INFINITE SERIES

Luiza Badin

FABIZ I, Fall 2014

Luiza Badin

INFINITE SERIES

FABIZ I, Fall 2014

1 / 18

Outline

Infinite series of numbers. Zenos paradox.

Luiza Badin

INFINITE SERIES

FABIZ I, Fall 2014

2 / 18

Outline

Infinite series of numbers. Zenos paradox.

Sequences of partial sums.

Luiza Badin

INFINITE SERIES

FABIZ I, Fall 2014

2 / 18

Outline

Infinite series of numbers. Zenos paradox.

Sequences of partial sums.

The Geometric series.

Luiza Badin

INFINITE SERIES

FABIZ I, Fall 2014

2 / 18

Outline

Infinite series of numbers. Zenos paradox.

Sequences of partial sums.

The Geometric series.

The Harmonic series.

Luiza Badin

INFINITE SERIES

FABIZ I, Fall 2014

2 / 18

Outline

Infinite series of numbers. Zenos paradox.

Sequences of partial sums.

The Geometric series.

The Harmonic series.

Properties of infinite series. Series of positive terms.

Luiza Badin

INFINITE SERIES

FABIZ I, Fall 2014

2 / 18

Outline

Infinite series of numbers. Zenos paradox.

Sequences of partial sums.

The Geometric series.

The Harmonic series.

Properties of infinite series. Series of positive terms.

Examples.

Luiza Badin

INFINITE SERIES

FABIZ I, Fall 2014

2 / 18

Infinite series of numbers. Zenos paradox.

Infinite series of numbers

Definition
Let (un )n1 be an infinite sequence. The formal expression

un

(1.1)

n=1

is called an infinite series.

Luiza Badin

INFINITE SERIES

FABIZ I, Fall 2014

3 / 18

Infinite series of numbers. Zenos paradox.

Infinite series of numbers

Definition
Let (un )n1 be an infinite sequence. The formal expression

un

(1.1)

n=1

is called an infinite series.

An infinite series will be equivalently denoted by:
X
X
X
un ,
un ,
un .
n1

(1.2)

What is the meaning of adding infinitely many things together?

How can one divide the whole into infinitely many parts?

Luiza Badin

INFINITE SERIES

FABIZ I, Fall 2014

3 / 18

Infinite series of numbers. Zenos paradox.

Zenos Paradox:
The Old Tale of Achilles and the Tortoise.

Example
Achilles, a fast runner was asked to race against a tortoise on a track 100 m
long. Being a fair sportsman, Achilles gives the tortoise 10 m advance.
Knowing that Achilles can run 10 m/sec while the tortoise only 5 m/sec, who
will win the race?

Luiza Badin

INFINITE SERIES

FABIZ I, Fall 2014

4 / 18

Infinite series of numbers. Zenos paradox.

Zenos Paradox:
The Old Tale of Achilles and the Tortoise.

Solution.
Both start running, the tortoise being 10 m ahead.

Luiza Badin

INFINITE SERIES

FABIZ I, Fall 2014

5 / 18

Infinite series of numbers. Zenos paradox.

Zenos Paradox:
The Old Tale of Achilles and the Tortoise.

Solution.
Both start running, the tortoise being 10 m ahead.
After 1 sec, Achilles has run 10 m and has reached the spot where the
tortoise started. The tortoise, in turn, has run 5 m.

Luiza Badin

INFINITE SERIES

FABIZ I, Fall 2014

5 / 18

Infinite series of numbers. Zenos paradox.

Zenos Paradox:
The Old Tale of Achilles and the Tortoise.

Solution.
Both start running, the tortoise being 10 m ahead.
After 1 sec, Achilles has run 10 m and has reached the spot where the
tortoise started. The tortoise, in turn, has run 5 m.
Achilles runs again and reaches the spot the tortoise has just been. The
tortoise, in turn, has run 2.5 m.

Luiza Badin

INFINITE SERIES

FABIZ I, Fall 2014

5 / 18

Infinite series of numbers. Zenos paradox.

Zenos Paradox:
The Old Tale of Achilles and the Tortoise.

Solution.
Both start running, the tortoise being 10 m ahead.
After 1 sec, Achilles has run 10 m and has reached the spot where the
tortoise started. The tortoise, in turn, has run 5 m.
Achilles runs again and reaches the spot the tortoise has just been. The
tortoise, in turn, has run 2.5 m.
Achilles runs again to the spot where the tortoise has just been. The
tortoise, in turn, has run another 1.25 m ahead.

Luiza Badin

INFINITE SERIES

FABIZ I, Fall 2014

5 / 18

Infinite series of numbers. Zenos paradox.

Zenos Paradox:
The Old Tale of Achilles and the Tortoise.
Whenever Achilles manages to reach the spot where the tortoise has just
been a split-second ago, the tortoise has again covered a little bit of distance,
being still ahead of Achilles.

Luiza Badin

INFINITE SERIES

FABIZ I, Fall 2014

6 / 18

Infinite series of numbers. Zenos paradox.

Zenos Paradox:
The Old Tale of Achilles and the Tortoise.
Whenever Achilles manages to reach the spot where the tortoise has just
been a split-second ago, the tortoise has again covered a little bit of distance,
being still ahead of Achilles.
Hence, as hard as he tries, Achilles only manages to cut the remaining
distance in half each time, implying, of course, that Achilles can actually never
reach the tortoise. So, the tortoise is the one who wins the race.

Luiza Badin

INFINITE SERIES

FABIZ I, Fall 2014

6 / 18

Infinite series of numbers. Zenos paradox.

Zenos Paradox:
The Old Tale of Achilles and the Tortoise.
Whenever Achilles manages to reach the spot where the tortoise has just
been a split-second ago, the tortoise has again covered a little bit of distance,
being still ahead of Achilles.
Hence, as hard as he tries, Achilles only manages to cut the remaining
distance in half each time, implying, of course, that Achilles can actually never
reach the tortoise. So, the tortoise is the one who wins the race.
Obviously, this is not true, but where is the mistake?

Luiza Badin

INFINITE SERIES

FABIZ I, Fall 2014

6 / 18

Infinite series of numbers. Zenos paradox.

Zenos Paradox:
The Old Tale of Achilles and the Tortoise.
Whenever Achilles manages to reach the spot where the tortoise has just
been a split-second ago, the tortoise has again covered a little bit of distance,
being still ahead of Achilles.
Hence, as hard as he tries, Achilles only manages to cut the remaining
distance in half each time, implying, of course, that Achilles can actually never
reach the tortoise. So, the tortoise is the one who wins the race.
Obviously, this is not true, but where is the mistake?
The answer to Zenos paradox will be given by means of what is called the
geometric series.

Luiza Badin

INFINITE SERIES

FABIZ I, Fall 2014

6 / 18

Infinite series of numbers. Zenos paradox.

Luiza Badin

INFINITE SERIES

FABIZ I, Fall 2014

7 / 18

Sequences of partial sums.

Sequences of partial sums

Definition
Pn
, is called the sequence of partial
(Sn )n1 , Sn = u1 + u2 + ... + un = k=1 ukP

sums or the nth partial sum of the series n=1 un .

Luiza Badin

INFINITE SERIES

FABIZ I, Fall 2014

8 / 18

Sequences of partial sums.

Sequences of partial sums

Definition
Pn
, is called the sequence of partial
(Sn )n1 , Sn = u1 + u2 + ... + un = k=1 ukP

sums or the nth partial sum of the series n=1 un .

We have: Sn+1 = Sn + un+1 , for n 1. Conversely, given (Sn )n1 , one can
define the series whose partial sums are the terms of (Sn )n1 :
u1 = S1 , u2 = S2 S1 , ..., un = Sn Sn1 , ...

Luiza Badin

INFINITE SERIES

FABIZ I, Fall 2014

8 / 18

Sequences of partial sums.

Sequences of partial sums

Definition
Pn
, is called the sequence of partial
(Sn )n1 , Sn = u1 + u2 + ... + un = k=1 ukP

sums or the nth partial sum of the series n=1 un .

We have: Sn+1 = Sn + un+1 , for n 1. Conversely, given (Sn )n1 , one can
define the series whose partial sums are the terms of (Sn )n1 :
u1 = S1 , u2 = S2 S1 , ..., un = Sn Sn1 , ...
Therefore, an infinite series can be characterized by its sequence of partial
sums (Sn )n1 and consequently, the study of the series can be reduced to the
study of (Sn )n1 .

Luiza Badin

INFINITE SERIES

FABIZ I, Fall 2014

8 / 18

Sequences of partial sums.

Sequences of partial sums

Definition
Pn
, is called the sequence of partial
(Sn )n1 , Sn = u1 + u2 + ... + un = k=1 ukP

sums or the nth partial sum of the series n=1 un .

We have: Sn+1 = Sn + un+1 , for n 1. Conversely, given (Sn )n1 , one can
define the series whose partial sums are the terms of (Sn )n1 :
u1 = S1 , u2 = S2 S1 , ..., un = Sn Sn1 , ...
Therefore, an infinite series can be characterized by its sequence of partial
sums (Sn )n1 and consequently, the study of the series can be reduced to the
study of (Sn )n1 .
Definition
P
We say that the infinite
series n=1 un converges if limn Sn exists and is
P
finite. We write: S = n=1 un .
If the limit limn Sn does not exist or is infinite, the series is said to diverge.

Luiza Badin

INFINITE SERIES

FABIZ I, Fall 2014

8 / 18

Sequences of partial sums.

Remark
It is not necessary for the indexing of the
terms of a series to start with 1. It is
P
almost as common to start with 0, i.e. n=0 un , whose sequence of partial
sums is: u0 , u0 + u1 , u0 + u1 + u2 and so on.

Luiza Badin

INFINITE SERIES

FABIZ I, Fall 2014

9 / 18

Sequences of partial sums.

Remark
It is not necessary for the indexing of the
terms of a series to start with 1. It is
P
almost as common to start with 0, i.e. n=0 un , whose sequence of partial
sums is: u0 , u0 + u1 , u0 + u1 + u2 and so on.
Example
1

n=1

(1)n

n=1
3

X
1
( )n
2
n=0

X
n=1

1
n(n + 1)

Luiza Badin

INFINITE SERIES

FABIZ I, Fall 2014

9 / 18

The Geometric series.

The Geometric series of ratio q:

q n , q R.

n=0
1

Identify the geometric series when q = 1. Is it convergent?

Luiza Badin

INFINITE SERIES

FABIZ I, Fall 2014

10 / 18

The Geometric series.

The Geometric series of ratio q:

q n , q R.

n=0
1
2

Identify the geometric series when q = 1. Is it convergent?

For q = 1 find an explicit expression for the partial sums Sn . Is the
geometric series with q = 1 convergent?

Luiza Badin

INFINITE SERIES

FABIZ I, Fall 2014

10 / 18

The Geometric series.

The Geometric series of ratio q:

q n , q R.

n=0
1
2

Identify the geometric series when q = 1. Is it convergent?

For q = 1 find an explicit expression for the partial sums Sn . Is the
geometric series with q = 1 convergent?
For any q 6= 1 show that:
1 qn
Sn =
.
(3.3)
1q
Check if this formula agrees with the case q = 1 considered previously.

Luiza Badin

INFINITE SERIES

FABIZ I, Fall 2014

10 / 18

The Geometric series.

The Geometric series of ratio q:

q n , q R.

n=0
1
2

Identify the geometric series when q = 1. Is it convergent?

For q = 1 find an explicit expression for the partial sums Sn . Is the
geometric series with q = 1 convergent?
For any q 6= 1 show that:
1 qn
Sn =
.
(3.3)
1q
Check if this formula agrees with the case q = 1 considered previously.
Conclude that the geometric series is convergent if and only if |q| < 1 and
1
its sum is S = 1q
.

Luiza Badin

INFINITE SERIES

FABIZ I, Fall 2014

10 / 18

The Geometric series.

The Geometric series of ratio q:

q n , q R.

n=0
1
2

Identify the geometric series when q = 1. Is it convergent?

For q = 1 find an explicit expression for the partial sums Sn . Is the
geometric series with q = 1 convergent?
For any q 6= 1 show that:
1 qn
Sn =
.
(3.3)
1q
Check if this formula agrees with the case q = 1 considered previously.
Conclude that the geometric series is convergent if and only if |q| < 1 and
1
its sum is S = 1q
.
If N is any positive integer, un = q n and |q| < 1, derive a formula for the
sum of the series

X
un = uN + uN+1 + ....
n=N

Luiza Badin

INFINITE SERIES

FABIZ I, Fall 2014

10 / 18

The Geometric series.

The Geometric series of ratio q:

q n , q R.

n=0
1
2

Identify the geometric series when q = 1. Is it convergent?

For q = 1 find an explicit expression for the partial sums Sn . Is the
geometric series with q = 1 convergent?
For any q 6= 1 show that:
1 qn
Sn =
.
(3.3)
1q
Check if this formula agrees with the case q = 1 considered previously.
Conclude that the geometric series is convergent if and only if |q| < 1 and
1
its sum is S = 1q
.
If N is any positive integer, un = q n and |q| < 1, derive a formula for the
sum of the series

X
(3.4)
un = uN + uN+1 + ....
n=N

Explain Zenos paradox by means of a geometric series with ratio q = 12 .

Luiza Badin

INFINITE SERIES

FABIZ I, Fall 2014

10 / 18

The Geometric series.

The present value of a sequence of perpetuities

Example
What is the amount S0 (present value) which has to be deposited at a certain
moment in order to receive in perpetuity (ad infinitum), at the end of each
year, a constant rate T , given that the annual interest rate is i?
An annuity is a series of payments required to be made or received over
time at regular intervals.
If the payments are made for an indefinite number of years (as in the
Pension case), then the annuities are also called perpetuities.
The most common payment intervals are yearly, semi-annually, quarterly,
and monthly.
Examples of annuities include Mortgages, Car payments, Rent, Pension
fund payments, Insurance premiums.

Luiza Badin

INFINITE SERIES

FABIZ I, Fall 2014

11 / 18

The Geometric series.

The present value of a sequence of perpetuities

The present value corresponding to an amount T payed after k (k N ) years
is:
T
PVk =
(3.5)
(1 + i)k
Therefore, we have:
S0

=
=
=

Luiza Badin

T
T
T
+
+
+ ...
1+i
(1 + i)2
(1 + i)3


T
1
1
1+
+
+
...
1+i
1+i
(1 + i)2
1
T
T

= .
1
1 + i 1 1+i
i

INFINITE SERIES

(3.6)
(3.7)
(3.8)

FABIZ I, Fall 2014

12 / 18

The Harmonic series.

The Harmonic series:

X
1
n=1

Consider the sequence of partial sums:

Sn =

n
X
1 1
1
1
= 1 + + + ... + .
k
2 3
n

(4.9)

k =1

We shall prove that Sn admits a divergent subsequence.

Luiza Badin

INFINITE SERIES

FABIZ I, Fall 2014

13 / 18

The Harmonic series.

The Harmonic series:

X
1
n=1

Consider the sequence of partial sums:

Sn =

n
X
1 1
1
1
= 1 + + + ... + .
k
2 3
n

(4.9)

k =1

We shall prove that Sn admits a divergent subsequence.

S2n

1 1
1
1
1 1
1 1 1 1
+ + ... + n = (1 + ) + ( + ) + ( + + + ) + ...
2 3
2
2
3 4
5 6 7 8
1
1
1
1 2 4
2n1
n
( n1
+ ... + n
+ n ) > + + + ... + n = .
2
+1
2 1 2
2 4 8
2
2

= 1+
+

Luiza Badin

INFINITE SERIES

FABIZ I, Fall 2014

13 / 18

The Harmonic series.

The Harmonic series:

X
1
n=1

Consider the sequence of partial sums:

Sn =

n
X
1 1
1
1
= 1 + + + ... + .
k
2 3
n

(4.9)

k =1

We shall prove that Sn admits a divergent subsequence.

S2n

1 1
1
1
1 1
1 1 1 1
+ + ... + n = (1 + ) + ( + ) + ( + + + ) + ...
2 3
2
2
3 4
5 6 7 8
1
1
1
1 2 4
2n1
n
( n1
+ ... + n
+ n ) > + + + ... + n = .
2
+1
2 1 2
2 4 8
2
2

= 1+
+

Therefore, limn S2n = , soP(Sn ) is unbounded. We have limn Sn =

and thus the harmonic series n=1 n1 is divergent.

Luiza Badin

INFINITE SERIES

FABIZ I, Fall 2014

13 / 18

Properties of infinite series. Series of positive terms.

Properties of infinite series and

sequences of partial sums
P
If n=1 un converges, then (Sn )n1 is a bounded sequence. The
reciprocal is not true.

Luiza Badin

INFINITE SERIES

FABIZ I, Fall 2014

14 / 18

Properties of infinite series. Series of positive terms.

Properties of infinite series and

sequences of partial sums
P
If n=1 un converges, then (Sn )n1 is a bounded sequence. The
reciprocal is not true.
P
(The divergence test) If n=1 un is convergent, then limn un = 0.
Equivalently:
P
If limn un 6= 0, then n=1 un is divergent.

Luiza Badin

INFINITE SERIES

FABIZ I, Fall 2014

14 / 18

Properties of infinite series. Series of positive terms.

Properties of infinite series and

sequences of partial sums
P
If n=1 un converges, then (Sn )n1 is a bounded sequence. The
reciprocal is not true.
P
(The divergence test) If n=1 un is convergent, then limn un = 0.
Equivalently:
P
If limn un 6= 0, then n=1 un is divergent.
Proof.
P
n=1 un is convergent, therefore (Sn )n1 is convergent.
Let S = limn Sn . We have un = Sn Sn1 and taking the limit we obtain
limn un = limn (Sn Sn1 ) = limn Sn limn Sn1 = S S = 0.

Luiza Badin

INFINITE SERIES

FABIZ I, Fall 2014

14 / 18

Properties of infinite series. Series of positive terms.

Properties of infinite series and

sequences of partial sums
P
If n=1 un converges, then (Sn )n1 is a bounded sequence. The
reciprocal is not true.
P
(The divergence test) If n=1 un is convergent, then limn un = 0.
Equivalently:
P
If limn un 6= 0, then n=1 un is divergent.
Proof.
P
n=1 un is convergent, therefore (Sn )n1 is convergent.
Let S = limn Sn . We have un = Sn Sn1 and taking the limit we obtain
limn un = limn (Sn Sn1 ) = limn Sn limn Sn1 = S S = 0.
Remark
This test can never be used to show that a series converges. It can only
be used to show that a series diverges. The second version is the most
important, applicable statement.

Luiza Badin

INFINITE SERIES

FABIZ I, Fall 2014

14 / 18

Properties of infinite series. Series of positive terms.

P
P
Let n=1 un and n=1 vn be two infinite series and R an arbitrary
real number.

Luiza Badin

INFINITE SERIES

FABIZ I, Fall 2014

15 / 18

Properties of infinite series. Series of positive terms.

P
P
Let n=1 un and n=1 vn be two infinite series and R an arbitrary
real number.
1

P
P
P
If
Pn=1 un and n=1 vn are both convergent with n=1 un = S and
n=1 vn = T , then
P the series with general term (un + vn )n1 is also
convergent and
n=1 (un + vn ) = S + T .

Luiza Badin

INFINITE SERIES

FABIZ I, Fall 2014

15 / 18

Properties of infinite series. Series of positive terms.

P
P
Let n=1 un and n=1 vn be two infinite series and R an arbitrary
real number.
1

P
P
P
If
Pn=1 un and n=1 vn are both convergent with n=1 un = S and
the series with general term (un + vn )n1 is also
n=1 vn = T , then
P
convergent
and
(un + vnP
) = S + T.
n=1
P

If
and
un = S then so is the series with general
n=1 un is convergent
n=1
P
P
term (un )n1 and n=1 un =
n=1 un = S.

Luiza Badin

INFINITE SERIES

FABIZ I, Fall 2014

15 / 18

Properties of infinite series. Series of positive terms.

P
P
Let n=1 un and n=1 vn be two infinite series and R an arbitrary
real number.
1

P
P
P
If
Pn=1 un and n=1 vn are both convergent with n=1 un = S and
the series with general term (un + vn )n1 is also
n=1 vn = T , then
P
convergent
and
(un + vnP
) = S + T.
n=1
P

If
and
un = S then so is the series with general
n=1 un is convergent
n=1
P
P

term
(u
u
=

n )n1 and
n
n=1
P
P n=1 un = S.
P
If n=1 un is convergent and n=1 vn is divergent, then
n=1 (un + vn ) is
divergent.

Luiza Badin

INFINITE SERIES

FABIZ I, Fall 2014

15 / 18

Properties of infinite series. Series of positive terms.

P
P
Let n=1 un and n=1 vn be two infinite series and R an arbitrary
real number.
P
P
P
If
Pn=1 un and n=1 vn are both convergent with n=1 un = S and
the series with general term (un + vn )n1 is also
n=1 vn = T , then
P
convergent
and
(un + vnP
) = S + T.
n=1
P

If
and
un = S then so is the series with general
n=1 un is convergent
n=1
P
P

term
(u
u
=

n )n1 and
n
n=1
P
P n=1 un = S.
P
If n=1 un is convergent and n=1 vn is divergent, then
n=1 (un + vn ) is
divergent.

Example
Find the nature of the series

X
3n 5n
n=1

15n

and in case of convergence,

calculate the sum.

Luiza Badin

INFINITE SERIES

FABIZ I, Fall 2014

15 / 18

Properties of infinite series. Series of positive terms.

Series of positive terms

Definition
The series

n=1

un is called series of positive terms if un > 0 n N.

Any series of positive terms has a sum because its sequence of partial sums
Sn is increasing.
The sum is finite if Sn is bounded above, or equals otherwise.

Luiza Badin

INFINITE SERIES

FABIZ I, Fall 2014

16 / 18

Examples.

Examples of fundamental series

The Geometric series

q n , q R is convergent iff |q| < 1.

n=1

Luiza Badin

INFINITE SERIES

FABIZ I, Fall 2014

17 / 18

Examples.

Examples of fundamental series

The Geometric series

The Harmonic series

n=1

X
n=1

Luiza Badin

q n , q R is convergent iff |q| < 1.

1
is divergent.
n

INFINITE SERIES

FABIZ I, Fall 2014

17 / 18

Examples.

Examples of fundamental series

The Geometric series

The Harmonic series

n=1

X
n=1

q n , q R is convergent iff |q| < 1.

1
is divergent.
n

X
1
The p-series (Riemann)
is convergent for p > 1 and
np
n=1
divergent otherwise.

Luiza Badin

INFINITE SERIES

FABIZ I, Fall 2014

17 / 18

Examples.

Exercises
Study the nature of the following infinite series and in case of
convergence, calculate the sum:

X
1
1
n(n + 1)(n + 2)
n=1
 2


X
n
+
3n
+
2
2
ln
n2 + 3n
n=1

n=1

X
(1)n + n

n=0

n=1

n
(n + 1)!
(2)n+3 + 32n+1
10n+2
2n

Luiza Badin

INFINITE SERIES

FABIZ I, Fall 2014

18 / 18