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MAT455

FURTHER CALCULUS FOR ENGINEERS

CHAPTER 1 : SEQUENCES AND SERIES

Introduction to sequences

 A sequences can be defined as an unending succession of numbers


 The numbers in an sequence are called the term of the sequence
 A sequence can be represented by a formula and can be written in bracket notation,
𝑛=∞
Eg: 𝑎𝑛 𝑛=1 = 𝑎1 , 𝑎2 , 𝑎3 , … … … …

Sequence can be classified into 2 groups:

1) Finite sequence : a sequence that contains finite number of terms.


𝑛=𝑘
Eg: 𝑎𝑛 𝑛=1 = a1 , a2 , a3 , ………, ak

2) Infinite sequence : a sequence with infinite number of terms.


𝑛=∞
Eg: 𝑎𝑛 𝑛=1 = a1 , a2 , a3 , ………

Definition
𝑛=∞
1) A sequence 𝑎𝑛 𝑛=1 is said to converge iff

lim an = L
n→∞

2) A sequence that does not converge to some finite number is said to be divergent

lim an = ∞
n→∞

Theorem

If lim𝑥→∞ 𝑓 𝑥 = 𝐿 and f(n) = an when n is an integer, then lim𝑛→∞ 𝑎𝑛 = 𝐿.


Example

Determine whether the following sequences converge or diverge.

𝑛 ∞
a)
𝑛+1 𝑛=1


𝑛2
b) 2𝑛−1 𝑛=1

ln 𝑛 ∞
c) 𝑛 𝑛=1

Solution
a) Divide the numerator and denominator by the highest power of n and then use the Limit Laws.
𝑛 𝑛/𝑛 1 lim 1
𝑛→∞
lim = lim = lim =
𝑛→∞ 𝑛 + 1 𝑛→∞ 𝑛 1 𝑛→∞ 1 + 1/𝑛 lim 1 + lim 1/𝑛
𝑛+𝑛 𝑛→∞ 𝑛→∞

1
= 1+0 = 1

𝑛 ∞
Hence, the sequence 𝑛+1 𝑛=1
converge. (The sequence converge to 1)

𝑛2 𝑛 2 /𝑛 2 1 lim 𝑛 →∞ 1 1
b) lim𝑛→∞ = lim𝑛→∞ 2𝑛 1 = lim𝑛→∞ 2 1 = 2 1 = =∞
2𝑛−1 − − lim 𝑛 →∞ +lim 𝑛 →∞ 2 0
𝑛2 𝑛2 𝑛 𝑛2 𝑛 𝑛


𝑛2
Hence, the sequence 2𝑛−1 𝑛=1
diverge.

ln 𝑛
c) In finding lim𝑛→∞ , notice that both numerator and denominator approach infinity as n→∞.
𝑛
We cannot apply L’H𝑜pital’s Rule directly because it applies not to sequences but to functions of
a real variable.

L’H𝑜pital’s Rule or L’Hospital’s Rule:


𝑓(𝑥) 0 ∞ 𝑓 𝑥 𝑓′ (𝑥)
If 𝑙𝑖𝑚⁡𝑔(𝑥) results in the indeterminate 0
or ∞ then 𝑙𝑖𝑚 𝑔 𝑥
= 𝑙𝑖𝑚⁡𝑔′ (𝑥) .

ln 𝑥
However, we can apply L’H𝑜pital’s Rule to the related function f x = 𝑥
and obtain
ln 𝑥 1/𝑥
lim = lim =0
𝑥→∞ 𝑥 𝑥→∞ 1

Theorem: If 𝑙𝑖𝑚𝑥→∞ 𝑓(𝑥) = 𝐿 and f(n) = an when n is an integer, then 𝑙𝑖𝑚𝑛→∞ 𝑎𝑛 = 𝐿

ln 𝑛
Therefore, lim𝑛→∞ 𝑛
=0

ln 𝑛 ∞
Hence, the sequence 𝑛 𝑛=1
converge. (The sequence converge to 0)

NOTE:
0 −1 < 𝑟 < 1
𝑥
1. lim𝑥→∞ 𝑟 = 1 𝑟=1
∞ 𝑟 >1

𝑥+𝑘 𝑥
2. lim = 𝑒𝑘
𝑥→∞ 𝑥

𝑥 𝑥
3. lim = 𝑒 −𝑘
𝑥→∞ 𝑥+𝑘

Definition
A sequence 𝑎𝑛 is called increasing if an < an+1 for all n ≥ 1, that is a1 < a2 < a3 <…. It is called
decreasing if an > an+1 for all n ≥ 1. It is called monotonic if it is either increasing or decreasing

Example
Show that each of the following sequence is decreasing
3 𝑛
a) 𝑛+5 b) 𝑛 2 +1

Solution
3
a) an+1 = 𝑛+6

3 3
> ⇒ an > an+1 ⇒ the sequence is decreasing.
𝑛+5 𝑛+6
𝑛 +1
b) an+1 = (𝑛+1)2 +1

𝑛 𝑛 +1
We must show that an > an+1⇒ >
𝑛 2 +1 (𝑛+1)2 +1

By cross multiplication
𝑛 𝑛+1
𝑛 2 +1
> (𝑛+1)2 +1
⇔ n(n2 +2n + 2) > (n + 1)(n2 +1)

⇔ n3 + 2n2 + 2n > n3 + n2 + n + 1

⇔ n2 + n > 1

Since n ≥ 1, we know that the inequality n2 + n > 1 is true, therefore an > an+1 and hence, the
sequence {an} is decreasing.
Infinite series

𝑛=∞
If we add the terms of an infinite sequence 𝑎𝑛 𝑛=1 we will get an expression of the form

a1 + a2 + a3 + …………

which is called an infinite series (or just series) and is denoted by

𝑛=∞
𝑛=1 𝑎𝑛

Definition

An infinite series is the summation of terms in an infinite sequence.

If Sn is the summation of n terms, then


S 1 = a1
S 2 = a1 + a2
S3 = a1 + a2 + a3 etc

The number Sn is called the nth partial sum of the series and {Sn} is the sequence of partial
sum.

Definition
Given a series 𝑛=∞
𝑛=1 𝑎𝑛 = a1 + a2 + a3 + …………, and let Sn denote its nth partial sum,

𝑛
Sn = 𝑖=1 𝑎𝑖 = a1 + a2 + a3 + …………+ an

If the sequence of the partial sum {Sn} is convergent and lim𝑛→∞ 𝑆𝑛 = 𝑠 exist as a real number, then
the series 𝑛=∞
𝑛=1 𝑎𝑛 is called convergent and we write

𝑛=∞
a1 + a2 + a3 + …………= s or 𝑛=1 𝑎𝑛 = s

The number s is called the sum of the series. Otherwise the series is called divergent.
𝑛=∞
Thus the sum of a series is the limit of the sequence of the partial sums. So when we write 𝑛=1 𝑎𝑛 = s, we mean that by adding
sufficiently many terms of the series, we can get as close as we like to the number s.
Types of series

1) The Geometric series:


∞ 𝑛−1
𝑛=1 𝑎𝑟 = a + ar + ar2 + ar3 + ….

∞ 𝑛−1 𝑎
is convergent if 𝑟 < 1 and its sum is 𝑛=1 𝑎𝑟 = 1−𝑟 .

If 𝑟 > 1, the geometric series is divergent.

Example
Determine whether the following series is convergent or divergent
∞ 3 ∞ 2𝑛 ∞ 3 𝑛−1
a) 𝑛=1 2𝑛 b) 𝑛=1 100 c) 𝑛=1 2 4

2) The Harmonic series:

∞ 1 1 1
𝑛=1 𝑛 =1+ 2
+3 +⋯ is a divergent series

3) The p-series (also known as hyperharmonic series)

∞ 1 1 1
𝑛=1 𝑛 𝑝 =1+ 2𝑝
+ 3𝑝
+ … . . , where p > 0

i) converges if p > 1

ii diverges if 0 < p ≤ 1

Example
Determine if the following series is convergent or divergent
1 1 2 1
a) ∞ 𝑛=1 𝑛 3 b) ∞ 𝑛=1 3 c) ∞𝑛=1 3𝑛 + 𝑛
𝑛 𝑛

4) Telescoping Series
∞ 𝑎
Series of the form 𝑛=1 𝑓 𝑛 𝑔(𝑛) known as the telescoping series can be written in the form of
∞ 𝐴 𝐵
𝑛=1(𝑓 𝑛 +𝑔 𝑛
) using the method of partial fraction.

Example

∞ 1
Show that the series 𝑛=1 𝑛 (𝑛+1) is convergent and find its sum.
Example

∞ 3
Show that the series 𝑛=1 (𝑛+3) (𝑛+4) is convergent and find its sum.

Theorem


If 𝑛=1 𝑎𝑛 and ∞ 𝑛=1 𝑏𝑛 are convergent series then the series

𝑛=1 𝑐𝑎𝑛 where 𝑐 is a constant,
∞ ∞
𝑛=1(𝑎𝑛 + 𝑏𝑛 ) and 𝑛=1(𝑎𝑛 − 𝑏𝑛 ) and

∞ ∞
a) 𝑛=1 𝑐𝑎𝑛 = 𝑐 𝑛=1 𝑎𝑛
∞ ∞ ∞
b) 𝑛=1(𝑎𝑛 ± 𝑏𝑛 ) = 𝑛=1 𝑎𝑛 ± 𝑛=1 𝑏𝑛

Note :
a) Converges ± Converges → Converges
b) Converges ± Diverges → Diverges
c) Diverges ± Converges → Diverges
d) Diverges ± Diverges → No conclusion

Example :

Determine whether the following series converges or diverges.

∞ 2 3
a) 𝑛=1 3𝑛 −6
𝑛+1
∞ 3 𝑘 2
b) 𝑛=1 +
2 𝑘
∞ 1 1 𝑛
c) 𝑛=1 5𝑛 −1 +2 3
Tests for Convergence

We have discussed the method of determining the convergence and divergence of a


particular series by first writing the nth partial sum, Sn, of the series in closed form, and
then investigate the lim𝑛→∞ 𝑆𝑛 .

However, some series cannot be written in the closed form. Thus, the following tests are
used to determine the convergence and divergence of these series.

A) The Divergence Test

Theorem
𝑛=∞
i) If lim𝑛→∞ 𝑎𝑛 ≠ 0 , the series 𝑛=1 𝑎𝑛 diverges.
𝑛=∞
ii) If lim𝑛→∞ 𝑎𝑛 = 0 , the series 𝑛=1 𝑎𝑛 may either converge or
diverge.

Note: if you can see at a glance that 𝑙𝑖𝑚𝑛→∞ 𝑎𝑛 ≠ 0, then the Divergence Test should be used

Example
Use the Divergence Test to determine if the following series is divergent.

1 𝑛
∞ 𝑛 ∞ ∞ 𝑒
a) 𝑛=1 2 b) 𝑛=1 2𝑛 c) 𝑛=1 𝑛

∞ 𝑛 ∞ 𝑛2
d) 𝑛=1 ln ⁡ e) 𝑛=1 5𝑛 2 +4
(𝑛+1)

B) The Integral Test

Theorem
Suppose f is a continuous, positive, decreasing function on [1 , ∞ and let an = f(n). Then the

series 𝑛=∞
𝑛=1 𝑎𝑛 is convergent if and only if the improper integral 1 𝑓 𝑥 𝑑𝑥 is convergent.
In other words

∞ 𝑛=∞
i. If 1
𝑓 𝑥 𝑑𝑥 is convergent, then 𝑛=1 𝑎𝑛 is convergent.

∞ 𝑛=∞
ii. If 1
𝑓 𝑥 𝑑𝑥 is divergent, then 𝑛=1 𝑎𝑛 is divergent.


Note: i) an = f(n), where If 1
𝑓 𝑥 𝑑𝑥 is easily evaluated, the the Integral Test is effective.
∞ 𝑡
ii) If 𝑎
𝑓 𝑥 𝑑𝑥 = 𝑙𝑖𝑚𝑡→∞ 𝑎
𝑓(𝑥) 𝑑𝑥
Example
Use the Integral Test to determine if the following series is convergent or divergent.
1 ln 𝑛 𝑛 1
a) ∞ 𝑛=1 𝑛 3 b) ∞ 𝑛=1 𝑛 c) ∞ 𝑛=1 𝑒 𝑛 d) ∞ 𝑛=1 𝑛 +1 ln ⁡
(𝑛+1)

C) The Comparison Test


- the idea is to compare a given series with a series that is known be convergent or
divergent (eg: p-series, geometric series)

Theorem
Suppose that 𝑎𝑛 and 𝑏𝑛 are series with positive terms.

i) If 𝑏𝑛 is convergent and 𝑎𝑛 ≤ 𝑏𝑛 for all n, then 𝑎𝑛 is also convergent.

ii) If 𝑏𝑛 is divergent and 𝑎𝑛 ≥ 𝑏𝑛 for all n, then 𝑎𝑛 is also divergent.

Tips for applying the comparison test

1. Delete the constant in the denominator of an (as this will not affect the convergence or
divergence of the series).

2. If the numerator or the denominator of an appears in a polynomial form, eliminate all


except for the term with the highest power.

3. Make a guess as to whether the series converge or diverge.

- if the guess is convergence, then, choose a bigger series for comparison.


- if the guess is divergence, then choose a smaller series for comparison.
The Comparison Test works well for comparing “messy” algebraic series to a p-series,
geometric series or any other series that is known to converge. In choosing an appropriate
p-series, we must choose one with an nth term of the same magnitude as the nth term of
the given series.
1 1
Eg: 1. If 3𝑛 2 −4𝑛+5
, compare with 𝑛2
.

1 1
2. If 3𝑛−2
, compare with 𝑛 1/2
.

𝑛 2 −10 1
3. If , compare with .
4𝑛 5 +𝑛 3 𝑛3

𝑛 1
4. If , compare with .
𝑛 3 +3 𝑛

1 1
5. If , compare with .
2𝑛 +1 2𝑛

Example
Use the Comparison Test to determine if the series converges or diverges.

∞ 1 ∞ 5
a) 𝑛=1 2+3𝑛 b) 𝑛=1 2𝑛 2 +4𝑛+3

𝑛
∞ 5 +1 ∞ 1
c) 𝑛=1 2𝑛 −1 d) 𝑛=1 2+ 𝑛

D) The Limit Comparison Test

Theorem
Suppose that 𝑎𝑛 and 𝑏𝑛 are series with positive terms. If

𝑎𝑛
lim𝑛→∞ =𝑐
𝑏𝑛

Where c is a finite number and c > 0, then either both series converge or both diverge.
Example
Use the Limit Comparison Test to determine whether the series converge or diverge.

1 2 𝑛
∞ ∞ 2𝑛 + 3𝑛 ∞ 1 ∞ 1+ 2
a) 𝑛=1 2𝑛 −1 b) 𝑛=1 c) 𝑛=1 𝑛 2 + 1 d) 𝑛=1 1 + 3𝑛
5 + 𝑛5

E) The Ratio Test

Theorem

∞ 𝑎 𝑛 +1
Let 𝑛=1 𝑎𝑛 be a series with positive terms such that lim𝑛→∞ 𝑎𝑛
=L


i) If L < 1, then the series 𝑛=1 𝑎𝑛 is convergent.


ii) If L > 1, then the series 𝑛=1 𝑎𝑛 is divergent.

iii) If L = 1, then the Ratio test is inconclusive; that is no conclusion can be drawn
about the convergence or divergence of the series ∞ 𝑛=1 𝑎𝑛 .

Note: this test is usually used when 𝑎𝑛 involves factorials or n th power.

Example

Use the Ratio Test to determine if the following series is convergent or divergent.
2 2𝑛 −1
∞ 𝑛 ∞ 1 ∞ 𝑛 +1 ! ∞ 𝑛! ∞
a) 𝑛=1 2𝑛 b) 𝑛=1 2𝑛 ! c) 𝑛=1 2𝑛 𝑛 2 d) 𝑛=1 2𝑛 +1 ! e) 𝑛=1 3𝑛 (𝑛+1)
1.4 Alternating series

The convergence tests that we have looked at so far apply only to series with positive terms. An
alternating series is a series whose terms are not all positive, but alternate in sign (alternately
positive and negative).

F) The Alternating Series Test (AST)

Theorem 6
The series of the form

∞ 𝑛
𝑛=1(−1) 𝑎𝑛 = −𝑎1 + 𝑎2 − 𝑎3 + 𝑎4 … … … .

∞ 𝑛+1
Or 𝑛=1(−1) 𝑎𝑛 = 𝑎1 − 𝑎2 + 𝑎3 − 𝑎4 … … … .

converges if i) an+1 ≤ an for all n ( the sequence an is decreasing)


ii) lim𝑛→∞ 𝑎𝑛 = 0.

Otherwise, the series diverges.

Example 1
Determine if the following series converge or diverge.

𝑛 −1 𝑛 𝑛 +1 2
∞ (−1) ∞ (−1) 3𝑛 ∞ (−1) 𝑛
a) 𝑛=1 b) 𝑛=1 4𝑛−1 c) 𝑛 =1
𝑛 𝑛 3 +1

1.4.1 Absolute Convergence

We have convergence tests for series with positive terms and for alternating series. But what if
the signs of the terms switch back and forth irregularly? We will see that the idea of absolute
convergence sometimes helps in such cases.

Given any series 𝑎𝑛 , we can consider the corresponding series


𝑛=1 𝑎𝑛 = 𝑎1 + 𝑎2 + 𝑎3 + 𝑎4 +…….

whose terms are the absolute values of the terms of the original series.
Definition 5
A series 𝑎𝑛 is called absolutely convergent if the series of absolute values 𝑎𝑛 is convergent.

Note: if 𝑎𝑛 is a series with positive terms, then 𝑎𝑛 = 𝑎𝑛 and so absolute convergence is the
same as convergence in this case.

Example 2
The series
𝑛 −1
∞ (−1) 1 1 1
𝑛=1 = 1 − 22 + 32 − 4 2 +………..
𝑛2

is absolutely convergent because

∞ (−1)𝑛 −1 ∞ 1 1 1 1
𝑛=1 = 𝑛=1 𝑛 2 = 1+ + 32 + 4 2 … … …
𝑛2 22

is a convergent p-series (p = 2).

Definition 6
A series 𝑎𝑛 is called conditionally convergent if it is convergent but not absolutely convergent.

Example 3
We know that the alternating harmonic series

𝑛 −1
∞ (−1) 1 1 1
𝑛=1 =1−2+ − ………
𝑛 3 4

is convergent (as discussed earlier), but it is not absolutely convergent because the corresponding
series of absolute values is

∞ (−1)𝑛 −1 ∞ 1 1 1 1
𝑛=1 = 𝑛=1 𝑛 =1+2+ + ………
𝑛 3 4
is a divergent harmonic series.
(apply AST to check for conditional convergence)

Example 4
Determine whether the following series is absolutely convergent, conditionally convergent, or
divergent.

𝑛 3 𝑛 +1 𝑛
∞ (−1) 𝑛 ∞ (−1) ∞ (−1) 𝑛
a) 𝑛=1 b) 𝑛=1 4 𝑛 c) 𝑛=1 5 + 𝑛
3𝑛
TRY THIS

𝑘
∞ (−1) 𝑘
Determine whether the series 𝑘=1 𝑘 2𝜋 +4 converges absolutely, converges conditionally or
diverges.

(Ans: absolute convergence)

FLOW CHART OF STEPS TO CHECK THE CONVERGENCE OF SERIES

Regular/Irregular alternate series


or positive series
(original series)

Consider

𝑛=1 𝑎𝑛

Test the convergence of


the series

converges diverges


𝑛=1 𝑎𝑛 converges, thus Check using AST for Satisfy both conditions
original series converges conditionally convergence
absolutely

Not satisfy both Original series


conditions converges
conditionally

Original series
diverges
POWER SERIES

A power series is a series of the form


𝑛=0 𝑐𝑛 𝑥 𝑛 = 𝑐0 + 𝑐1 𝑥 + 𝑐2 𝑥 2 + 𝑐3 𝑥 3 +……….

where x is a variable and the 𝑐𝑛 ′𝑠 are constants called the coefficients of the series.

A power series may converge for some values of x and diverge for other values of x.
The convergence interval can be obtained by first using the ratio test for absolute convergence
and supplemented by other tests for the endpoints of the convergence interval.

Example
𝑛
∞ (𝑥−3)
a) For what values of x is the series 𝑛=1 converge?
𝑛

𝑛 𝑛
∞ (−3) 𝑥
b) Find the interval of convergence for 𝑛=1 .
𝑛+1

𝑛
∞ 𝑛 (𝑥+2)
c) Find the interval of convergence for 𝑛=1 3𝑛 +1 .

∞ 𝑛
d) For what values of x is the series 𝑛=1 𝑛! 𝑥 convergent?

e) Find the domain of the Bessel function of order 0 defined by

𝑛 2𝑛
∞ (−1) 𝑥
𝐽0 𝑥 = 𝑛=0 22𝑛 (𝑛!)2

TRY THIS

∞ −2 𝑘+1 (𝑥−1)𝑘
Determine the interval of convergence for the series 𝑘=1 . (Ans: (-1,3])
4 𝑘 (𝑘+1)

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