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Page 5-1

Section 5: Sequences And Series

5.1 SEQUENCES
5.1.1 Basic Definitions Concerning Sequences

Definition 1:
A sequence is a function whose domain is the set of positive integers.

Notation for Sequences:


Let u(n), with n N, be a sequence. We will denote this sequence by {un } or {u1 , u2 , . . . , un , . . .}.
When we use this notation, un will be called the nth term of the sequence.

Definition 2:
Let A R. A is said to be bounded above if there exists R such that a for each
a A. Further, such an is said to be an upper bound for A.
Similarly, A is said to be bounded below if and only if there exists R such that
a for each a A. Further, such a is said to be a lower bound for A.
Finally, A is said to be bounded if and only if A is bounded both above and below.

Examples:
N is bounded below but not bounded. [1, 1] is bounded.
 
1 1 1
Z is neither bounded above or below. 1, , , . . . , , . . . is bounded.
2 3 n

Definition 3:
A sequence {un } is said to be monotonic increasing if un un+1 for each n N.
Similarly, a sequence {un } is said to be monotonic decreasing if un+1 un for each
n N. A sequence which is either monotonic increasing or monotonic decreasing will be
said to be monotonic.
Finally, we say {un } is strictly monotonic increasing if un < un+1 for each n N.
Similarly, we have strictly monotonic decreasing sequences.

Definition 4:
A sequence {un } is said to converge and to have limit L if and only if for each  > 0,
there exists n0 N such that |un L| <  whenever n > n0 . If {un } has limit L, we will
write L = lim un .
n
If a sequence {un } does not converge to any limit L, the sequence is said to diverge.
Page 5-2

5.1.2 Monotone Convergence Theorem

Theorem 1: Monotone Convergence Theorem


(i) If {un } is a monotonic increasing sequence of real numbers that is bounded above, then
{un } has a limit. Further, its limit is the least upper bound of {un }.
(ii) If {un } is a monotonic decreasing sequence of real numbers that is bounded below,
then {un } has a limit. Further, its limit is the greatest lower bound of {un }.

5.1.3 Properties of Convergent Sequences


The three theorems of this section are fundamental tools in analysing the behaviour of sequences.

Theorem 2:
Let {un } and {vn } be sequences, let u = lim un and v = lim vn , and let a R. Then
n n

(i) lim (un + vn ) = u + v, (ii) lim (un .vn ) = uv,


n n

(iii) lim (a.un ) = au, (iv) if for each n N, we have un vn ,


n
then u = lim un lim vn = v.
n n

The following theorem is often called the squeezing theorem (or the pinching theorem), because it
gives information on the limit of a sequence whose terms are squeezed between those of two other
sequences.

Theorem 3:
Suppose that {un }, {vn } and {wn } are sequences such that un vn wn for all n N. If
lim un = lim wn = L for some L, then lim vn exists and also equals L.
n n n

Example:
sin n
Let un = . Find lim un (if it exists).
n n

Solution:
We will show lim un exists and equals 0.
n
We have
1 sin n 1
,
n n n
for all n N. Also,
1 1
lim = lim = 0.
n n n n
Therefore, by the Squeezing Theorem, limn un exists and equals 0.

Another basic tool for analysing sequences is given in the following theorem, which allows us to use
techniques developed for studying limits of functions (lHopitalss rule, for example) to give us information
about limits of sequences.
Page 5-3

Theorem 4:
Let f : R R be a function.

If lim f (x) exists, then for n N, lim f (n) exists, and lim f (x) = lim f (n).
x n x n

Example:
n x
Let un = , and hence f (x) = 2 , for x R.
n2
+1 x +1
x
lim f (x) = lim 2 = 0 (by LHopitals rule, or otherwise.)
x x x + 1
n
Now f (n) = un = 2 , and so by Theorem 4, lim f (n) = 0.
n +1 n

Example:
In Exercise 2N, Question 4, LHopitals rule should have been used to show that
 x
1
lim 1 + = e.
x x   n 
1
It follows immediately from Theorem 4 that the sequence un : un = 1 + converges with limit
n
e.

Exercise 5A
1. Write down an example of each of the follow-
 
ln n
ing: (d)
n2
nno
(a) a monotonic sequence that does not (e) n
converge. 2 n 
(b) a bounded sequence that does not con- e
(f)
verge. n2
 n
(c) strictly monotonic increasing sequence (g) e sin n
which converges to 4. (h) {1 cos(n + 1)}
(d) a monotonic increasing sequence of in-
tegers that converges.
4. Write down an expression for the nth term
for each of the following sequences. Find the
2. (a) Determine the values of r for which the limit of the sequences which converge.
sequence {rn } converges.  
1 2 3 4
(b) If {rn } converges, find the limit. (a) , , , ,...
2 3 4 5
 
1 1 1
(b) 1, , , , . . .
3. Determine whether or not the following se- 1 12 1 23 1 34
quences converge. If they do, find their lim-
 
ln 2 ln 3 ln 4
its.  (c) 0, , , ,...
 2 3 4
n  
(a) 2 3 4
2n 1 (d) 1, 2 , , , . . .
2 12 32 22 42 32
n2 + 1
 
n
 
(b) (1) 2 1 2 3
n 2n + 3 (e) , , , . . .
  2 12 3 13 4 14
n
(c)
ln(n + 1) continued next page...
Page 5-4

5. We wish to prove that a sequence can have for which |L un | < 1 if n > n0 , and
only one limit. Let {un } be a sequence. |L1 un | < 2 if n > m0 .
(a) Write down the definition that (d) Rewrite (c) in the particular case when
L = lim un . 1 = 12 |L1 L| and 2 = 12 |L1 L|.
n
(b) Suppose that L1 = lim un and (e) Use the triangle inequality and (d) to
n show that if |L1 L| =6 0, then
L1 6= L.
|L1 L| < |L1 L|.
Write down the definition that
This is clearly false.
L1 = lim un .
n Thus, |L1 L| = 0 and L1 = L.
(c) Note that if 1 and 2 are any positive Hence, limits of convergent sequences are
real numbers, there exist n0 , m0 N unique.

5.2 INTRODUCTION TO SERIES


5.2.1 Sequences of Partial Sums

Definition 5:
Let {un } be a sequence. We define a new sequence {sn }, called the sequence of partial
n
X
sums of {un }, by the rule that sn = ui , for each n N.
i=1

If we list the terms of {sn }, we see that


n
X
s1 = u1 , s2 = u 1 + u 2 , s3 = u1 + u2 + u3 , . . . sn = u1 + u2 + + un = ui , etc.
i=1
The sequence {sn } of partial sums is called a series or an infinite series.

If lim sn = S exists, then we have


n
n
X
X
S = lim ui , and this is usually abbreviated to read S= ui ,
n
i=1 i=1

and the limit S is usually called the sum of the series.

Note:

X
The notation un is used both for the sequence of partial sums itself, and for the limit of the sequence
n=1
of partial sums (when it exists).

X
If lim sn = S, we say that un is a convergent series.
n
n=1

X
If lim sn does not exist, then we say that un is a divergent series.
n
n=1

Notation:
Sometimes a summation commences at an index other than n = 1. If it starts with n = 0, for example,

X
as in un , then the first term corresponds to n = 0, the second to n = 1, etc. (unless we specifically
n=0
refer to a zeroth term of the series).
Care must be taken in these instances when finding {sn }, the sum to n terms:
n1
X n
X
sn = ui , rather than sn = ui .
i=0 i=1
Page 5-5

Example:
 n
X 2
Determine if converges. If it does, find its sum.
n=1
3
Solution:
At this stage, we have only the definition of a series available as a tool. We will form {sn }, and try to
compute lim sn .
n
First,  2  2  n
2 2 2 2 2 2
s1 = , s2 = + , . . . , sn = + + + .
3 3 3 3 3 3
 2  3  n  n+1
2 2 2 2 2
Note that sn = + + + + .
3 3 3 3 3
 n+1    n+1
2 2 2 2 2 2
Therefore, sn sn = , and so 1 sn = .
3 3 3 3 3 3
 n+1 !
2
Thus lim sn = lim 2 3
n n 3
 n+1
2
= 2 3 lim
n 3
= 2.
 n
X 2
That is, converges, with sum 2.
n=1
3

Exercise 5B
1. Find an explicit expression for the nth partial 1 1 1 1
+ + + + + .
sum of the series 12 23 34 n (n + 1)
     
1 1 1 1 1
1 + + 2. Using a technique similar to that in ques-
2 2 3 3 4 tion 1, determine whether or not the follow-
 
1 1 ing series converges:
+ + + .
n n+1 1 2 3 n
Hence find the sum of the series ln + ln + ln + + ln + .
2 3 4 n+1

5.2.2 Some Special Series

(i) Geometric Series



X
A series of the form rn , r R, is called a geometric series (the summation may start at
n=0
an index other than 0).
The nth term in the corresponding sequence of partial sums {sn } is given by
sn = 1 + r + r2 + . . . + rn1 .
By the procedure used in the last example, sn can be written as
1 rn
sn = .
1r
We conclude that if |r| < 1, then the geometric series is convergent with sum
1
s = lim sn = ,
n 1r
and that if |r| 1, then the geometric series is divergent.
Page 5-6

(ii) p-Series

X 1
A series of the form , p R is called a p-series.
n=1
np
The p-series obtained by letting p = 1 is called the harmonic series, and has the form

X 1
.
n=1
n
It will be shown using the integral test (Section 5.3.3) that a p-series converges for p > 1, and
diverges for p 1.

5.2.3 The nth Term Test


The definition of convergence is difficult to apply when the partial sums {sn } do not have a simple form.
For this reason, we will develop indirect tests for convergence. The first such test states that a necessary
X
condition for un to converge is that
n=1 lim un = 0.
n

Theorem 5: The nth Term Test



X
If un converges, then lim un = 0.
n
n=1

Consequences of the nth Term Test



X
Let un be an infinite series.
n=1

X
(i) If lim un 6= 0, then un diverges.
n
n=1
X
(ii) If lim un = 0, then un may either converge or diverge; that is, in this case, the nth term
n
n=1

X
test gives no information about the convergence or divergence of un .
n=1

5.2.4 Properties of Convergent Series

Theorem 6:

X
X
X
Let un and vn be convergent series, and let c R. Then c un
n=1 n=1 n=1
X
and (un + vn ) converge, and
n=1

X
X
(i) c un = c un , and
n=1 n=1
X
X
X
(ii) (un + vn ) = un + vn .
n=1 n=1 n=1
Page 5-7

Proof:
n
X Pn
(i) Let sn = ui , let Sn = i=1 cui and let s = lim sn .
n
i=1
Then for each n N, Sn = cu1 + cu2 + . . . + cun
Xn
= cui
i=1
Xn
= c ui
i=1
= csn .
Using the properties listed in section 5.1.3, lim Sn = lim csn
n n
= c lim sn
n
= cs.
Using a similar argument, we obtain the result that

X
X
if un diverges, and c 6= 0, then c un diverges
n=1 n=1
.

Exercise 5C
1. Determine, giving reasons, whether the fol-
X n
lowing series converge or diverge. Find the (e)
n=1
n + 2
sum, if it exists.

 n 1
1
X
(f)
X
(a) 10n
n=1
5 n=1


1
n1 X k2
(g)
X
(b) 2 k+1
n=1
3 k=1
  n  n 
X 2 1 2. Express the following repeating decimals as
(c) 3 +2
n=1
3 2 rational numbers by summing a geometric se-
  n ries.
X 4
(d) (a) 0.22222...
n=1
3
(b) 3.013013013...

5.3 SERIES OF POSITIVE TERMS


5.3.1 Test 1: Comparison Test


X
Let un be a series of positive terms. Further, let
n=1
X
cn be a known convergent series of positive terms, and
n=1

X
dn be a known divergent series of positive terms.
n=1

X
(i) If un cn for each n n0 , then un converges.
n=1
X
(ii) If dn un for each n n0 , then un diverges.
n=1
Page 5-8

Proof:

X
(i) Let cn be a known convergent series, and let {Sn } be the sequence of partial sums for this
n=1
series.
We note first of all that {Sn } is a strictly increasing monotonic sequence which converges.
Thus {Sn } is bounded

X
We now let {sn } be the sequence of partial sums for un . We note that {sn } is a strictly
n=1
increasing monotonic sequence. Thus, by the Monotone Convergence Theorem, {sn } will converge
provided that it is bounded.
For simplicity, we will let n0 = 1 in the statement of Test 1.
Then we have s1 = u1 c1 = S1 ,
s2 = u1 + u2 c1 + c2 = S2 ,
...
sn = sn1 + un Sn1 + cn = Sn .

But {Sn } bounded implies {sn } bounded.



X
Thus, {sn } converges, that is, un converges.
n=1

X
X
X
(ii) If un converges, then by (i), dn converges. But we are given that dn diverges.
n=1 n=1 n=1

X
Thus, we have a contradiction, so un must diverge.
n=1

Example:

X n
Does 2+1
converge or diverge?
n=1
n

Solution:
STEP 1: We apply the nth term test.
1
lim un = lim 1 = 0.
n n n+ n

X n
Thus, the nth term test gives no information about the convergence of 2+1
.
n=1
n

X
STEP 2: Determine the approximate behaviour of un .
n=1
1 1
un = 1 .
n+ n
n
Thus, we would guess that the series behaves like the harmonic series, which is
a known divergent series. We now wish to prove that our guess is correct.

STEP 3: Use Test 1 (the Comparison Test).


1 1 1
Since n + n + 1, we have = un .
n n+1 n + n1

X 1
But is the harmonic series, less one term, and therefore diverges.
n=1
n+1

1 X
If we let dn = , then dn un , and by the Comparison Test, un diverges.
n+1 n=1
Page 5-9

Remarks:
1
(1) If the more obvious inequality n n + was tried in Step 3, divergence could not be concluded
n
from the Comparison Test: we would have
1 1
un = 1 n = dn ,
n+ n
and the Comparison Test would fail to apply.
1
(2) In Step 3, we could instead have used the inequality n + n + n = 2n.
n

5.3.2 Test 2: Comparison Ratio Test


X
Let un be a series of positive terms. Further, let
n=1
X
cn be a known convergent series of positive terms, and
n=1

X
dn be a known divergent series of positive terms.
n=1

un X
(i) If lim = L, then un converges, provided that L is
n cn
n=1
finite.

un X
(ii) If lim = L > 0, then un diverges, provided that L is
n dn
n=1
finite.

un X
(iii) If lim = , then un diverges.
n dn
n=1

Proof: (Parts (i) and (ii) when L > 0.)


un
Let lim = L. From Definition 4, for each  > 0, there is n0 N such that
n cn

un

cn L <  whenever n > n0 .

L
If we let  = , then there is n0 N such that
2
un L

cn L < whenever n > n0 .
2
Thus, whenever n > n0 ,
L un L L un 3L L 3L
+L < < L+ , giving < < , and therefore cn < un < cn .
2 cn 2 2 cn 2 2 2

X X 3L
But we know that cn is convergent, which implies that cn is convergent.
n=1 n=1
2
X
Therefore, by the Comparison Test, un converges.
n=1
L
If we now change the cn s to dn s and apply the same procedure, we have dn < un .
2
X
Therefore, by the Comparison Test, un diverges.
n=1
Page 5-10

Example:

X n
Does 2+1
converge or diverge?
n=1
n

Solution:

For Step 1 and Step 2, see the example in section 5.3.1.

STEP 3: Use the Comparison Ratio Test.


1
Since we have decided that the series un = 1 behaves like the harmonic series,
n+ n
1
we let dn = in the Comparison Ratio Test.
n
un n
Now, lim = lim
n dn n n + 1
n
= 1.

X
Hence, by part (ii) of the Comparison Ratio Test, un diverges.
n=1

Exercise 5D
1. Giving reasons, determine whether each of
X
the following series converges or diverges: terms, and vn a divergent series. Prove
n=1
2 3 4 5 or disprove the following statements.
(a) + + + +
13 24 35 46

sin2 n
X
X (a) (un + vn ) is a divergent series.
(b)
n=1
2n n=1

X
X en (b) u2n is a convergent series.
(c)
n=1
5n n=1

X
X 2n + 1 (c) vn2 is a convergent series.
(d) 2+1
n=1
3n n=1

3. Prove part (i) of the Comparison Ratio Test


X
2. Let un be a convergent series of positive if L = 0.
n=1

5.3.3 Test 3: The Integral Test

Let f be a decreasing continuous function on [1, ). Suppose that f (n) = un is the nth term

X
of a positive series; that is, we have un , where u1 = f (1), u2 = f (2), . . ., un = f (n).
n=1

X Z
Then the series un and the integral f (x) dx either both converge or both diverge.
n=1 1

An outline of the proof will be given in lectures. A more formal proof is included in Exercise 5E.
Page 5-11

Example:

X n
Does converge or diverge?
n=1
n2 +1

Solution:
We know from previous examples that this series diverges. In order to apply the integral test, we must
construct a function f (x) to be associated with the series.
x n
STEP 1: Let f (x) = 2 . If we let un = 2 , then for each n N, f (n) = un .
x +1 n +1
STEP 2: Is f (x) continuous, positive and decreasing on [1, )?
x x2 + 1
f (x) = 2 = f 0 (x) = 2 .
x +1 (x + 1)2
Since x and x2 + 1 are continous on [1, ), f is continous on [1, ).
If x > 1, then f (x) > 0. So f (x) is positive for x [1, ).
Finally, f 0 (x) < 0 if x > 1. So f (x) is decreasing for x [1, ).
Thus, f is continuous, positive and decreasing on [1, ).
Z
STEP 3: Does f (x) dx converge or diverge?
1
Z Z b
x dx x dx
= lim
1 x2 + 1 b 1 x2 + 1
 b
1
= lim ln(x2 + 1)
b 2 1
1 1
= lim ln(b2 + 1) ln 2.
b 2 2
Z
2 x dx
But lim ln(b + 1) does not exist. Thus, 2+1
diverges.
b 1 x

X n
Hence, by the Integral Test, diverges.
n=1
n2 + 1

Exercise 5E
1. Use the integral test to examine the following as a known divergent series.
series for convergence: 1 un
1 1 1 1 (a) If un = , show that lim = 0.
(a) + + + + n ln n n dn
12 23 34 45 X
 
1 1 1 By Question 1, un diverges.
(b) 1 + + + + n=1
2 3 4 1 un
1 1 1 (b) If un = , show that lim
= 0.
(c) 1 + 3/2 + 3/2 + 3/2 + n3/2 dnn
2 3 4 
X 
1 1 1 1 By Question 1, un converges.
(d) + + + +
2 ln 2 3 ln 3 4 ln 4 5 ln 5 n=1
un
1 1 1 Parts (a) and (b) show that lim = 0
(e) + + + n dn
2
1 +1 2
2 +1 2
3 +1
X
does not imply that un diverges.
n=1
2. By considering the following examples, show
that the Comparison Ratio Test fails if continued next page...

un 1 X
lim = 0. Let dn = and use dn
n dn n n=1
Page 5-12

3. Let f be continuous, and non-increasing on (f) Show how the LHS of (e) can be used
[1, ). to show that
Z x
X
(a) If we let F (x) = f (t) dt, then by the if ui converges,
i
Fundamental Theorem of Calculus, F i=1 Z

is continuous on [i, x] and differentiable then f (x) dx converges, and
on (i, x). Z 1
By applying the Mean Value Theorem if f (x) dx diverges,
1
to F on [i, x], show that there is
X
(i, x) for which then ui diverges.
i=1
(x i)f () = F (x).
(g) Show how the RHS of (e) can be used
(b) If we let x = i + 1 in (a), we have to show that
Z i+1
X
f (x) dx = f (i ), if ui diverges,
i
i=1 Z

where i < i < i + 1.
then f (x) dx diverges, and
(c) Since f is a non-increasing function, we Z 1
have for each i N, if f (x) dx converges, then
1
ui = f (i) f (i ) f (i + 1) = ui+1 .
X
then ui converges.
(d) Using (b) and (c), we have, for each i i=1
N, X
Z i+1 (h) Show using (e) that if S = un , then
ui f (x) dx ui+1 . Z i=1
i
S f (x) dx S u1 .
(e) Show that 1
Xn n Z
X i+1
ui f (x) dx
i=1 i=1 i
Z n+1 n+1
X
= f (x) dx ui u1 .
1 i=1


X 1
Comment on p-series: The integral test will be used in lectures to prove that the p-series
n=1
np
converges if p > 1 and diverges if p 1.

You must know and understand the behaviour of the p-series and the geometric series to effectively use
either the Comparison Test or the Comparison Ratio Test.

Exercise 5F
Determine whether the following series converge 1 2 3 4
3. + 2 + 2 + 2 +
or diverge. 22 3 4 5
1 1 1 1 2 3 4
1. 1 + 3/2 + 3/2 + 3/2 + 4. + 3 + 3 + 3 +
2 3 4 23 3 4 5

(ln n)2 1 1 1 1
5. + + + +
X
2. 12 23 34 45
n=1
n7
2 3 4 5
6. + + + +
134 245 356 467
Page 5-13

5.3.4 Test 4: dAlemberts Ratio Test


X un+1
Let un be a series of positive terms and let = lim .
n=1
n un

X
(i) If < 1, then un converges.
n=1
X
(ii) If > 1, then un diverges.
n=1
X
(iii) If = 1, the ratio test fails; that is, un may or may not
n=1
converge.

Proof:
un+1
(i) Let < 1, and let s be a number such that < s < 1. Now since lim = < 1, there is
n un
un+1
n0 N such that s whenever n n0 .
un
Thus, if n n0 , then un+1 sun .
Therefore, un0 +1 sun0 . Also, un0 +2 sun0 +1 s2 un0 .
By induction, we have un0 +m sm un0 , for each m Z+ .

X 0 1
nX
X
Therefore, un = un + un
n=1 n=1 n=n0
0 1
nX
X
un + sm un0
n=1 m=0
0 1
nX
X
= un + un0 sm .
n=1 m=0
X X
m
But s is a geometric series with ratio s < 1, so it converges. Hence, un converges.
m=0 n=1

Note:
The ratio test is very often useful when the series involves n! (as in the following example).

Example:

X ln n
Determine whether converges or diverges.
n=2
n!
Solution:
ln n n 1
STEP 1: un = = .
n! n! (n 1)! X
Thus, we would suspect that un converges. We try to apply the ratio test.
un+1
STEP 2: Compute = lim :
n un
ln(n + 1) n!
= lim
n (n + 1)! ln n
1 ln(n + 1)
= lim
n n + 1 ln n
1 ln(n + 1)
= lim lim
n n + 1 n ln n
= 0 1 = 0.

X ln n
Therefore, = 0 < 1, and by dAlemberts Ratio Test, converges.
n=2
n!
Page 5-14

Exercise 5G
1. Using the ratio test, determine whether the 3. Let {un } be the sequence given by
following series converge or diverge: n!
1 1 1 un = n .
(a) 1 + + + + n
2! 3! 4!
X
1 2 3 4 (a) Show that un converges. By using
(b) + 2 + 3 + 4 +
2 2 2 2 n=1
32 33 34 the nth term test, determine lim un .
(c) 3 + + + + n
2! 3! 4! (b) Find lim un by constructing a suitable
ln 2 ln 3 ln 4 ln 5 n
(d) + 3 + 4 + 5 + comparison sequence.
22 2 2 2
2. For each of the following series, show that 4. Determine whether the following series con-
the ratio test fails. Using an appropriate test verge or diverge.
determine the convergence or divergence of X
(2n)!
each of the series. (a) 2n (n!)2
n=1
2
X 1
(a)
n=1
n 2+1 X (2k )!
(b)
2k!
X n k=1
(b)
n=1
1 + n3/2

5.3.5 The Remainder Problem



X 1 3
X 1
Consider 3/2
. The series converges since it is a p-series with p = 2 . Let L = 3/2
. Suppose the
n=1
n n=1
n
X
problem we are to solve requires us to find L, but allows an error of 100 1
. How many terms of n3/2
n=1
must be added to find L within this limit of error?
n
X 1
We let sn = 3/2
, and note that {sn } is monotonic increasing.
k=1
k
Thus L sn > 0, for each n N.
We will let Rn = L sn , and call Rn the remainder of the series after n terms. The magnitude
of Rn is a measure of the error if sn is used in place of the correct value L. We would like to determine
a value of n for which
1
|Rn | = |L sn | = L sn < .
100
1 1
We begin by noting that Rn = 3/2
+ + .
(n + 1) (n + 2)3/2
1
Using the graph of y = f (x) = 3/2 and the geometric interpretation of Rn (as given in lectures), we
x
have
Z Z b
dx
Rn < 3/2
= lim x3/2 dx
n x b n
h ib
= lim 2x1/2
b n
2 2
= lim +
b b1/2 n1/2
2
= .
n1/2
2
Thus, Rn < .
n1/2
Page 5-15

2 1
We now simply set < and solve for n, giving
n1/2 100
2 1
< 200 < n1/2 40000 < n.
n1/2 100
40000
X 1
Hence, if we compute s40000 = , we will be assured that
k=1
k 3/2
1
R40000 = L s40000 < .
100
It should be noted that the relatively large number of terms that must be computed to arrive at an

1 X 1
approximation which has the fairly modest limit of error of indicates that 3/2
converges quite
100 n=1
n
slowly. Note also that the desired accuracy may well be obtained by adding fewer than 40000 terms; we
have simply shown that 40000 terms are enough to guarantee that degree of accuracy.


X ln n X ln n
As shown in the example from section 5.3.4, converges. Let L1 = . What is the error if
n=2
n! n=2
n!
the first 4 terms are used to approximate L1 ? The ratio test which was used to prove the convergence

X ln n un+1
of can also be used to determine an error estimate. We begin by computing . We have,
n=2
n! un
for each n 2,
un+1 1 ln(n + 1) 2
= <
un n + 1 ln n n+1
(because if n 2, ln(n + 1) < 2 ln n).
2
Thus, for each n 2, we have un+1 < un .
n+1
Now we have
2 2 2 22
un+2 < un+1 < un < un .
n+2 n+2n+1 (n + 1)2
By induction we have
2p
un+p < un .
(n + 1)p
Further,

X
Rn = L1 sn = uk
k=n+1
= un+1 + un+2 + un+3 +
2 22 23
< un + un + un +
n+1 (n + 1)2 (n + 1)3
"  2  3 #
2un 2 2 2
= 1+ + + +
n+1 n+1 n+1 n+1
" #
2un 1
= 2
n + 1 1 n+1
 
2
= un .
n1
Thus  
2 2 ln n
Rn < un = ,
n1 n 1 n!
for all n 2.
Page 5-16

2 ln 4
Hence, R4 <
3 4!
ln 2 1
= < .
18 18
2 ln 6
Also, R6 <
5 6!
1
< .
180
Thus, s6 gives a better approximation to L1 than s40000 does to L.

Exercise 5H
1. By considering an appropriate integral, de- 2. By considering a comparison with an appro-
termine the number of terms of the series priate geometric series, find a bound on the

X 1 error if the sum of the first 5 terms is used
that, if added, will approximate with
n3 X 2n
n=1 to approximate .
1 n=1
n!
an error of less than .
1000

5.3.6 Summary

X
Before we begin our summary of the techniques we have developed to decide if un converges, it
n=1
should be noted that in sections 5.2 and 5.3 we have derived two types of results, namely, general results
which are valid for any series, and which will be used again in section 5.4, and particular results which
are valid only for series of positive terms.

Here we have a summary of results which may be used to answer the question:
X
Does un converge?
n=1

General Results

X
(a) The definition of a convergent series, i.e., if {sn } is the sequence of partial sums, then un
n=1
converges if and only if lim sn exists.
n
The definition is particularly useful when:
(i) We are asked to find the sum of the series.

X
(ii) un is a geometric series; in this case, the sum of the series can be written down.
n=1
X
(iii) un is a telescoping series, that is, un is of the form un = vn+1 vn .
n=1
(iv) We are asked to prove a result.

(b) The nth term test. This test is really a test for divergence:
X
If lim un 6= 0, then un diverges.
n
n=1
Page 5-17

Particular Results (for series of positive terms)

There are four tests which must be known: the Comparison Test, the Comparison Ratio Test, the Integral
Test, and the Ratio Test. Before applying any of these tests, it is recommended that the approximate
behaviour of the series be analysed; i.e., Does the series behave like, a p-series, a geometric series, etc.?
This qualitative analysis of behaviour frequently indicates which test is likely to be the most useful one
to apply.

(a) Comparison Test and Comparison Ratio Test


These tests are particularly useful for series in which un is in one of the following forms, or
behaves like one of these forms.
polynomial
(i)
polynomial
trig function 1
(ii) <
polynomial polynomial
ln n n
(iii) <
polynomial polynomial
en 1
(iv) <
polynomial polynomial

X
Further, these tests can also be used if un behaves like
n=1
(v) a geometric series,
(vi) a p-series.

(b) Integral Test


The integral test can be used for series in which un is in one of the following forms.
polynomial
(i) (frequently, the other tests will fail)
polynomial ln n
polynomial
(ii) (but better to use the comparison test or comparison ratio test)
polynomial
(iii) p-series (but better to use the comparison test or comparison ratio test)

(c) Ratio Test


The ratio test will fail on any series which behaves like a p-series. However, the ratio test is
particularly useful for series in which un involves:
ln n
(i) factorials (e.g., un = );
n!
1
(ii) higher order exponents (e.g., un = n2 ).
2
X
Further, the ratio test can also be used if un behaves like
n=1
(iii) a geometric series.
Page 5-18

Exercise 5I
X 1
TALK ABOUT SLOW! 2. (a) Show that
n=3
n ln n(ln(ln n))
X 1 diverges.
1. (a) Show that
n=3
n ln n(ln(ln n))2 (b) Further, by considering an appropriate
converges. integral, show that to guarantee that
(b) Further, show that you can guarantee sn is greater than 10, we need to take
that the remainder after n terms (Rn ) e10
1 100 n greater than ee .
is less than 100 for n greater than ee .
Thus, this series diverges very slowly.
Thus, this series converges very slowly .

5.4 GENERAL SERIES


5.4.1 Absolute Convergence
We will now discuss the question:
X
Does un converge?, where un may have any algebraic sign.
n=1

Definition 6:

X
X
A series un is said to be absolutely convergent if and only if |un | converges.
n=1 n=1

Theorem 7:

X
X
If un is absolutely convergent, then un is convergent (as it stands).
n=1 n=1

Proof:

X
We let {sn } be the sequence of partial sums of un , and {Sn } be the sequence of partial sums of
n=1

X
|un |. We are given that lim Sn = S exists, and we must show that lim sn exists.
n n
n=1

We will define a sequence {qn } (using {sn } and {Sn }), as follows:
s1 = u1 S1 = |u1 | and q1 = s1 + S1
s2 = u1 + u2 S2 = |u1 | + |u2 | q2 = s2 + S2
... ... ...
n
X n
X
sn = ui Sn = |ui | qn = sn + Sn
i=1 i=1
We note that qn = sn + Sn Sn + Sn = 2Sn , and that {qn } is monotonic increasing. Now,
{Sn } convergent = {Sn } is bounded
= {qn } is bounded
= lim qn = Q exists (by Monotone Convergence Theorem)
n

X
Thus, sn = Sn qn = lim sn = S Q exists = un converges.
n
n=1
Page 5-19

Example:

X (1)n
Does converge?
n=1
n3 + n

Solution:

X X 1 1 1
STEP 1: We consider |un | = 3+n
, and note that 3 3.
n=1 n=1
n n + n n
Thus, the series behaves like a p-series with p = 3. Appropriate tests for p-series
are the comparison, comparison ratio and integral tests.

STEP 2: We will use the comparison test:


1 1
n3 + n > n3 = 3
> 3 .
n n +n

X 1
But 3
is a known convergent series (p-series with p = 3).
n=1
n
Thus, by the comparison test,

X 1
cn > |un | = converges.
n=1
n3 +n

X
Therefore, un is absolutely convergent.
n=1

X
STEP 3: By Theorem 7, un converges.
n=1

5.4.2 The Ratio Test for Absolute Convergence


X un+1
Let un be a series. If = lim , then
n=1
n un

X
(i) un converges absolutely if < 1,
n=1
X
(ii) un diverges if > 1, and
n=1
(iii) the test fails if = 1.

Proof:

X
Apply the ratio test to |un |, and then use Theorem 7.
n=1

5.4.3 Conditional Convergence

Definition 7:

X
X
X
un is said to be conditionally convergent if un converges but |un | diverges.
n=1 n=1 n=1
Page 5-20

5.4.4 Alternating Series

Definition 8:

X
If {an } is a sequence of positive terms, then (1)n+1 an is called an alternating series.
n=1

The Alternating Series Test


X
X
If un satisfies each of the following three conditions, then un converges:
n=1 n=1

X
(i) un is an alternating series,
n=1

(ii) lim un = 0, and


n

(iii) |un+1 | |un |.

Proof:
Write un = (1)n+1 an , where each an > 0. Part (iii) now states that 0 < an+1 an . We construct two
sequences as follows:
s2n = (a1 a2 ) + (a3 a4 ) + + (a2n1 a2n ) and
s2n+1 = a1 (a2 a3 ) (a4 a5 ) (a2n a2n+1 ).

Each term in each pair of parentheses is positive, since an > an+1 .


Thus, {s2n } is monotonically increasing, while {s2n+1 } is monotonically decreasing. Further,
s2n > 0 and s2n+1 < a1 .
But
s2n+1 = s2n + a2n+1 = s2n < s2n+1 .
Hence, we have
0 < s2n < s2n+1 < a1 .

That is, the monotonic sequences {s2n } and {s2n+1 } are, respectively, bounded below by 0 and above
by a1 . By the Monotone Convergence Theorem, each of these sequences therefore converges.
Also, by (ii), lim an+1 = 0. Using the equation s2n+1 = s2n + a2n+1 , we have
n
lim s2n+1 = lim (s2n + a2n+1 )
n n
= lim s2n + lim a2n+1
n n
= lim s2n .
n

We conclude that the sequences {s2n } and {s2n+1 } both converge to the same limit. Therefore {sn } also
converges to this limit.


X
X
Corollary: If un satisfies the conditions of the Alternating Series Test, and if un = L, then
n=1 n=1
|Rn | = |L sn | |un+1 |.
Page 5-21

Proof:
Using the notation in the proof of the Alternating Series Test, we have
X
X
Rn = uk = (1)k ak , where each ak > 0.
k=n+1 k=n+1
Now
Rn = (1)n+1 [an+1 an+2 + an+3 an+4 + an+5 ].
We rewrite Rn as follows:
Rn = (1)n+1 [an+1 (an+2 an+3 ) (an+4 an+5 ) ] (1)
Rn = (1)n+1 [(an+1 an+2 ) + (an+3 an+4 ) + ] (2)
In either case, each term in each pair of parentheses is positive. We conclude from case (1) that the
expression in the square brackets is less than or equal to an+1 , and from case (2) that the expression in
the square brackets is positive.

Thus, we have |Rn | an+1 = |un+1 |.

Example:

X (1)n+1 n
Does converge absolutely, converge conditionally, or diverge?
n=1
n2 + 1

Solution:
STEP 1: We apply the nth term test. As for the example in section 5.3.1,
1
lim |un | = lim = 0.
n n n + 1
n

X
Therefore, the nth term test gives no information about the convergence of un .
n=1

X
STEP 2: Does un converge absolutely?
n=1
X X n
Consider |un | = 2+1
.
n=1 n=1
n
As shown in the examples from sections 5.3.1 to 5.3.3, this series diverges.

X (1)n+1 n
Thus, does not converge absolutely.
n=1
n2 + 1

X
STEP 3: Does un converge conditionally?
n=1
The only tests for conditional convergence are the definition of a series and the
alternating series test. We will try the alternating series test.

X (1)n+1 n
(i) alternates.
n=1
n2 + 1
(ii) STEP 1 shows that lim un = 0.
n
(iii) We must show that |un+1 | |un |:
1 1 1 1
n + (n + 1) + = 1
n n+1 (n + 1) + n+1 n + n1
n+1 n
= 2 .
(n + 1)2 + 1 n +1
Thus, |un+1 | |un |.

X (1)n+1 n
So converges (as it stands) by the alternating series test.
n=1
n2 + 1
Page 5-22


X (1)n+1 n
STEP 4: Since converges, but does not converge absolutely, it converges
n=1
n2 + 1
conditionally.

Example:

X (1)n+1 n
Determine an upper bound for the remainder if the first 4 terms of are used to approximate
n=1
n2 + 1
the exact value of the series.

Solution:
Since the series satisfies the conditions of the Corollary, we have
|Rn | |un+1 |.
Letting n = 4, we have
(1)6 5

|R4 | |u5 | = 2 = 5 .
5 + 1 26
The interpretation of this answer is that if we let

X (1)n+1 n
L= ,
n=1
n2 + 1
and calculate
1 2 3 4 14
s4 = + =
2 5 10 17 85
as an approximation to the exact value L, then
14 5
|R4 | = |L s4 | = L .
85 26

5.4.5 Summary
X
Let un be a given series. We wish to answer the question:
n=1
X
Does un converge absolutely, converge conditionally, or diverge?
n=1


X
STEP 1: Does un converge absolutely?.
n=1
X
We answer by applying the results of the Summary given in Section 5.3.6 to |un |.
n=1
X X
If un converges absolutely, then by Theorem 7, un converges (as it stands).
n=1 n=1


X
STEP 2: If un does not converge absolutely, then it may either converge conditionally or diverge.
n=1

To test for conditional convergence, we have only the alternating series test or (worst case) the
definition of a series.

X
The divergence of un may be shown by the nth term test (this test is included in STEP 1),
n=1
by being greater than 1 in the Ratio Test for Absolute Convergence (this test is also included
in Step 1), or by using the definition of a series.
Page 5-23

Exercise 5J
1. Determine whether the following series con- 1 2 3 4
(g) 2 + 2 2 +
verge absolutely, converge conditionally, or 12
+1 2 +1 3 +1 4 +1
diverge: 1 2 3 4
(h) + +
1 1 1 1 2! 3! 4! 5!
(a) + +
12 23 34 45 1 22 23 24
1 1 1 1 (i) 2 + 3 4 +
(b) + + e e e e
2 ln 2 3 ln 3 4 ln 4 5 ln 5 1 2 3
1 1 1 1 (j) 1 + +
(c) + + 2 3 4
2 2 3 3 4 4 5 5
1 1 1 2. Determine an upper bound for the remainder
(d) +
2
2 1 2
3 1 2
4 1 if (i) the first 5 terms, (ii) the first 10 terms,
2 3 4 of the convergent series given in 1(b), (c),
(e) 1 2 + 3 4 + and (e), are used as approximations of the
2 2 2
1 1 1 exact values.
(f) 1 + +
2! 3! 4!

Exercise 5K (Revision Exercise)

1. (a) State what is meant by a series. (b) Write down the values of x for which

(b) What is meant by saying a series con- X
the series xn1 converges.
verges?
n=1
(c) Using only (a) and (b), determine if the
4. Prove that the sequence {vn } and the series
X 1
series 2
converges. (Hint: Use
k 1
X
k=2 (vk+1 vk ) either both converge, or both
partialfractions). k=1
diverge.
(d) Using only (a) and (b), determine if the
 
X 1
series ln 1 2 converges.
X
n 5. If an > 0 and an converges, prove that
n=2 n=1

2. Determine whether the following statements
X 1
diverges.
are true or false. If true, quote the appropri- a
n=1 n
ate theorem; if false, give a counterexample.

Let {un } be a sequence.
X
6. Does the series (1)n tanh n converge or
(a) If lim un = 0, n=1
n
X diverge?
then un converges.
n=1 7. Determine if the series whose nth terms are

X as given, converge absolutely, converge con-
(b) If un converges, ditionally, or diverge.
n=1
then {un } converges. 1
(a)
ln(n + 1)
(c) If {un } converges,
(1)n n
X (b)
then un converges. 2(n + 1)(n + 2)
n=1
n+1 n
(c)
3. (a) Write down the values of x for which n
the sequence {xn } 1
(d) , n2
(i) converges, n(ln n)2
(ii) diverges. continued next page...
Page 5-24

1 + (2)n1 verges conditionally, or diverges. If the series


(e) converges, determine an upper bound for the
2n
(1)n n error if the sum of the first 10 terms is used
(f) as an approximation of the exact value.
1000n2 + 1
en
(g) (1)n 10. By considering the following examples, show
n!
1 that the Comparison Ratio Test fails if
(h) un 1

n n2 + 1
X
lim = . Let cn = 2 ; we know cn
n cn n
ln n n=1
(i) (1)n 2 is a convergent series.
n
  1 un
n n+1 (a) Let un = 3/2 . Show that lim
(j) (1) n n cn
n! does not exist.
X
 
8. Find the sum of the convergent series By Ex 5E, Q1(c), un converges.
n=1
X 1
. 1 un
(n + 1)(n + 2) (b) Let un = . Show that lim does
n=1 n n cn
not exist.

9. Using the result in problem 7(a), determine X 
un is a known divergent series.
X (1)n
if converges absolutely, con- n=1
n=1
ln(n + 1)

5.5 POWER SERIES


In this section, we are concerned with the following problem:

X
If {an } is a sequence of real numbers, determine the values of x for which the series an xn converges.
n=0

Definition 8:

X
Let {an } be a sequence in R. Then the series an (x b)n is called a power series in
n=0

X
(x b). When b = 0, we say that an xn is a power series in x, or simply a power
n=0
series.

1
As an example, consider the series {an } given by an = n ; the associated power series is given by
2

X X xn
an xn = .
n=0 n=0
2n

Theorem 8:

X
If the power series an xn converges for a number x1 6= 0, then it converges absolutely
n=0
for all numbers x such that |x| < |x1 |.
Page 5-25

Proof:

X
Suppose that an xn1 converges. By the nth term test, lim an xn1 = 0. Thus, there is an n0 Z+ such
n
n=0
that |an xn1 | < 1 if n > n0 .

x
For any x R for which |x| < |x1 |, i.e., < 1, we have for all n > n0 ,
x1
n n
x x
|an xn | = |an xn1 | < .
x1 x1

X x n
is a convergent geometric series, since r = x < 1.

But x1 x1
n=0

X
So an xn converges absolutely for all numbers x such that |x| < |x1 |, by the Comparison Test.
n=0

Corollary:

X
If the power series an xn diverges when x = x2 , then it diverges for all x such that |x| > |x2 |.
n=0

Proof:

X
If x R, an xn either converges or diverges.
n=0

X
We will show that if |x| > |x2 |, then an xn cannot converge. Thus, it must diverge for |x| > |x2 |.
n=0

X
X
Suppose that an xn converges for some x such that |x| > |x2 |. By Theorem 8, an xn must also
n=0 n=0
converge for x2 .

But this is contrary to the known fact that the series diverges for x2 .

Thus, the series must diverge for all x such that |x| > |x2 |.

Example:

X xn
For what values of x does the series converge?
n=1
n
Solution:
un+1
STEP 1: Compute = lim :
n un
n+1
x n
= lim . n
n n + 1 x
n
= lim |x|.
n n+1
n
= |x| lim
n n + 1
= |x|.

STEP 2: Determine the values of x for which < 1. By the Ratio Test, the series will
converge absolutely for these values of x. Now = |x|, so

<1 if x < 1,
and so the series converges absolutely if |x| < 1, i.e. if x (1, 1).
Page 5-26

STEP 3: Determine the values of x for which = 1. Since the ratio test fails for these
values of x, these end points must be checked individually. Since = |x|,
= 1 when |x| = 1, i.e., when x = 1 or x = 1.

X 1
Check x = 1: The series becomes .
n=1
n
This is the harmonic series, which is a known divergent series.
Thus, the series diverges when x = 1.

X (1)n
Check x = 1: The series becomes .
n=1
n
This is the alternating harmonic series, which is a known conditionally
convergent series. Thus, the series converges when x = 1.

STEP 4: Write down the interval of convergence:



X xn
converges if x [1, 1).
n=1
n

Consequences

X an+1
Let an xn be a power series for which = |x| lim exists.
n=0
n an
Then exactly one of the following cases must hold:

X
(i) an xn converges only for x = 0;
n=0

X
(ii) an xn converges for all x R; or
n=0

X
(iii) there is a positive number r (determined by the ratio test) such that an xn converges abso-
n=0

X
lutely if |x| < r, and diverges if |x| > r. (In this case the convergence or divergence of an xn
n=0
at the end points given by |x| = r must be checked individually.)

Thus, the region in which a power series converges will always be {0}, or R, or an interval of one of
the forms (r, r), [r, r), (r, r] or [r, r], for some positive number r. This fact justifies the following
definition.

Definition 9:
The region in which a power series converges is called the interval of convergence of the
power series.

Examples which illustrate the possibilities will be given in lectures.


Page 5-27

Exercise 5L
1. Determine all the values of x for which the 1 1
(h) (x + 2) (x + 2)2 + (x + 2)3
following power series converge: 2 3
x x2 x3 x4 (x 3)2 (x 3)3
(a) + + (i) (x 3) + + +
12 23 34 45 2 2! 3 3!
2 3 4
x x x 2. Using a technique similar to that illustrated
(b) 1 + x + + + +
2! 3! 4! in the previous example, determine the in-
x3 x5 x7 terval of convergence of the following series.
(c) x + +
3! 5! 7!    2  3
1 1 2 1 3 1
x2 x4 x6 (a) 1 + +
(d) 1 + + 2 x 4 x 8 x
2! 4! 6!
3 4
(e) x + 22 x2 + 32 x3 + 42 x4 + (b) 2 + +
3(x + 1) 9(x + 1)2
x x2 x3 x4
(f) 1 + + 5
13 24 35 46 + +
27(x + 1)3
(x 1) (x 1)2 (x 1)3
(g) + +
1 2 3