0 x< 1
x
n +1
+ x
n +2
sup
0 x< 1
x
n +1
=1 , the sequence
{
T
n
=0
x
n
, 1) by the T test.
Before we go on, we rst recall some facts about Riemann integrals (Reference:Our Text Book [
{
x
0
,x
1
,x
n
}
suchthat a = x
0
<x
1
<x
2
<
<x
n
, 2 ,
n , we denote M
( f ) = sup
x [ x
i
,x
f ( x ) m
i
f ) = inf
x [ x
i
,x
i
P,f ) :=
n
i =1
M
i
( f ) x
i
Here x
i
= x
i
i 1
P is dened to be L ( P,f ) :=
n
i =1
m
i
f ) x
i
ba
f ( x ) ,dx and
ba
f ( x )
ba
( x ) dx = inf
{
U
( P,f )

P is a partition of[
a,b ]
}
,
ba
f ( x ) dx = sup
{
L ( P,f )
}
.
ba
f ( x ) dx
ba
f ( x )
ba
f ( x )
dx =
ba
f (
ba
f ( x )
dx =
ba
f (
x ) dx =
ba
f ( x ) dx . Remark.
In the following, (1) and (2) are from [ 2 , Theorem 6.1.8].1) Any continuous
function on a nite interval [ a,b ] is Riemann integrable.2) Any monotone function on a nite interval [
), exponential functions ( a
x
inversetrigonom etric functions, hyperbolic and inverse hyperbolic functions, and all functions that can be
obtained from these by ve operations of addition, subtraction,mul tiplication, division, and composition.
4.1
.
Let
{
F
}
be a sequence of Riemann integrable functions on a nite interval
{
F
n
}
converges uniformly to a function F on [
] , and lim
n
ba
F
n
( x ) dx =
ba
F ( x )
dx i.e. lim
n
ba
F
n
( x ) dx =
ba
lim
n
F
n
( x )
dx.
Proof.

F
n
( x )
F ( x

< 2( b
a,b ]. Thus F
n
( x )
2( b
) <F ( x ) <F
n
x )+ 2( b
)for all x
. It follows that(7)
ba
F
n
( x )
2( b
dx
ba
F ( x )
dx
ba
( x ) dx
ba
F
n
( x )+ 2( b
a )
dx
( x
ba
F
n
( x )
2( b
dx =
ba
F
n
( x )
2( b
a )
dx =
ba
F
n
( x
) dx
2( b
a )
( b
a )=
ba
F
n
( x ) dx
2 ,
ba
F
n
( x )+
2( b
a )
dx =
ba
F
n
( x )+ 2( b
a )
dx
ba
F
n
x ) dx + 2( b
a )
( b
a )=
ba
F
n
( x )+ 2 .
ba
( x ) dx
ba
( x ) dx
ba
F ( x )
dx
ba
( x ) dx + 2for
ba
F ( x ) dx
ba
F ( x )
dx
.
68 3. SEQUENCES AND SERIES OF FUNCTIONS
Let
0, we have
ba
F ( x )
dx
ba
( x ) dx = 0and so F ( x
ba
F
n
( x ) dx
ba
F ( x ) dx
ba
F
n
( x
) dx + 2 , that is,
ba
F
n
( x
) dx
ba
F ( x ) dx
2 < for n>N and hencelim
ba
F
n
x ) dx =
ba
F ( x ) dx.
Example
4.2
10
sin nxn + x
dx.
Solution.
Let F
n
( x ) =sin
nxn + x
2
( x ) = lim
n
F
n
( x
) = lim
n
sin nxn + x
2
1 n
sin nxn + x
2
1 n and lim
n
1 n =
lim
n
1 n = 0. Since T
= sup
0 x 1

F
( x )
F (
x )

= sup
0 x 1
sin
nxn + x
2
1 n, lim
n
T
n
{
F
}
convergesunifor mly to F ( x
). Thuslim
n
10
sin
nxn + x
2
dx =
10
lim
n
sin
nxn + x
2
dx =
10
0 dx =0 .
Corollary
4.3
.
Suppose that
k =1
f
k
a,b ] , and
ba
( x ) dx =
k =1
ba
f
k
( x ) dx, i.e.
ba
k =1
f
k
( x ) dx =
k =1
ba
f
k
( x
) dx.
4. UNIFORM CONVERGENC E AND INTEGRATION 69 Proof.
{
S
n
on [ a,b ], where S
n
=
n
k =1
f
k
.Then
{
S
n
}
converges uniformly to S
on [ a,b ]. If each f
k
], then each S
n
ba
S ( x )
dx = lim
n
ba
S
n
( x ) dx = lim
n
ban
=1
f
k
( x ) dx = lim
n
k =1
ba
f
k
( x
) dx =
=1
ba
f
k
amazing formula.
Example
4.4
.
n =1
1 n
2
n
=12+12
2
2
+13
2
3
Proof.
Since
x
n 1
12
n 1
for 0
n =0
12
n 1
n =1
x
n 1
x on [0 ,
12
] by the Weierstrass M
12
11
x =
12
n =1
x
n
dx =
n =1
12
x
n 1
dx =
n =1
x
n
1 /
20
n =1
2
n
. Since
12
11
ln(1
x )
12
ln
12
ln
12
n =1
1 n
2
n
=12+12
2
2
+13
2
3
Remark
4.5
.
because theremainder R
n
k = n +1
1 k
2
k
=1( n + 1)2
n +1
+1( n + 2)2
n +2
<
1( n + 1)2
n +1
+1( n + 1)2
n
+2
+1( n + 1)2
n +3
=1( n + 1)2
n +1
1 +12+12
2
=1( n + 1)2
n +1
11
12
=1( n + 1)2
. For instance,ln2
12+12
+13
2
3
+110
2
10
2
10
. The proof requires new theorycalled Lebesgue integration . There are applications in the area of
probability andstatistics.
Theorem
Let
{
F
n
}
be a sequence of Riemann integrable
) is Riemann integrable, and (ii) there exists a positive constant M such that

F
n
( x )
M for all x
[ a,b ]
and n
.Then lim
n
ba
F
n
( x
) dx =
ba
( x ) dx =
ba
lim
n
F
n
Theorem
5.1
.
Let
{
F
n
}
be a sequence of functions on [ a,b ] such that
(i) each F
n
a,b ] , (ii)
{
F
n
}
converges pointwise to a function F on [
{
F
n
}
converges uniformly on [ a,b ] .Then
[ a,b ] , F
( x ) = lim
n
F
n
x ) , i.e. ddx
lim
n
F
n
( x )
= lim
n
ddxF
n
( x
. Remark.
{
F
}
converges uniformlyto g on [ a,b
]. In particular, lim
n
F
n
( x
)= g ( x ) for all x
is continuous on [ a,b ], F
n
xa
F
n
t ) dt = F
n
( x
F
n
( a ) for all
[ a,b ] . Letting
[ a,b ],( 9 )
n
l i m
xa
F
n
( t ) dt = lim
F
n
x )
F
n
( a
= F (
x )
F ( a )
.
5. UNIFORM CONVERGENCE AND DIFFERENTIATI ON 71
{
F
n
}
converges uniformly to
xa
F
n
t ) dt =
xa
lim
n
F
n
( t )
dt
xa
g ( t
F ( a )=
xa
g ( t )
dt for all x
[ a,b ]
xa
g ( t )
dt = g ( x ) .
[ a,b ], ddx
F ( x )
F ( a )
= ddx
xa
g ( t )
dt = g ( x ) , i.e.
F ( x )= g ( x
) , i.e. ddx
lim
n
F
n
( x )
= lim
n
ddxF
n
( x )
5.2
.
By inspecting the proof, Theorem 5.1 still holds when the closed interval
( a,b ] or [ a,b ) .
5.3
.
Let
{
F
n
}
be a sequence of dierentiable functions on
{
F
( x
0
}
converges for some
x
0
[ a,b ] , and
(b)
{
F
n
}
converges
F
n
}
converges uniformly to a function F
( x ) on [ a,b ] with,
F ( x ) = lim
n
( x ) , i.e. ddx
lim
n
F
n
( x )
= lim
n
ddxF
n
( x
5.4
Let
k =1
(a)
k =1
f
k
( x
0
[ a,b ] , and (b)
k =1
f
k
converges
uniformly on [ a,b ] .
72 3. SEQUENCES
Then
=1
f
k
[ a,b ] , S
( x )=
=1
f
k
( x ) , i.e.
ddx
k =1
f
k
x )
k =1
ddxf
k
x ) .
Proof.
( x )=
n
=1
f
k
( x ) on [ a,b ]. By (a),
{
S
n
( x
0
}
converges, and, by (b),
{
S
n
( x )
}
converges uniformly on [ a,b
]. By Theorem 5.3,
{
S
n
( x
}
converges uniformly to a function S (
x ) on [ a,b ] and so
k =1
f
k
( x ) convergesunifor mly to
[ a,b ],
S ( x ) = lim
n
=1
f
k
( x )
= lim
n
=1
f
k
( x )
= lim
n n
k =1
f
k
x )=
k =1
ddxf
k
( x ) .
an
= a ( a
1)( a
2)
( a
12
=12 ,
12
=
12
12
2!=
18 ,
12
=
12
12
12
3!=
12
12
32
a 0
= 1 for any a .
Theorem
x )
a
=1+ ax + a (
1)2! x
2
=1+
n =1
an
x
n
n =0
an
x
n
for

x

<
1 .
Proof.
=1
an
x
n
converges when x =0
, +
]. So it satises condition (a) of Corollary 5.4. Wecheck condition (b) of Corollary 5.4, namely, the
series of functions
n =1
an
nx
n 1
converges uniformly on [
, + ]. Note that
an
nx
n 1
an
n
n 1
for
x [
, +
]. Let M
n
an
n
n 1
. Thenlim
n
M
n +1
M
n
= lim
n
an +1
n + 1)
n
an
n 1
= lim
n

a

a

a

( n + 1)!
( n + 1)

a

a

a
n +1
n !
= lim
n

a


a

n !
n + 1)
( n + 1)!

a

a

a
n +1
n = lim
n

a

n = lim
n
a/n

=
n =1
M
n
n =1
an
nx
n 1
converges uniformly on [
, ], by the Weierstrass M
=1
an
x
n
f ( x )on [
, ] with
f ( x )=
n =1
an
nx
n 1
f ( x )= af ( x
x ) = (1+ x )
a
y = (1 + x )
a
, then y
= a (1 + x )
a 1
and so (1 +
x ) y = (1 + x )
a
= y .)Now f ( x )=
n =1
an
nx
n 1
n =1
a ( a
1)
( a
n + 1)
nn ! x
n 1
n =1
a (
1)
( a
n + 1)( n
1)!
x
n 1
= a
n =1
1 n
x
n 1
and(1 +
x ) f ( x )= f
( x )+ xf ( x
)= a
n =1
1 n
x
n
+ a
=1
= a
n =0
1 n
x
n
+ a
n =1
1 n
x
n
= a
1+
n =1
1 n
= a
1+
n =1
an
x
n
= af ( x
) ,
74 3. SEQUENCES AND SERIES OF FUNCTIONS
where
1 n
1 n
=( a
1)(
2)
( a
n + 1) n
!+( a
1)( a
2)
( a
n + 2)( n
1)!=(
1)( a
2)
( a
n + 2) n !( a
n +1+ n )= a (
1)
( a
n + 1) n !=
an
. Let y = f ( x
aydyy = adx 1+ x =
dyy =
adx 1+ x =
ln

y

=
a ln

1+ x
+ A = ln

1+ x

a
+ A = y

= e
ln  y 
e
A

1+ x

a
y = C
1+ x

a
, where C
e
A
is a constant. By putting x
= 0, C = (1 + 0)
a
= y (0) = 1 +
n =1
an
0
n
=1 .
Thus y =

1+ x

a
or(1 + x )
a
=1+
n =1
an
x
n
for

x

because 1+ x>
0 when

x

< 1. Since
=1+
n =1
an
x
n
1+
x = (1 + x )
12
k =0
12
x
k
= 1 +12
x +
12
12
2! x
2
x
3
= (1
x
3
)
12
k =0
12
=1
12 x
3
12
12
2! x
6
4 . 1=
4 +110
12
=2
1 +140
12
=2
k =0
12
140
.
Example
5.6
.
Evaluate
6 . P O W E R S E R I E S 7 5 Solution.
4 .
1=
4 +110
12
=2
1 +140
12
=2
k =0
12
140
. =2+2
k =1
12
140
. Now
12
=
12
12
12
k +1
k != (
1)
k +112
12
12
k !for
2. Let b
k
=
12
12
12
k !
140
. Then, for k
2, we have b
k
0, b
k +1
b
k
12
12
12
12
( k + 1)!
140
k +112
12
12
k !
140
= k
12
40( k + 1)
1 , that is, b
2
b
3
0, and lim
k
b
k
b
k
12
( k
1) k
140
=12 k
40
k
for k
2 and lim
k
12 k
40
k
= 0. By the alternating
12
k +1
140
k +1
< 0 . 001
, we have k
1, because 2 b
2
. 1
2+2
12
140= 2 .
Definition
6.1
.
n =0
a
n
x
n
= a
0
+ a
1
x +
a
2
x
2
76 3. SEQUENCES
6.2
.
n =0
( n + 1)
x
n
=1+2 x +3 x
2
+4
x
3
+5 x
4
2.
n =0
x
n
!= 1 + x + x
2
2!+ x
3
3!+
Definition
6.3
.
A power series in
x
0
is of the form
n =0
a
n
x
0
)
n
= a
+ a
1
( x
)+ a
2
( x
)
2
Example
6.4
.
n =0
( x
1)
n
=1+( x
1) + ( x
1)
2
. 2.
n =1
n
2
( x + 2)
n
=(
x + 2) + 2
2
( x + 2)
2
+3
2
( x + 2)
3
( x
x
0
)
n
n =0
a
n
x
0
)
n
terms in an (innite) series, you may get dierent values.(For partial sums, you can expand out, if it is
necessary, because there are only nitelymany terms.) Question: Given a power series
n =0
a
n
x
0
)
n
n =0
a
n
x
0
)
n
6.5
.
n =0
a
n
( x
x
0
n
n

a

. If lim
n
n

a
n

=
, we take R =0
, and if lim
n
n

a
n

=0 , we set R
. If lim
n
a
n +1

a
n
a
n +1

a
n
6 P S 7
. O W E R E R I E S 7

a
n +1

a
n

lim
n

a
n

lim
n

a
n

lim
a
n +1

a
n
. If lim
n

a
n +1

a
n

exists, thenlim
a
n +1

a
n
= lim

a
n +1

a

and so lim
n
n

a
n

exists andlim
n
n

a
n

= lim
n

a
n +1

a
n

.
Example
6.6
.
+ x
3
3
3
+ x
4
4
4
+ x
5
3
5
+ x
4
6
Solution.
Since a
14
2 k
n =2 k 13
2 k 1
n =2 k
1 , we have

a
n

=
14
n =2 k 13 n =2 k
1 . Thus lim
n
n

a
n

=13and so the radius of convergence R =1lim
n

a
n

=1
13
=3 .
Example
6.7
n =0
(4 x + 3)
n
3
Solution.
Observe that
n =1
(4 x + 3)
n
n
3
n =1
4
n
x +34
. Thus R =1lim

a
n +1

a

=1lim
n
4
n +1
n
3
( n + 1)
3
4
n
=1lim
n
1+
1 n
=14 .
6.8
.
k =0
a
k
x
0
)
k
R , 0
k =0
a
k
( x
x
0
)
k
(i)

x
x
0

<R , and (ii)

x
x
0

>R .
Proof.

a

1
because, fromlim
a
k
x
0
)
k
= lim

a

1

x
x
0

=

x
x
0

lim
a
k

1

x
x
0

1 R< R
1 R< 1 , the series
k =0
a
k
( x
x
0
k =0
a
k
( x
x
0

x
x
0

>R
a
k
( x
x
0
)
k
=0 . Let

a
( x
x
0
)
k

< 1 for all k>N

a
k
( x
)
k

1

a
k

1
< 1

x
x
0
sup
n k

a
k

1

x
x
0

for all n>N
lim
a
k

1

x
x
0
1 R

x
x
0

< 1 R,
k =0
a
k
( x
)
k

x
x
0

>R .
k =0
a
k
x
0
)
k
=0
a
k
( x
x
0
)
k
R,x
0
R ) , ( x
0
R,x
0
+ R ] , [ x
R,x
0
+ R ) or [ x
R,x
0
+ R ] .
Example
6.9
.
n =1
( x
2)
n
n
2
(ii)
n =1
( x
2)
n
n (iii)
n =1
n ( x
2)
n
6 . P O W E R S E R I E S 7 9 Solution.
a
n +1

a
n
=1lim
n
n
2
( n + 1)
2
=1lim
n
1(1 +
1 n
)
2
=1
R =2
1=1 , 3. When x
= 1, the seriesis
n =1
1)
n
n
2
, which is convergent by
n =1
1 n
2

a
n +1

a
n

=1lim
n
n ( n + 1)=1lim
1(1 +
1 n
)= 1 .
n =1
1)
n
= 3, the series is
n =1

a
n +1

a

=1lim
n
n +1 n
=1lim
n
1 +1 n
=1 .
n =1
n (
1)
n
n =1
Let
n =0
a
n
( x
x
0
)
n
0 . (1).
If
n =0
a
n
R
n
n =0
a
n
x
0
)
n
converges uniformly on
[ x
0
,x
0
+ R ]
. (2). If
=0
a
n
R )
n
=0
a
n
( x
x
0
)
n
converges uniformly on [ x
0
R,x
0
] .
Proof.
R> 0. Let t = x
R . Then
n =0
a
n
( x
x
0
n =0
R
n
t
n
converges uniformly on 0
1, that is,
x
0
x
0
+ R . Write a
n
for a
n
R
n
n =0
a
n
n =0
a
n
R
n
converges. Let A
n
=
n
k =0
a
k
k =0
a
k
k = n +1
. Then A
n
A
n 1
k = n +1
k = n
a
k
= a
n
n<m ,0
1,
= n +1
a
k
t
k
A
m
t
m
A
n
t
n +1
+
m
k = n +1
( t
k
t
k +1

A
m

t
m

A
n

t
n +1
+
m 1
k = n +1
A
k

t
k
(1
t ) . Since
n =0
a
n
k = n +1
A
n
A
n

A
n

< 2for
1,
= n +1
a
k
t
k

A
m

t
m

A
n

t
n +1
+
m 1
k = n +1
A
k

t
k
(1
t ) < 2 t
m
2 t
n +1
+
m 1
k = n +1
t
k
(1
t )= 2
t
m
+ t
n +1
+ (1
t )( t
n +1
+ t
n +2
+ t
m 1
= 2
t
m
+ t
n
+1
+( t
n +1
+ t
n +2
+ t
m 1
( t
n +2
+ t
n
+3
+ t
m
= 2
2 t
n +1
n =0
a
n
t
n
n =0
a
n
x
0
)
n
convergesunifor mly on 0
1, or on x
0
x
0
+ R
.
Theorem
Let
n =0
a
n
x
0
)
n
n =0
a
n
x
0
)
n
I . Remark. (1). I =[
x
0
R,x
0
+ R ], [
x
0
R,x
0
+ R ), (
x
0
R,x
0
+ R ], or (
x
0
R,x
0
+ R ).If
I =[ x
0
R,x
0
is not closed, the theorem says that the power series converges on any closed subinterval of
I . For instance, if x
0
= 0, R = 1, and
I =[
seriesconverges uniformly on [
1 , 0 .
1 , 1) or [0 , 1).(2). In any of the four cases,
R,x
0
+ R ).
Proof.
x
0
d , (ii). x
0
<c
, or (iii). c
d<x
0
. Case (i).
x
0
d . Since
n =0
a
n
x
0
)
n
and
n =0
a
n
x
0
)
n
(because c,d
I ),where d
x
0
0 and c
x
0
0, the power series
n =0
a
n
( x
)
n
converges uniformlyon c
x
0
] and x
0
] =[ c,x
0
[ x
0
,d ]. Case (ii). x
0
<c
d . Since
n =0
a
n
( d
x
0
n =0
a
n
( x
x
0
converges uniformly on [ x
0
[ x
,d ]. Case (iii). c
d<x
0
. Since
n =0
a
n
( c
x
0
)
n
n =0
a
n
( x
x
0
] and so on [ c,d ]
[ c,x
0
].
Corollary
6.12
Let
n =0
( x
x
0
)
n
I . Then
dc
n =0
a
n
x
0
)
n
dx =
n =0
a
n
x
0
)
n +1
( c
x
0
n +1
n +1 .
Proof.
Since
n =0
a
n
x
0
)
n
converges uniformly on [
c,d ],
dc
n =0
a
n
x
0
)
n
dx =
n =0
dc
a
n
( x
x
0
)
n
dx =
n =0
a
n
x
0
)
n +1
( c
x
0
n +1
n +1 .
82 3. SEQUENCES AND SERIES
OF FUNCTIONS Corollary
6.13 (Abel)
.
Let
n =0
a
n
x
0
)
n
n =0
a
n
+ R )
n =0
a
n
x
0
)
n
n =0
a
n
R
n
. (b). If
=0
a
n
R )
n
R )
+
n =0
a
n
x
0
)
n
n =0
a
n
R )
n
.
Proof.
=0
a
n
( x
x
0
)
n
convergesunifor mly on [ x
0
,x
0
n =0
a
n
x
0
)
n
continuous on[ x
,x
0
+ R ]. Hence
n =0
a
n
R
n
= f ( x
0
+ R ) = lim
x ( x
0
+ R )
f (
x ) = lim
x ( x
0
+ R )
n =0
a
n
x
0
)
n
6.14
.
n =0
x
n
=11
x for

< 1, we have11 + t =
n =0
1)
n
t
n
by letting x =
t . For any x
1 , 1), we haveln(1 + x )=
x 0
11 + tdt =
n =0
1)
n
x 0
t
n
dt =
n =0
1)
n
x
n +1
+1 . Since
=0
1)
n
x
n +1
n =0
1)
n
1 n + 1= lim
x 1
n =0
1)
n
x
n +1
n + 1= lim
x 1
12+13
14+
.
7. DIFFERENTIA
6.15
.
n =0
x
n
=11
x for

x
< 1, we have11 + t
2
n =0
1)
n
t
2 n
by letting x =
t
2
. For any x
1 , 1), we havearctan x =
x 0
11 + t
2
dt =
n =0
1)
n
x 0
t
2 n
dt =
n =0
1)
n
x
2 n +1
2 n +1
. Since
n =0
1)
n
x
2 n +1
2 n + 1converges when x =
1, it converges uniformly on [
1 , 1] andsoarctan x
n =0
1)
n
x
2 n +1
n + 1for all

x

1
. In particular, 4= arctan1 =
n =0
1)
n
12 n
+ 1= 1
13+15
17+
.
Example
6.16
.
Fromarctan x =
n =0
1)
n
x
2 n +1
2 n + 1for all

x

1 , we havearctan
x
2
n =0
1)
n
x
2(2 n +1)
2 n + 1=
=0
1)
n
x
4 n +2
2 n + 1for

x
1 and so
10
arctan x
2
dx =
n =0
1)
n
10
x
4 n +2
2 n +1 dx
n =0
1)
n
1(2 n + 1)(4 n
7.1
.
Let
{
a
n
}
and
{
b
n
}
be sequences such that a
0 , lim
n
b
n
=0 . Then lim a
n
b
n
= lim
a
n
lim
n
b
n
.
Proof.
Let B = lim
n
b
n

b

< for
<b
n
<B
0, a
n
( B
) <a
n
b
n
<a
n
)lim a
n
= lim a
n
( B
lim a
n
b
n
lim a
( B + )=( B +
)lim a
n
.
84 3. SEQUENCES AND SERIES
OF FUNCTIONS
lim a
n
lim a
b
n
lim
a
n
. Thuslim a
n
b
n
lim a
n
= lim a
n
lim
n
b
n
Theorem
7.2
.
Suppose that
=0
a
n
( x
x
0
)
n
( x )=
=0
a
n
( x
x
0
)
n

x

< R. Then (a). The power series
n =1
na
n
x
0
)
n 1
x )=
n =1
na
n
( x
x
0
n 1
for

x
x
0

<R .
Proof.

na
n

1
= lim
n

a
n

1
n
1
= lim
n
a
n

1
lim
n
n lim
n
a
n

1
1 = lim
n

a
n

1
=1
=0
na
n
( x
x
0
)
n
n =1
na
n
( x
x
0
=( x
x
0
n =1
na
( x
x
0
)
n
n =1
na
n
x
0
)
n 1
n =1
na
n
x
0
)
n 1
convergesunifor mly on

x
x
0

by the Uniform Convergence Theorem because the closedinterval [
x
0
,x
0
+ ]
( x
0
R,x
0
f ( x )=
n =1
na
n
x
0
)
n 1
n =0
a
n
x
0
)
n
is[ x
R,x
0
+ R ].
Example
7.3
.
n =0
1)
n
x
2 n +1
2 n + 1for all

x

1 .
7. DIFFERENTIA
But11 + x
2
= (arctan x )
n =0
1)
n
x
2 n

x

< 1 because when x
1, the right hand side diverges (and theleft hand side =12).
Corollary
7.4
.
Suppose that
=0
a
k
( x
x
0
)
k

x
x
0
<R (i.e. f ( x )=
k =0
a
k
x
0
)
k
on

x
x
0

x
x
0
( x )=
= n
k ( k
1)( k
2)
( k
n + 1) a
k
( x
x
0
)
k n
. In particular, (11)
a
k
= f
( k )
( x
( x )=
=0
f
( k )
( x
0
k !( x
x
0
)
k
.)
Proof.
follows by setting x = x
0
f
( n )
( x )= n !
a
n
+( n + 1) n
2 a
n +1
( x
)+( n + 2)( n + 1)
3 a
n +2
( x
)
2
.
Example
7.5
.
n =0
x
n
=1+ x + x
2
+ x
3

x

< 1
, we have1(1
x )
2
11
n =1
nx
n 1
=1+2 x +3 x
2
+4 x
3
for

x
< 1, and so x (1
x )
n =1
nx
= x +2 x
2
+3 x
3
+4 x
4

x
n =1
n 2
n
=
12
12
=2
86 3. SEQUENCES AND SERIES
OF FUNCTIONS Example
7.6
.
n =0
x
n
!= 1 + x + x
2
2!+ x
3
3!+

a
n +1

a

=1lim
n
n !( n
+ 1)!=1lim
n
1 n + 1=10=
( ,
), y =0+1+ x
+ x
2
2!+ x
3
3!+
= y =
dydx = y
dyy = dx =
dyy =
dx = ln

y

= x +
A = y
 
=
e
x + A
= y =
Ce
x
,C =
e
A
constant
. Let x = 0. C = Ce
0
= y (0) = 1 + 0 + 0 +
=1 .
n =0
x
n
!= 1 + x + x
2
2!+ x
3
3!+
.
Definition
7.7
.
A realvalued function
( x
) , n
( I
)=
n =0
a
n
( x
x
0
)
n
R,x
0
+ R ) if R> 0.
Corollary
Suppose that
n =0
( x
x
0
)
n
and
n =0
b
n
( x
x
0
)
n

x
x
0

<R with R> 0
. Then
n =0
a
n
( x
x
0
)
n
n =0
b
n
x
0
)
n
for

x
x
0
= b
k
for all
k =0 , 1 , 2 , 3
Proof.
Suppose that a
k
= b
for all k =0 , 1 , 2
, 3
. Then
n =0
a
n
x
0
)
n
n =0
b
n
x
0
)
n
n =0
a
n
x
0
)
n
n =0
b
n
x
0
)
n
= f
( x ) for

x
x
0

<R .Then a
n
f
( n )
( x
0
) n
!and b
n
= f
( n )
x
0
) n !. Thus a
n
b
n
for all n =0 , 1 ,
2 , 3 ,
8 T S 8
. A Y L O R E R I E S 7
The study of sequences and series of functions has itsorigins in the study of power series representation
of functions. The power seriesof ln(1 + x ) was known to Nicolaus Mercator (16201687) by
1668, and the powerseries of many other functions such as arctan x , arcsin x
, and etc, were discoveredarou nd 1670 by James Gregory (16251683). All these series were obtained withoutany
reference to calculus. The rst discoveries of Issac Newton (16421727), datingback to the early months of
1665, resulted from his ability to express functions interms of power series. His treatise on calculus,
published in 1737, was appropriatelyent itled A treatise of the methods of uxions and innite series
. Among his manyaccomplis hments, Newton derived the power series expansion of (1 +
x )
m/n
crucial in many of his computations. Newton also displayed the power of his calculus by deriving
1731) were amongthe rst mathematicians to use Newtons calculus in determining the coecients inthe power
n =0
a
n
( x
x
0
had to be given by f
(
n )
( x
0
) n !.
8.1
.
Let f
x
0
I and n
1 . Suppose that f
( n )
( x )
I . The polynomial T
( f,x
0
)( x )=
n
k =0
f
( k )
( x
0
) k !( x
x
0
)
k
( f,x
0
)( x )=
n =0
f
( n )
( x
0
) n !( x
x
0
)
n
f and x
0
( f,x
)( x )= f ( x
0
) ,T
1
( f,x
0
)( x
)= f ( x
0
)+ f
( x
0
)( x
x
0
) ,T
2
( f,x
0
)( x
)= f ( x
0
)+ f
( x
0
)( x
x
0
)+ f ( x
0
)2!( x
x
0
)
2
,T
3
f,x
0
)( x )= f ( x
)+ f ( x
0
)( x
x
0
)+ f ( x
)2!( x
x
0
)
2
+ f ( x
0
)3!( x
x
0
)
3
T
1
( f,x
0
of f at x
0
passing through ( x
0
,f ( x
0
)) with slope f ( x
0
).
88 3. SEQUENCES
of
( k ) n
( f,x
0
)( x
0
)= f
( k )
( x
0
)for 0
n . Since f
(
n )
( x
0
) might be zero, T
n
8.2
.
Solution.
Let
f ( x )= e
x
. Then f
( n )
( x )= e
x
. Thus
f
( n )
is1 + x + x
2
2!+
.
Example
8.3
.
( x ) = sin x at x
0
.
Solution.
f ( x ) = sin xf
( x ) = cos xf ( x
)=
sin xf ( x
)=
cos x
( )=0 f ( )=
1 f ( )=0
f ( )=1 ,
T
3
( f, )( x )=0
( x
) + 0 +13!(
)
3
.T (
f, )( x )=
( x
)+13!( x
)
3
15!( x
)
5
k =0
1)
k +1
1(2 k + 1)!( x
)
2 k +1
.
Example
8.4
at x
0
=3 .
Proof.
1 x
=13
(3
x )=13
11
3 x 3
=13
n =0
x 3
=13
n =0
1)
n
3
n
( x
3)
n =0
1)
n
3
n +1
( x
3)
n
at x
0
= 3 is
n =0
1)
n
3
n +1
( x
3)
n
8 T S 8
. A Y L O R E R I E S 9
T ( f,x
0
)( x )=
k =0
f
( k )
( x
0
) k !( x
x
0
)
k
hold for
x
0

<R ?(Here
R is the radius of the convergence of the Taylor series.)It turns out that in general, the answer is NO.
(See Example 8.5 for an example of afunction such that equation 12 does not hold.)However, as we have
seen, the above equality does hold for some elementaryfunct ions such as e
x
)
a
x
2
x =0 , 0
= 0.
Proof.
=1 x
2
f (0) = lim
x 0
f ( x )
f (0)
0= lim
x 0
x
2
0 x = lim
x 0
1 xe
1
x
2
= lim
x 0
x
2
e
1
x
2
x = lim
ye
y
lim
x 0
x =0
For x
= 0, f (
x )= ddx
x
2
=2 x
3
x
2
. Thus, f (
x )=
x
3
x
2
=0 , 0 x =0 .
y =1 x
2
, f (0) = lim
x
f ( x )
f (0) x
0= lim
x
2 x
3
x
2
0 x = 2 lim
x 0
x
4
e
1
x
2
= 2 lim
y
y
2
e
y
= 0, f ( x )= ddx
2 x
3
x
2
)=(
6 x
4
+4 x
6
) e
x
2
(0) = f (0) = f
(3)
(0) = f
(4)
(0) =
=0 .
90 3. SEQUENCES AND SERIES
OF FUNCTIONS
Thus we have
k =0
f
( k )
(0) k ! x
k
k =0
k ! x
k
=0+0 x +0 x
=0 . Clearly, at any x
= 0, f ( x )= e
x
2
= 0. Therefore, f ( x
) =
k =0
f
( k )
(0) k !
x
k
between f ( x ) and T
n
f,x
0
) is dened by R
n
( f,x
0
)(
x )= f ( x )
T
n
( f,x
0
)( x )
. Clearly f ( x ) = lim
n
T
n
( f,x
0
)( x ) = lim
n
k =0
f
(
k )
( x
0
) k !( x
x
0
)
k
k =0
f
( k )
( x
0
) k !( x
x
0
)
k
R
n
( f,x
0
)( x )=0
8.6
.
x
0
I . Then, for x
I , f ( x )=
n =0
f
( n )
( x
0
) n !( x
x
0
)
n
R
n
( f,x
0
)( x )=0
. The remainder R
n
( f,x
0
f,x
0
,attributed by Joseph Lagrange (17361813). But this result sometimes also referredto as
Taylors theorem.
Theorem
Let f
I and n
. If f
( n +1)
I , then for any x
(13) R
n
( f,x
0
)( x
)= f
( n +1)
( )( n
+ 1)!( x
x
0
)
n +1
. Thus f ( x )= f (
x
0
)+ f ( x
0
)(
x
0
)+ f (
x
0
)2!( x
x
0
+ f
( n )
( x
0
) n !( x
x
0
)
n
+ f
(
n +1)
( )( n + 1)!( x
x
0
)
n +1
, for some
between x and x
0
.
Proof.
Recall that R
n
( f,x
0
)= f
( x )
k =0
f
( k )
( x
0
) k !( x
x
0
)
k
.
8 . T A Y L O R
S E R I E S 9 1
Fixed x
I , let
M be dened by R
n
( f,x
0
)=
M ( x
x
0
)
n
+1
, that is, f ( x )=
n
k =0
f
( k )
( x
0
) k !( x
x
0
)
k
+ M (
x
0
)
n +1
= f
n +1
( )( n
and x
t )
k =0
f
( k )
( x
0
k !( t
x
0
)
k
M ( t
x
0
)
n +1
= f ( t )
f ( x
)+ f ( x
0
)( t
x
0
)+
+ f
( n )
( x
0
) n !(
x
0
)
n
M ( t
x
0
)
n +1
)=
g ( x
0
)= g (
x
0
)=
= g
( n
( x
0
)=0 . and(14) g
(
n +1)
( t )= f
( n +1)
( t )
( n + 1)!
. By the choice of
M , g ( x ) = 0. By applyingthe
,x ], there exists
c
1
, x
0
<c
1
<x , suchthat0 =
g ( x )
g (
x
0
)= g ( c
1
)(
x
0
)= g
( c
1
)=0 . Since g
( x
0
)= g ( c
1
,c
1
], there exists c
2
, x
0
<c
2
<c
1
, such that0 = g ( c
g ( x
0
)= g ( c
2
)( c
1
x
0
)= g
( c
2
c
1
,c
2
,c
n
, x
0
<c
n
<c
n 1
<
<c
2
<c
1
g ( c
1
) = 0, g (
c
2
) = 0, g ( c
3
) = 0,
, g
( n )
( c
on [ x
0
,c
n
], there exists ,
x
0
< < c
n
,such that0 = g
( n )
( c
n
g
( n
( x
0
)= g
( n +1)
( )( c
n
x
0
)= g
( n +1)
)= f
( n +1)
( )
( n + 1)! M, that is, M
= f
( n +1)
( )( n
and x (because
x
0
<<c
n
<x ).
Example
8.8
n =0
1)
n
x
2 n +1
(2 n + 1)!=
x
3
3!+ x
5
5!
x
7
7!+

x

<
.
92 3. SEQUENCES AND SERIES OF FUNCTIONS Proof.
f ( x ) = sin xf ( x
) = cos xf ( x )=
sin xf ( x )=
cos x
f (0) = 0 f
1 ,
Next let a
n
1)
n
x
2 n +1
(2 n + 1)!
a
n +1
a
n
= lim
n
1)
n +1
x
2 n +3
(2
n + 3)!
1)
n
x
2
n
+1
(2 n +1)!
= lim
x
2
(2 n + 3)(2 n + 2)= 0
.In the last step we show that the remainder tends to 0. Since f ( x
x ) is either
sin x or
cos x . Thus

f
(
n +1)
( x )

1 for all x

R
n
( f, 0)( x )

=
( n +1)
( )( n + 1) x
n +1

x

n +1
( n

x

n +1

R
n
( f, 0)( x

= 0, by the Squeeze Theorem, orlim
n
x =
n =0
1)
n
x
2 n +1
(2 n + 1)!= x
x
3
3!+ x
5
5!
x
7
7!+

x

<
) .
n =0
x
n
!= 1 + x + x
2
2!+ x
3
3!+

x
<
)sin x =
n =0
1)
n
x
2 n +1
(2 n + 1)!=
x
3
3!+ x
5
5!
x
7
7!+

x

<
. cos x =
n =0
1)
n
x
2 n
(2 n )!= 1
x
2
2!+
x
4
4!
x
6
6!+

x

<
) . ln(1 + x )=
n =1
1)
n +1
x
n
n = x
x
2
2+ x
3
1 <x
1) . 11
x =
n =0
x
n
=1+
x + x
2
+ x
3

x

<
1) . 11 + x =
n =0
1)
n
x
n
=1
x +
x
2
x
3

x

< 1)
8 T S 9
. A Y L O R E R I E S 3
arctan x =
=0
1)
n
x
2 n +1
2 n + 1= x
x
3
3+ x
5
1)(1 + x
)
a
n =0
an
x
n
=1+
a 1
x +
a 2
x
2
a 3
x
3

x

< 1)
, where
ak
= a
1)
( a
2)
( a
1, and
a 0
we can obtain Maclaurin series of various morecomplicate d functions by using operations such as substitution,
addition, subtraction,mult iplication, division, integrals, derivatives and etc. For the
x
2
sin
x . By using long division,we can obtain the Maclaurin series of tan x =sin
x 0
sin t
2

x

< 1 .
For

x

< 1,arcsin
x =
x 0
t
2
dt =
x 0
1+(
t
2
12
dt =
x 0
k =0
12
t
2
)
k
dt =
k =0
x 0
12
1)
k
t
2 k
dt =
k =0
1)
k
12
x
2 k +1
2 k + 1= x +
k =1
1)
k
12
x
2 k +1
2 k + 1Note that
12
12
12
12
k +1
k !=
12
32
2 k
12
k != (
1)
k
(2 k
1) k
2
k
for k
1. Thus(15)arcsin x = x +
k =1
1)
k
1)
k
(2 k
1)2
k
k !
(2
k + 1) x
2 k +1
= x +
k =1
(2 k
1)2
k
k !
(2 k
+ 1) x
2 k +1
for

x

< 1. Step 2. Find a series expansion of
6 using 6= arcsin12 .
k =1
(2 k
1)
k !
(2 k + 1)
2
3 k +1

S
S
n
k = n +1
(2 k
1)2
k
k !
(2 k + 1)
2
2
k +1
<
k =
n +1
1(2 k + 1)2
2 k +1
<
k = n +1
1(2 n
+ 3)2
2 k +1
=1(2 n + 3)2
2 n +3
1 +14+14
2
=1(2 n + 3)2
2 n
+3
14
=13(2 n + 3)2
2 n
+1
12+
10
k =1
(1
(2 k
1)
k !
(2 k + 1)
2
3 k +1
13
23
2
21
=123
2
20
12+
20
k =1
(2 k
1)!! k !
(2
k + 1)
2
3 k +1
13
43
2
41
=143
2
40
13
. Remark.
There are several other methods for computing . For instance, we canalso use
4= arctan1 = 1
13+15
17+
, but one needs a huge number of terms to get enough accuracy. (So this method isno good for
arctan1239= 4 , see our text book [
correct to 100 decimal places. In 1995 Jonathan and Peter Borwein of SimonFraster University and Yasumasa
8 . T A Y L O R
S E R I E S 9 5
ago!), on which it wouldbe nice to have more details but Tsu Chung Chis book, written with his son, is lost.(His
.)Tsus astronomical achievements include the making of a new calendar in 463 whichnever came into use.
Taylor series, can try tonish the applied project, Radiation from the Stars , in our text book [
1 , pp.808809].
Bibliography
[1] James Stewart,
Calculus
Text Book
, 3rd Edition, John Wiley & Sons, Inc. press, 1961.[4] Wilfred Kaplan,
Advanced Calculus