Part II

Limits
10
10.1

Sequences
Introduction

A sequence is simply an innitely long list of numbers, which we usually label as a1 , a2 , a3 , a4 , . . .. More precisely, it is a function whose domain is N (the set of natural numbers 1, 2, 3, etc.), or possibly N plus the number 0. To denote the entire sequence, we write {an } n=1 , or just {an }. A sequence may have a formula (for example, is the sequence n=0 2 3 4 5 1, , , , , . . . ), or it might not (for example, the sequence {an }, where an is the 3 9 27 81 population of the world on January 1st of year n). Most of calculus deals with continuous functions of real variables, but we do encounter sequences quite frequently, and they arise quite naturally in applications. Examples: 1. Consider a taut string of length L: (1)n (n + 1) 3n

If the string is plucked, it will vibrate, as a sine wave. Since the ends are xed, though, these waves can only take on certain forms:

etc. x At each moment, the waves have the form of some combination of curves C1 sin L , x x C2 sin 2L , C3 sin 3L , etc. That is, the shapes the string can take on are determined n x by the sequence of functions sin . L

Note: This is the same principle that governs quantum mechanics. At the subatomic level, energy can only be held in specic, discrete (sequential) amounts. It is quantized! 2. We may even encounter erratic-looking sequences without formulas, and the problems were studying dont have to be complicated for this to happen. For example, consider the digits in the number (which is just the ratio of circumference to diameter in any circle). 3. Suppose we wish to incorporate n wires, each of diameter d, into a single cable, like this:
n=2 n=1

n=3

n=4

What will the diameter of the cable be? It turns out that the sequence begins like this: n=1: n=2: n=3: n=4: n=5: n=6: n=7: D1 = d D2 = 2d D3 = 1 +

2 3

D4 = 1 + 2 d 5 1 D5 = 1 + d
5 2 5

D6 = 3d D7 = 3d

You probably cannot see a pattern here. In fact there is one... almost. D3 through D6 2 are given by the formula 2 + sec 1 , but then D7 is equal to D6 , which 2 n breaks the pattern! If you try sketching the congurations, youll see why this happens. Of course, well often want to identify a formula, if its possible. Youve probably seen problems like this on IQ tests! Examples: 1. {2, 7, 12, 17, . . .} =? 1 2 3 4 2. , , , , . . . =? 4 9 16 25

(Answers at end of section)

10.2

Limits

The most interesting question about a list of numbers is whether it approaches a limit. Con n 1 2 3 4 sider the sequence {an } = , which is , , , , . . . . We can see that the terms n + 1 n=1 2 3 4 5 3

 n get closer and closer to 1 as n increases, and so we say that converges to 1 (and we n+1 say that 1 is the limit of the sequence ). We have two common notations for this; we may write

lim an = 1

or an 1 as n . Notice that the terms in our sequence never actually reach 1. This is probably the most dangerous misconception about limits; when we say that lim an = L, all we are saying is that the dierence between an and L continues to decrease as n increases. Since n can never be equal to , theres no guarantee that an will ever be equal to L. Although the concept of convergence is a fairly simple one, stating a precise mathematical denition is surprisingly dicult. Saying that an L as n means that the numbers an get closer and closer to L as n approaches innity is not really sucient. What does close mean? What does it mean for n to approach innity? The real denition of convergence is this: Denition: A sequence {an } converges to the limit L if for any positive number , there exists an integer N such that
n

n>N

|an L| < .

This probably requires some explanation! The idea is that if the limit exists, then we should be able to make an as close as we wish to L by making n large enough, and conversely, if we can do that (for any distance , no matter how small), then the limit must exist. Throughout Math 117 and Math 119 well spend very little time on proofs. However, since what we are dealing with here is the denition of the most fundamental concept in calculus, we want you to understand it, and so we are going to give you some practice in proving the existence of limits. 1 Example: Use the denition to prove that 0 as n . n

Solution: We need to show that for any , we can nd an N such that 1 n > N = n 0 < .

Well, if we simplify the expression on the right, we see that what we need to end up with is 1 1 < . We can work backwards from this (solving for n) to see that what we need is n > 2 . n It might help to think of this as a little game. I give you a value for ; lets say = 0.1. 1 Your challenge is to tell me how large n has to be to make < 0.01. So, you tell me that n n just needs to be larger than 100 (this is the N in the denition). I might then say, what if = 0.01?, and you would tell me that in that case n needs to be larger than 10000. If you can always win this game, no matter what value of I pick, then that proves the limit! A well-written, concise proof of the limit would look like this: Let be any positive number. If n > Example: Prove that Solution: 1 1 1 , then < . Therefore 0 as n . 2 n n

n 1 as n . n+1

Plugging an and L into our denition, we must show that for any > 0, we n n > N = 1 < . n+1

can nd an N such that

As we did in the rst example, well try to start with the right hand side and work backwards. n n + 1 1 < will be true if

n (n + 1) n+1 < 1 < = n + 1 = 1 < n+1 1 = = n+1> n>

1 1.

This is our N . A proper proof looks like this: 1 n Let be any positive number. If n > 1, then n+1 1 < . (Normally wed want to include the details of this if - then statement in the proof, but since we already have them on the page, directly above, well omit them from the proof itself.) Youll see some more examples in the assignments.

10.3

Calculation of Limits

Youll probably agree that our denition of convergence is not all that easy to use. For one thing, we have to be able to guess at the limit before we can use the denition to prove that it is correct! So, how do we go about nding limits, in practice? We use theorems instead. Below are the tools we need. All of these results can be proved using the denition.
1

n n

lim C = C , for any constant C . lim 1 = 0, for any p > 0. np

The limit of a sum is equal to the sum of the limits, provided that both limits exist. That is, if an a and bn b as n , then an bn a b as n . 8 2n Example: Consider . 5n n=1 8 2n 8 2 8 2 2 Since = , and since 0 and as n , we know that 5n 5n 5 5n 5 5 8 2n 2 as n . 5n 5

The limit of a product is equal to the product of the limits, provided that both limits exist. That is, if an a and bn b as n , then an bn ab as n . Similarly, the limit of a quotient is equal to the quotient of the limits, provided that the limits exist and the limit in the denominator is not zero.

Example: Consider

Our theorems above only apply when all of the limits involved exist, so we have to be a little bit careful in how we deal with this. The usual practice for polynomial structures is to divide numerator and denominator by the highest power of n:
3 +1 3+n = n 1. 2n + 1 2+ n

3+n 2n + 1

n=1

3 1 + 1 1 and 2 + 2 as n , n n 3+n 1 so we can conclude that as n . 2n + 1 2 Now,

4

If |r| < 1, then rn 0 as n . Note also that if r = 1, then rn 1, while for other values of r the limit doesnt exist.

If f is continuous1 at a, and an a as n , then f (an ) f (a) as n . Example: Since Consider

1 n

as n , and since sin x is a continuous function (every2 n where), it follows that sin sin = 1 as n . 2n + 1 2 Comment: This theorem looks a bit peculiar in the lim notation. It reads if f is continuous and lim an exists.
n

n = 2n + 1 2+

sin

n 2n + 1

n=1

lim f (an ) = f

lim an

This makes it look like we take the limit inside a continuous function, but all the theorem really says is that if you apply a continuous function to every term in a sequence, then you can apply the same function to the limit of the sequence (to nd the limit of the new sequence youve obtained).
6
1

The Squeeze Theorem: If an L and cn L as n , and if an bn cn ,

Were cheating here - we havent dened continuity yet! Unfortunately, because the real denitions of limits and continuity are so dicult to work with, the discussion gets very long and complicated if we do everything in a completely logical order. Every textbook cheats somewhere in its discussion of limits and continuity!

then bn L as n as well. The reason why this is true is easiest to demonstrate using continuous functions (the Squeeze Theorem applies to them too). See below; if all we know about the function h (x) is that its values always lie in between the values of f (x) and g (x), but we know that f and g share the same limit, then h must have that limit as well.

f(x)
2.5

h(x)

0.5

1.5

2.5

3.5

4.5

5.5

6.5

7.5

g(x)
-2.5

-5

Figure 1: sin n n

Example: Consider
n

n=1

Note that lim sin n does not exist, and theres no useful way to rewrite this sequence. However, we can observe that 1 sin n 1, which means that Finally, since as well. 1 sin n 1 . n n n

1 1 sin n 0 and 0 as n , we can conclude that 0 as n n n n

10.4

More Examples

Many limits will be obvious, and we may state them by inspection. The only real diculties arise when inspection leads to an indeterminate form. For example, if we look at the expres5 2 0 2 + n sion n 3 1 , and try simply plugging in n = , we get the result 0 , which is meaningless. + n n2 8

 , or , which are also indeterminate2 . In these cases we can attempt to rewrite the sequences in forms which are not indeterminate. Similarly, we might end up with Examples: 1. Find lim 3n 2 n + 2 . n 2n2 + 4

Solution: Divide by the highest power:

1 2 3 n +n 3n 2 n + 2 3 2 = 4 2 2n + 4 2 2 + n2

as n .

2. Evaluate lim

6n + 3 n . n 6n1 4

Solution: We try a variation on the same theme; divide through by the exponential with the largest base: 6n + 3 n = 6n 1 4 = 3. Evaluate limn
3n2 +2 n+4 . 6n 6n 3n 6n 64 n

6n 1 6n

1+
1 6

1 n
6

2 1 n

as n .

Solution: Again, we can adapt the idea of dividing by the highest power. The numerator isnt a polynomial, but we might say that the highest eective power there is n (we have n2 inside a square root). Since this matches the highest power in the denominator, we can write 3n2 + 2 = n+4 =
2

1 n 1 n

3n 2 + 2 (n + 4)

1 n2

3n2 + 2
4 n

1+

There are also a handful of exponential forms which are indeterminate. A particularly famous example is n 1 the sequence 1 + . Trying to evaluate this at innity gives us the form 1 , which you might think n should be 1. However, the 1 in this expression is never exactly equal to 1; its standing for the limit of a sequence of numbers which are all larger than one (even though they are shrinking)! This limit is, in fact, the denition of the number e, as well discuss in more detail later on.

= 4. Evaluate n2 + 2n n.

3+ 1+

2 n2 4 n

as n .

Solution: This has the form . We can use our standard trick again, but to do so we must rst convert our sequence into a ratio: n2 + 2n n = n 2 + 2n n = n2 2n 2 = 2 + 2n + n 1+ n +1 n2 + 2n + n n2 + 2n + n 2 =1 2

as n .

10.5

Sequences Without Limits

A sequence can fail to have a limit in one of three ways: The terms may grow without bound. For example, the terms in the sequence continue to get larger and larger. We have a special notation for this; we write n2

lim an =

or an as n . There is a precise denition of what this notation means, similar to the N denition introduced in this section. You may see it discussed in the assignments. There is a similar detion for the case lim an = , as well.
n

There may be no pattern at all to the terms (for example, consider the sequence of digits in the number : {3, 1, 4, 1, 5, 9, 2, 6, . . .}. We say this sequence diverges, and that it has no limit. Some sequences oscillate between two numbers. For example, the sequence {(1)n } bounces back and forth between 1 and -1. In this case as well, we say that the sequence diverges (we use the word divergent to mean that that the limit does not exist, no matter how this happens). 10

 Sometimes the terms will bounce around between dierent subsequences, which converge 2 n 1 to dierent limits. For example, consider sin + (well let you inves3 10n + 1 tigate this one on your own). Although the subsequences converge, the overall sequence is still said to diverge. Answers to Examples:
1. {an } = {2 + 5n} n=0 , or {5n 3}n=1 , etc. (1)n n (1)n+1 (n + 1) 2. {an } = or , etc. (n + 1)2 n=1 (n + 2)2 n=0

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