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ii
CONTENTS
Introduction v
1 Indefinite Integral 2
1.1 Primitive, Antiderivative and Indefinite Integral. . . . . . . . . . . . . . . . . . . . . 2
1.2 Table of Elementary Integrals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
1.3 Integration by Substitution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
1.4 Integration by Parts . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
1.5 Integration of Rational Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
1.6 Integrating of rational function F in some usual
Z functions . . . . . . . . . . . . . . . 11
1.6.1 Rational function in sine and cosine F (sin x, cos x) dx. . . . . . . . . . . . . 11
Z
1.6.2 Rational function in sine hyperbolic and cosine hyperbolic F (sinh x, cosh x) dx. 12
√
Z p
1.6.3 2
Rational function in x and ax + bx + c i.e F (x, ax2 + bx + c) dx. . . . 12
1.7 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13
4 Series 49
4.1 Numerical Series. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 49
4.2 Alternating Series. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 59
iii
4.3 Ratio And Root Test. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 61
4.4 Abel’s Summation By Parts. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 62
4.5 Rearrangements . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 64
4.6 Cauchy Product. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 65
4.7 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 67
iv
INTRODUCTION
v
vi
1
CHAPTER 1
INDEFINITE INTEGRAL
1.2 Remark. If I is any subset of R, not necessarily interval, and F 0 (x) = f (x) for all x ∈ I,
then F is said to be an antiderivative of f on I.
1.3 Example. Let F (x) = ln |x| and f (x) = x1 . Then; (a)F is a primitive of f on ]0, ∞[, (b)F is
a primitive of f on ] − ∞, 0[, (c)F is an antiderivative of f on ] − ∞, 0[∪]0, ∞[.
1.4 Remark. If F (x) is a primitive of f on I, then for any constant c ∈ R, we have F (x) + c is
also a primitive of f on I.
Proof. Since (F (x) + c)0 = (F (x))0 = f (x) for all x ∈ I, then F (x) + c is a primitive of f on I.
1.5 Property. If F and G are two primitives of f on I, then there exists c ∈ R such that F (x) −
G(x) = c for all x ∈ I.
Proof. We have F 0 (x) = G0 (x) = f (x) for all x ∈ I. Then (F (x) − G(x))0 = 0 for all x ∈ I. Since
I is an interval, then there exists c ∈ R such that F (x) − G(x) = c.
From this property one can deduce that; If F is a primitive of f on I, then the set of all
primitives of f on I is {F (x) + c : c ∈ R}.
1.6 Remark. The difference between two antiderivatives is not necessarily a constant. F1 (x) =
arctan x and F2 (x) = − arctan x1 are two antiderivatives of f (x) = 1+x
1 ∗
2 on R , but F1 (x) =
π π
F2 (x) + 2 if x > 0 and F1 (x) = F2 (x) − 2 if x < 0.
2
1.7 Definition. The set {F (x) + c : c ∈ R} of all primitivesZ of f on I is said to be an indefinite
integral of the function f w.r.t x on I and it is denoted by f (x) dx and we weite
Z
f (x) dx = F (x) + c.
Z
The symbol is the integral sign, f (x) is called the integrand, x stands for variable of
Z
integration, c is called constant of integration and f (x) dx is called integral (indefinite integral)
of f w.r.t x. The presence of indefinite constant c justifies the name indefinite integral.
Z Z
Proof. Since [λ f (x) dx + µ g(x) dx]0 = [λF (x) + µG(x)]0 = λf (x) + µg(x) for all x ∈ I, then
Z Z Z
[λf (x) + µg(x)] dx = λ f (x) dx + µ g(x) dx.
This
Z property can be generalized to the form: Z Z Z
[λ1 f1 (x) ± λ2 f2 (x) ± · · · ± λn fn (x)] dx = λ1 f1 (x) dx ± λ2 f2 (x) dx ± · · · ± λn fn (x) dx.
Note that,
there are non continuous functions which admit primitives. For example
x2 sin x1 , if x =6 0;
F (x) = is differentiable on R but it is not of class C 1 .
0, If x = 0.
Also note that, even if a primitive for some function f exists, it may not be possible to find a
2
primitive for f explicitly. For example f (x) = ex .
3
Table of primitives of: usual functions(1 − 9), fractional rational functions (10 − 11) and
fractional irrational functions (12 − 14). Here a ∈ R∗ and the case a = 1 is considerable.
Z
f (x) dx = F (x) conditions on x I
Z Z
1
1) x−1 dx = dx = ln |x| x 6= 0 ] − ∞, 0[ or ]0, ∞[
x
Z α+1
x
2) xα dx =
α+1
i)α ∈ R \ {−1} x>0 ]0, ∞[
ii)α ∈ N ··· R
Z iii)α ∈ {−2, −3, · · · , } x 6= 0 ] − ∞, 0[ or ]0, ∞[
3) cos x dx = sin x ··· R
Z
4) sin x dx = − cos x ··· R
Z Z
1
5) 2
dx = (1 + tan2 x) dx = tan x x ∈ R \ { π2 + kπ; k ∈ Z} ]− π
2
+ kπ, π
2
+ kπ[, k ∈ Z
Z cos x
6) ex dx = ex ··· R
Z
7) cosh x dx = sinh x ··· R
Z
8) sinh x dx = cosh x ··· R
Z Z
1
9) 2 dx = (1 − tanh2 x) dx = tanh x ··· R
Z cosh x
dx 1 x
10) 2 2
= arctan ··· R
Z x +a a a
dx 1 x − a
11) 2 − a2
= ln x 6= ±a ]∞ , −|a|[ or ] − |a|, |a|[ or ]|a|, ∞[
x 2a x+a
Z
dx x
12) √ = arcsin |x| < |a| ] − |a|, |a|[
Z a2 − x2 |a|
dx x p
13) √ = arg sinh = ln(x + a2 + x2 ) ··· R
Z 2
a +x 2 a
dx p
14) √ = ln |x + x2 − a2 | |x| > |a| ]∞ , −|a|[ or ]|a|, ∞[
x2 − a2
Z Z
dh i
Proof. Let F be a primitive of f on I. Then f (x) dx = F (u(t)). Hence f (x) dx|x=u(t) =
Z x=u(t) Z dt
d 0 0 0 0
F (u(t)) = F (u(t))u (t) = f (u(t))u (t). Thus f (u(t))u (t) dt = f (x) dx . If in addition
dt x=u(t)
4
u is strictly monotone, then
Z hZ i Z
f (u(t))u0 (t) dt −1 = f (x) dx = F (u(t))|t=u−1 (x) = F (x) = f (x) dx.
t=u (x) x=u(t) t=u−1 (x)
−1 −1 −1 x −1 1−t2
Z Z Z
1−t2 1−t2
te dt = −2te dt = ex dx = e +c= e + c.
2 2 2 2
Z
5. sin3 t cos t dt, we put sin t = x and cos t dt = dx. Hence
x4 sin4 t
Z Z
sin3 t cos t dt = x3 dx = +c= + c.
4 4
√
Z p
6. 1 − x2 dx, we put x = sin t = u(t) and dx = cos tdt. We have f (x) = 1 − x2 is
continuous on I = [−1, 1] and u is differentiable and strictly monotone on J = [− π2 , π2 ] such
that
Z pu(J) = [−1, 1] Z⊆ I. Hence Z Z Z
2
p
2 2 1
1 − x dx = 1 − sin t cos t dt = | cos t| cos t dt = cos t dt = (1+cos(2t)) dt =
2
1 1 1 1 p
[t + sin(2t)] + c = [t + sin t cos t] + c = [arcsin x + x 1 − x2 ] + c.
2 2 2 2
Z
1
7. √ dx, we put x = tan t = u(t) and dx = (1 + tan2 t)dt. We have f (x) =
2
(1 + x ) 1 + x 2
1√
(1+x2 ) 1+x2
is continuous on I = R and u is differentiable and strictly monotone on J =
] − π2 , π2 [ such that u(J) = R ⊆ I. Hence
Z √
1 + tan2 t
Z Z Z
1 1
√ dx = √ dt = √ dt = cos2 t dt =
(1 + x 2 ) 1 + x2 (1 + tan 2 t) 1 + tan2 t 1 + tan 2t
Z Z
x
| cos t| dt = cos t dt = sin t + c = sin(arctan x) + c = · · · = √ + c.
1 + x2
5
1.4 Integration by Parts
1.12 Theorem. Let u and v be two differentiable functions over I. If u0 v admits a primitive on
I, then so is uv 0 and Z Z
u(x)v (x) dx = u(x)v(x) − u0 (x)v(x) dx.
0
We can apply the integration by parts formula if one of the functions is differentiable and the other
one is of class C 1 on I.
How to chose u and v 0 :
Z Z
1
ln x dx = x ln x − x dx = x ln x − x + c.
x
Z
x3
2. x2 ln x dx, we put u(x) = ln x and v 0 (x) = x2 . Then u0 (x) = 1
x and v(x) = 3 . Hence
x3 1 x3 x3 x3
Z Z
x2 ln x dx = ln x − = ln x − + c.
3 x 3 3 9
Z
3. xex dx, we put u(x) = x and v 0 (x) = ex . Then u0 (x) = 1 and v(x) = ex . Hence
Z Z
xex dx = xex − ex dx = xex − ex + c.
6
1.5 Integration of Rational Functions
N (x)
If the integrand f (x) = is a rational function whose numerator N (x) and denominator D(x)
D(x)
are polynomials and degree of numerator is greater than or equal degree of denominator, then
divide the numerator by the denominator and then use the rule:
Numerator Remainder N (x) R(x)
= Quotient + ⇔ = Q(x) +
Denominator Denominator D(x) D(x)
with R(x) a polynomial of degree less than degree of D(x). Therefore
Z Z Z
N (x) R(x)
dx = Q(x) dx + dx.
D(x) D(x)
R(x)
The problem boils down to integrating a rational map in which the numerator’s degree is
D(x)
less than the denominator’s.
4x2 + 4x + 1 25
1.14 Example. = (4x + 12) + .
x−2 x−2
R(x)
From Algebra, can be decomposed uniquely as linear combinations of simple elements of
D(x)
1 ax + b
the form n
and/or 2 with ∆ = p2 − 4q < 0. We discuss the possible situations
(x − a) (x + px + q)n
which will turn out to be fundamental for treating the generic integrand.
1
(a) Primitive of simple elements of first kind: .
Z (x − a)n
1
If n = 1, then dx = ln |x − a| + c.
Z (x − a) Z
1 1
If n ≥ 2, then n
dx = (x − a)−n d(x − a) = + c.
(x − a) (1 − n)(x − a)n−1
ax + b
(b) Primitive of simple elements of second kind: with ∆ = p2 − 4q < 0.
(x2 + px + q)n
ax + b a 2x + p b − ap
2
Note that 2 = + . For the first fraction
(x + px + q)n 2 (x2 + px + q)n( (x2 + px + q)n
d(x2 + px + q) ln(x2 + px + q) + c Ifn = 1,
Z Z
2x + p
dx = = (x2 +px+q)−n+1 For the second
(x2 + px + q)n (x2 + px + q)n −n+1 +c ifn ≥ 2.
Z
1
one, let In = dx. Note that
(x + px + q)n
2
p p2 p2 p 4q − p2
x2 + px + q = x2 + 2 x + − + q = (x + )2 + = t 2 + h2 ,
2 4 4 2 4
r
4q − p2
Z
p 1
where t = x + and h = . Hence In = dt. We can evaluate In by two
2 4 (t2 + h2 )n
ways:
First way: we put t = h tan θ and dt = h(1 + tan2 θ)dθ. Then
Z Z
1 1
In = 2n−1 dθ = cos2n−2 θ dθ.
h (1 + tan2 θ)n−1
x+ p
Z
t
We compute cos2n−2 θ dθ and we replace θ by arctan = arctan q 2 .
h 4q−p2
4
Second way: We compute I1 , then we find a recurrent relation between In and In+1 for
n ≥ 2.
7
x + p2
Z
dt 1 t 1
– I1 = = arctan + c = arctan + c.
t2 + h2
q q
h h 4q−p2 4q−p2
4 4
– To find a relation between In and In+1 , we integrate In by parts.
Z
1 1
In = dt ( put u = 2 and v 0 = 1)
(t2
+h )2 n (t + h2 )n
t2
Z
t
= 2 + 2n dt
(t + h2 )n (t2 + h2 )n+1
Z 2
t t + h2 − h2
= 2 + 2n dt
(t + h2 )n (t2 + h2 )n+1
t 2
= 2 + 2n In − h In+1 .
(t + h2 )n
1 h t i p
Hence, In+1 = 2
(2n − 1)I n + 2 2 n
. Finally, replace t by x + and h by
r 2nh (t + h ) 2
4q − p2
.
4
Here is a version of the Fundamental Theorem of Algebra and the partial fraction decomposition.
1.15 Theorem.
where α, αi , pj , qj are real and ri , sj are integers such that r1 + · · · + rm + 2s1 + · · · + 2sn = d.
The real roots αi of D(x) are distinct and counted with multiplicity ri . The factors x2 +pj x+qj
are pairwise distinct and irreducible over R i.e. ∆ = p2j − 4qj < 0.
R(x) R(x)
2. = can be decomposed
D(x) α(x − α1 ) · · · (x − αm ) (x + p1 x + q1 )s1 · · · (x2 + pn x + qn )sn
r1 r m 2
uniquely as sum of partial fractions
R(x) 1
= L1 (x) + · · · + Lm (x) + Q1 (x) + · · · + Qn (x) (1.1)
D(x) α
Proof. admitted.
To recover the undetermined coefficients Ai` , Bjµ and Cjµ we multiply equation (1.1) by D(x)
both sides and we take x = αi to obtain Airi , for the other coefficients we use the following rules:
Two polynomials of degree d coincide if and only if one of the following conditions holds
8
The coefficients of corresponding monomials coincide.
Once these coefficients have been determined, we can start integrating the right-hand side of (1.1)
and rely on the fundamental cases above. We illustrate this technique by a few examples.
1.16 Examples.
2x3 + x2 − 4x + 7
Z
1. (Non repeated linear factors in D(x)) Let us compute dx.
x2 + x − 2
The numerator has greater degree than the denominator, so by Euclidean division we obtain
2x3 + x2 − 4x + 7 x+5
= (2x − 1) + 2 .
x2 + x − 2 x +x−2
x+5 x+5 a b
= = + .
x2 +x−2 (x − 1)(x + 2) x−1 x+2
That is,
x + 5 = a(x + 2) + b(x − 1). (1.2)
To find the coefficients a and b, we compute (1.2) at the zero’s x = 1, x = −2 of D(x). For
x = 1 we obtain a = 2 and for x = −2 we obtain b = −1.
A general way to find the coefficients, we compare the coefficients of corresponding monomials.
Equation (1.2) can be written
2x3 + x2 − 4x + 7
Z Z h
2 1 i
dx = (2x−1)+ − dx = x2 −x+2 ln |x−1|−ln |x+2|+c.
x2 + x − 2 x−1 x+2
x2 + 2x
2. (Repeated linear factors in D(x)) Let us determine a primitive of f (x) = .
(x − 1)3 (x − 2)2
The numerator has less degree than the denominator. We must search for the reals a, b, c, d
and e such that
x2 + 2x a b c d e
3 2
= + 2
+ 3
+ + ,
(x − 1) (x − 2) x − 1 (x − 1) (x − 1) x − 2 (x − 2)2
or,
x2 + 2x = a(x − 1)2 (x − 2)2 + b(x − 1)(x − 2)2 + c(x − 2)2 + d(x − 1)3 (x − 2) + e(x − 1)3 . (1.3)
9
solved by a = 18, b = 10 and d = −18. Therefore
−18
Z Z h
18 10 3 8 i
f (x) dx = + + + + dx
x − 1 (x − 1)2 (x − 1)3 x − 2 (x − 2)2
10 3 8
= 18 ln |x − 1| − − 2
− 18 ln |x − 2| − + c.
(x − 1) 2(x − 1) (x − 2)
x4 + 2x2 ax + b cx + d ex + f
= 2 + + .
(x2 + x + 1)3 (x + x + 1) (x2 + x + 1)2 (x2 + x + 1)3
To find the reals a, b, c, d, e and f , we take six different values for x to obtain a linear system in
six equations with six unknowns, or by comparing the coefficients of corresponding monomials.
5x2
.
(x + 1)(x − 2)(x + 3)2 (x2 + 4)2
The numerator has less degree than the denominator. We must search for the reals a, b, c, d, e, f, g
and h such that
5x2 a b c d ex + f gx + h
2 2 2 = x + 1 + x − 2 + x + 3 + (x + 3)2 + x2 + 4 + (x2 + 4)2 ,
(x + 1) (x − 2) (x + 3) (x + 4)
| {z } | {z } | {z } | {z }
non rep non rep repeated quadratic
or,
5x2 = a(x − 2)(x + 3)2 (x2 + 4)2 + b(x + 1)(x + 3)2 (x2 + 4)2
+ c(x + 1)(x − 2)(x + 3)(x2 + 4)2 + d(x + 1)(x − 2)(x2 + 4)2
+ (ex + f )(x + 1)(x − 2)(x + 3)2 (x2 + 4) + (gx + h)(x + 1)(x − 2)(x + 3)2 . (1.4)
If we compute (1.4) at x = −1, 2, −3, we obtain a, b and d. The other coefficients c, e, f, g and
h can be determined by comparing the coefficients of corresponding monomials or by taking
five different values of x other than −1, 2, −3.
Note that many functions that are not rational can be transformed into a rational function in
a new variable. The table below included some special cases: Let F be a rational function in many
variables,
10
Z
F dx new variable t
Z
m r
F (x, x n , · · · , x s ) dx x = tk , k = LCM {n, · · · , s}
Z ax + b m ax + b r
n s ax+b k
F (x, ,··· , ) dx cx+d = t , k = LCM {n, · · · , s} i.e
cx + d cx + d
m
Z
4
(a, b, c, d) ∈ R with ad − bc 6= 0 k is a common denominator of n ,··· , rs
F (eax ) dx, a ∈ R∗ (even F is not rational) t = eax , x = 1
a ln t and dx 1
= at dt
Z
F (sin x, cos x) dx t = tan x2 , x = 2 arctan t and dx = 2
1+t2
dt
2t 1−t2
Z sin x = 1+t2
and cos x = 1+t2
t2 1
Z sin2 x = 1+t2
and cos x = 1+t2
p
F (x, ax2 + bx + c) dx, a 6= 0 and b2 − 4ac 6= 0
√ √
First case a > 0 ax2 + bx + c = x a + t
√ p
Second case a < 0 then b2 − 4ac > 0, roots: α, β ax2 + bx + c = a(x − α)(x − β) = t(x − α)
11
Z
x
(3) General case. Always the change of variable t = tan 2 transform F (sin x, cos x) dx into
integral of rational function in t (see previous table).
Z
1.6.2 Rational function in sine hyperbolic and cosine hyperbolic F (sinh x, cosh x) dx.
Z
x
(2) General case. Always the change of variable t = tanh 2 or t = ex transform F (sinh x, cosh x) dx
into integral of rational function in t (see previous table).
√
Z √
1.6.3 Rational function in x and ax2 + bx + c i.e F (x, ax2 + bx + c) dx.
√
If a 6= 0 and ∆ = b2 − 4ac 6= 0, by completing square√ method√ the the term 2
√ ax + bx + c can be
transformed
√ to one of the following general forms α − t , α + t or t − α2 .
2 2 2 2 2
12
1.7 Exercises
Exercise 1. Compute the indefinite integrals:
ex
Z Z Z Z
1 1
1) dx, 2) dx, 3) dx, 4) tan x dx,
ex + 1 ex + 1 (1 + x2 ) arctan x
Z Z Z Z
1
5) tan2 x dx, 6) tan4 x dx, 7) dx, 8) tan3 x dx,
tan4 x
sin4 x
Z Z Z Z
x 1 1
9) dx, 10) √ dx, 11) dx, 12) dx.
cos6 x 1 + x2 x ln |x| x ln x[ln(| ln x|)]
Exercise 2. Compute the indefinite integrals:
Z Z Z Z
1) arctan x dx, 2) x arctan x dx, 3) (1 + x2 )e−2x dx, 4) (1 − x3 ) cos(−2x) dx,
√
Z Z Z Z
5) (x − 1) 1 − x dx, 6) (x + x ) ln x dx, 7) ex sin x dx,
2 10 4
8) ex cos x dx,
√
Z Z Z Z
x cos x
9) xe sin x dx, 10) x 3
dx, 11) sin x dx, 12) sin(ln x) dx,
Z Z sin x Z Z
3
13) sin 2x cos 3x dx, 14) x sin x dx, 15) arccos3 x dx, 16) sin(2x)(ln(1 + cos2 x))2 dx.
13
Z Z
Exercise 6. Consider the integrals I = sin x sinh x dx and J = cos x cosh x dx
1. Find two relation between I and J , then deduce the values of I and J.
Z
2. Deduce sin2 x sinh2 x dx.
Exercise 7. Give the general form of the partial fraction decomposition for the following rational
functions.
x5 + 3x 1+x 1+x
1. , 2. , 3. .
(x2 − 2x)(x + 1)2 (x3 + 1)3 (x4 + 1)2
x+2
Exercise 8. Let f (x) = .
(|x| + 3)(x − 3)
1. Justify the existence of a primitive of f on ] − ∞, 3[.
2. Give a primitive of f on ] − ∞, 3[.
3. What is the primitive that vanishes at x = 0.
Exercise 9. Let n ∈ N∗ . Compute the indefinite integrals:
x2 x−1
Z Z Z Z
1 1
1) dx, 2) dx, 3) dx, 4) dx,
(x + 2)(x2 − 1) (x − 1)2 (x2 + 1) x4 − 1 x3 + 1
x4 + 1
Z Z Z Z
1 1 x+1
5) 3
dx, 6) dx, 7) dx, 8) dx,
x −1 x4 − 1 4
x +1 x2 + 4x + 8
e2x + ex
Z Z Z Z
x+1 1 1
9) dx, 10) dx, 11) dx, 12) dx.
e2x + 4ex + 8 1 − 6x − 9x2 x4 + x2 + 1 x(xn + 1)
Exercise 10. Compute the indefinite integrals:
Z Z Z
1) sin5 x cos4 x dx, 2) sin4 x cos5 x dx, 3) sin3 x cos3 x dx,4) sin2 x cos2 x dx,
Z Z Z Z
1 1
5) sin2 x cos4 x dx, 6) sin2 x cos6 x dx, 7) 3 5 dx, 8) dx,
Z Z Z sin 2 x3cos 2 x Z sin x
1 1 sin x 1
9) dx, 10) 3
dx, 11) dx, 12) dx,
Z sin 2x Z cos x Z 2 + cos x Z cos x(sin x − cos x)
1 1 x sin x sinh3 x
13) dx, 14) dx, 15) 2
dx, 16) dx,
Z 2 + sin x Z 1 + cos x Z (1 + cos x) Z 2 + cosh 2x
tanh x sinh x 1 √ x
17) 3 3 dx, 18) x + 1)2
dx, 19) ex + 1 dx, 20) dx.
sinh x + cosh x (e (x sin x + cos x)2
Exercise 11. Compute the indefinite integrals:
Z p Z Z Z
3x + 1 x+1 1
1) x − x2 dx, 2) √ dx, 3) √ dx, 4) √ dx,
2
x +x+1 2
x − 3x + 2 x 1 − x2
Z Z
2x + 1 1
5) √ dx, 6) √ dx.
2
−2x + 4x + 8 (2x + 1) x2 + x + 1
Exercise 12. Compute the indefinite integrals:
Z √ √ Z r
x+1− 3x+1 x−1
Z Z
1 x
1) √ dx, 2) √ dx, 3) √ √ dx, 4) dx,
1+x 4 3
x +1
3
x+1+ x+1 x−2
Z r Z
1 1+x 1
5) dx, 6) √ √ dx.
x 1−x x+1+ x
14
CHAPTER 2
THE RIEMANN INTEGRAL
The Riemann idea of integration for a bounded function f over a closed bounded intervals [a, b]
is to assign a real number A, called the area to the region R bounded by the curve x = a, x = b, y = 0
and y = f (x), where we assume that f is non-negative. The number A, the area under the curve,
Z b
is called the integral of f over [a, b] and denoted by the symbol f (x) dx. In this chapter we will
a
answer the following questions:
1. How do Bernhard Riemann and Jean-Gaston Darboux define the area under the curve?
A partition P of [a, b] is a set of points {xk }nk=0 such that a = x0 < x1 < x2 < · · · < xn = b.
n
P
– The lower Darboux sum of f with respect to P is the sum L(f ; P ) = mk (xk −xk−1 ).
k=1
n
P
– The upper Darboux sum of f with respect to P is U (f ; P ) = Mk (xk − xk−1 ).
k=1
Let m = inf f (x) and M = supx∈[a,b] f (x). It is clear that, for any partition P of [a, b] we have
x∈[a,b]
Also, if f ≥ 0, then the lower and the upper sums approximate the area under the curve from below
and from above.
2.2 Examples.
1. P = {a = x0 , x1 = b} is the trivial partition of [a, b]
15
2. Pn = {xi = a + ni (b − a); 0 ≤ i ≤ n} is the partition of [a, b] that divides it into n subintervals
with equal lengths.
Then by induction, we obtain L(f ; P ) ≤ L(f ; Q), and analogous argument holds for the other
inequality.
Note that L(f ; Q) and U (f ; Q) produces a better approximation to the area under the curve.
This suggests that to get the real area we look at
the upper integral U (f ) = inf{U (f ; P ); P is a partition of [a, b]} and
the lower integral L(f ) = sup{L(f ; P ); P is a partition of [a, b]}.
Proof. Let Q be a partition of [a, b], then L(f ) ≤ U (f ; Q). It follows that L(f ) ≤ U (f ).
16
2.7 Examples.
1. Let f : [a, b] →
7 R be a constant function with f (x) = c for all x. We claim that f ∈
Z b
R([a, b]) and f (x) dx = c(b − a). Let P = {x0 , x1 , · · · , xn } be a partition of [a, b], then
a
n
P n
P n
P
L(f ; P ) = mk (xk −xk−1 ) = c(xk −xk−1 ) = c(b−a) and U (f ; P ) = Mk (xk −xk−1 ) =
k=1 k=1 k=1
n
P
c(xk − xk−1 ) = c(b − a). Hence L(f ) = U (f ) = c(b − a). Thus f ∈ R([a, b]) and we have
k=1
Z b
f (x) dx = L(f ) = U (f ) = c(b − a).
a
Proof. Let ε > 0 and Pε be a partition of [a, b] such that U (f ; Pε )−L(f ; Pε ) < ε. Then U (f )−L(f ) ≤
U (f ; Pε ) − L(f ; Pε ) < ε. It follows U (f ) = L(f ) and f ∈ R([a, b]).
For the proof of the converse statement: Assume that f ∈ R([a, b]) and let ε > 0, then by definitions
of inf and sup there exist two partitions P1 and P2 of [a, b] such that
ε ε
U (f ; P1 ) < U (f ) + , and L(f ; P2 ) > L(f ) − .
2 2
Let Pε = P1 ∪ P2 be the common refinement and since L(f ) = U (f ), we obtain
ε ε
U (f ; Pε ) − L(f ; Pε ) ≤ U (f ; P1 ) − L(f ; P2 ) ≤ (U (f ; P1 ) − U (f )) + (L(f ) − L(f ; P2 )) < + = ε.
2 2
2.9 Remark. Refining a partition can bring the upper and lower sums closer together. That is for
Pε ⊆ Qε , we have U (f ; Qε ) − L(f ; Qε ) ≤ U (f ; Pε ) − L(f ; Pε ) < ε.
17
2.11 Property. (Sequential Criterion For Integrability)
A bonded function f is integrable on [a, b] if and only if there exists a sequence of partitions (Pn )
such that L(f ; Pn ) and U (f ; Pn ) are convergent and lim L(f ; Pn ) = lim U (f ; Pn ). In this case
n→∞ n→∞
Z b
f = lim L(f ; Pn ) = lim U (f ; Pn ) = lim L(f ; Qn ) = lim U (f ; Qn ) for any Qn ⊇ Pn .
a n→∞ n→∞ n→∞ n→∞
Z b
Proof. Assume f ∈ R([a, b]) and let I = f (x) dx. Then by sequential criterion, there exists a
a
sequence of partitions (Pn ) satisfying lim [U (f ; Pn )−L(f ; Pn )] = 0. Since L(f ; Pn ) ≤ I ≤ U (f ; Pn ),
n→∞
then 0 ≤ I − L(f ; Pn ) ≤ U (f ; Pn ) − L(f ; Pn ) and L(f ; Pn ) − U (f ; Pn ) ≤ I − U (f ; Pn ) ≤ 0. By
passing to the limit, we obtain lim L(f ; Pn ) = lim U (f ; Pn ) = I. Also, by passing to the limit
n→∞ n→∞
in L(f ; Pn ) ≤ L(f ; Qn ) ≤ I and I ≤ U (f ; Qn ) ≤ U (f ; Pn ) we obtain I = limn→∞ L(f ; Qn ) =
limn→∞ U (f ; Qn ). The proof of the converse statement is a consequence of sequential criterion.
2.12 Theorem. Let f : [a, b] 7→ R be a bounded function and c ∈ (a, b). Then, f is integrable on
Z b Z c Z b
[a, b] if and only if f is integrable on [a, c] and [c, b]. In this case we have f= f+ f.
a a c
Proof. If f is integrable on [a, b], then for ε > 0 there exists a partition P satisfying U (f ; P ) −
L(f ; P ) < ε. Since refining a partition can bring the upper and lower sums closer together, we can
add c to P if it is not already there and take P1 = P ∩ [a, c] and P2 = P ∩ [c, b] as partitions of
[a, c] and [c, b]. We have
Z c Z b Z b
f+ f ≤ U (f ; P1 ) + U (f ; P2 ) < L(f ; P1 ) + L(f ; P2 ) + ε = L(f ; P ) + ε ≤ f + ε.
a c a
Z b Z c Z b Z c Z b Z b
Since ε > 0 arbitrary, the above inequalities imply f≤ f+ f and f+ f≤ f.
Z b Z c Z b a a c a c a
consequently, we obtain f= f+ f.
a a c
18
2.13 Definition. Let f : [a, b] 7→ R be a bounded integrable function on [a, b] and c ∈ [a, b]. Define
Z a Z b Z c
f =− f and f = 0.
b a c
2.14 Remark. If f is an integrable function on some interval I, and a, b, c any three points chosen
Z b Z c Z b
in any order from I, then it is straightforward to verify that f= f+ f.
a a c
2.15 Theorem. If f is integrable on [a, b] and [c, d] ⊆ [a, b], then f is integrable on [c, d].
Proof. Since f, g ∈ R([a, b]), there exists a sequence of partitions (Pn ) satisfying lim [U (f ; Pn ) −
n→∞
Z b
L(f ; Pn )] = 0 with f = lim L(f ; Pn ) = lim U (f ; Pn ) and a sequence of partitions (Qn )
a n→∞ n→∞
Z b
satisfying lim [U (g; Qn ) − L(g; Qn )] = 0 with g = lim L(g; Qn ) = lim U (g; Qn ).
n→∞ a n→∞ n→∞
It follows that
Consequently,
19
Then by passing to the limit both sides we obtain lim [U (f + g; Sn ) − L(f + g; Sn )] = 0.
n→∞
Thus f + g ∈ R([a, b]), and by passing to the limit in inequalities (2.1) we obtain
Z b Z b Z b
(f + g) = f+ g.
a a a
3. Evident.
Z b Z b Z b
4. We have 0 ≤ (g−f ), then by 3. we obtain 0 ≤ (g−f ). It follows from 1. that f≤ g.
a a a
2.17 Theorem. Let f ∈ R([a, b]). Assume that m ≤ f (x) ≤ M ∈ for all x ∈ [a, b] and g :
[m, M ] 7→ R is continuous. Then g ◦ f is integrable.
2.18 Corollary. Let f, g ∈ R([a, b]). Then |f |, f 2 , f g, max{f, g} and min{f, g} are integrable.
Proof. Left as exercise. To show that f g is integrable, we may use f g = 14 [(f + g)2 − (f − g)2 ].
Proof. We prove the result for an increasing function. Then mk = f (xk−1 ) and Mk = f (xk ).
Choose the regular subdivision Pn = {xi = a+ ni (b−a); 0 ≤ i ≤ n}. (Pn ) is the sequence of partitions
of [a, b] that divides it into n subintervals with equal lengths, that is 4xk = xk − xk−1 = b−a n . Then
b−a P n
lim [U (f ; Pn ) − L(f ; Pn )] = lim (f (xk ) − f (xk−1 )) = limn→∞ b−a
n (f (b) − f (a)) = 0. Thus
n→∞ n→∞ n k=1
f ∈ R([a, b]).
20
2.20 Theorem. If f : [a, b] 7→ R is continuous, then it is integrable.
n n
P ε P
U (f ; P ) − L(f ; P ) = (Mk − mk ) 4 xk < (b−a) 4xk = ε
k=1 k=1
Proof. We prove the first item. The second one can done analogously. Let M > 0 so that |f (x)| ≤
M for all x ∈ [a, b] and let P = {a = x0 , x1 , · · · , xn = b} be a partition of [a, b]. Then
n
P n
P
U (f ; P ) − L(f ; P ) = (Mk − mk ) 4 xk = (M1 − m1 )(x1 − a) + (Mk − mk ) 4 xk .
k=1 k=2
The idea is that for ε > 0, the first step is to choose x1 close enough to a so that (M1 −m1 )(x1 −a) <
ε
ε. This is possible because (M1 − m1 ) ≤ 2M , so we can pick x1 so that x1 − a ≤ 4M . The
second step, since f is integrable on [x1 , b], then there exists a partition P1 of [x1 , b] so that
U (f ; P1 ) − L(f ; P1 ) ≤ 2ε . Finally we produce P2 = P1 ∪ {a} a partition of [a, b] so that
ε ε
U (f ; P2 ) − L(f ; P2 ) = (M1 − m1 )(x1 − a) + U (f ; P1 ) − L(f ; P1 ) ≤ + = ε.
2 2
2.22 Examples.
1. Let f : [0, 2] 7→ R defined by f (x) = sinx x . Note that f ( more precisely its extension by
continuity) is bounded on [0, 2]. Since f is continuous on [c, 2] for all c ∈ (0, 2), then f ∈
R([c, 2]) for all c ∈ (0, 2). It follows from above theorem that f ∈ R([0, 2]).
2. Let f : (0, 1] 7→ R defined by f (x) = sin x1 . Note that f can be regarded as bounded function
on [0, 1]. Since f is continuous on [c, 1] for all c ∈ (0, 1), then f ∈ R([c, 1]) for all c ∈ (0, 1).
It follows from above theorem that f ∈ R([0, 1]).
21
2.23 Corollary. Let f : [a, b] 7→ R be a bounded function.
1. If f is continuous on [a, b] except one end point, then it is integrable on [a, b].
3. If f is continuous on [a, b] except a finite number of points , then it is integrable on [a, b].
If in addition f ∈ C[a, b], then there exists a point ξ ∈ [a, b] such that
Z b Z b
f (x)g(x) dx = f (ξ) g(x) dx.
a a
Proof. Assume without loss of generality that g(x) ≥ 0 for all x ∈ [a, b]. Since m ≤ f (x) ≤ M and
g(x) ≥ 0 on [a, b], then
mg(x) ≤ f (x)g(x) ≤ M g(x).
Since mg(x), f.g, and M g(x) ∈ R([a, b]), then
Z b Z b Z b
m g(x) dx ≤ f (x)g(x) dx ≤ M g(x) dx.
a a a
22
The case g = 1 is interested. In this case the first mean-value theorem becomes,
Z b
If f ∈ R([a, b]), then f (x) dx = k(b − a) for some k ∈ [m, M ].
Z b a
Proof. Admitted.
For the second mean-value theorem we have three interested particular cases:
1. If f = 1 and g is a monotonic function on [a, b], then there exists a point ξ ∈ [a, b] such that
Z b
g(x) dx = g(a)(ξ − a) + g(b)(b − ξ).
a
2. If f ∈ R([a, b]) and g is a decreasing and positive or increasing and negative function on [a, b],
then there exists a point ξ ∈ [a, b] such that
Z b Z ξ
f (x)g(x) dx = g(a) f (x) dx.
a a
This is because we can modify the value of g at the point b so that g(b) = 0.
3. If f ∈ R([a, b]) and g is a increasing and positive or decreasing and negative function on [a, b],
then there exists a point ξ ∈ [a, b] such that
Z b Z b
f (x)g(x) dx = g(b) f (x) dx.
a ξ
This is because we can modify the value of g at the point a so that g(a) = 0.
Z x
2.26 Property. If f : [a, b] 7→ R is integrable, then the function F (x) = f (t) dt is continuous
a
on [a, b].
Proof. Fix x0 ∈ [a, b] and let x ∈ [a, b] . Then by the first mean-value theorem, there exists
k ∈ [m, M ] such that
Z x Z x0 Z x
F (x) − F (x0 ) = f (t) dt − f (t) dt = f (t) dt = k(x − x0 ).
a a x0
It follows that lim F (x) = F (x0 ) and F is continuous at x0 . Since x0 is an arbitrary point of [a, b],
x→x0
then F is continuous on [a, b].
23
2.27 Theorem. (Fundamental Theorem OfZ Calculus I )
x
If f ∈ C([a, b]), then the function F (x) = f (t) dt satisfies F ∈ C 1 ([a, b]) and F 0 = f on[a, b].
a
Proof. Fix x0 ∈ [a, b] and let x ∈ [a, b] \ {x0 } . Then by the first mean-value theorem, there exists
ξ between x0 and x such that
Rx Rx Rx
F (x) − F (x0 ) f (t) dt − a 0 f (t) dt f (t) dt f (ξ)(x − x0 )
= a
= x0 = = f (ξ).
x − x0 x − x0 x − x0 x − x0
F (x) − F (x0 )
It follows that lim = lim f (ξ) = f (x0 ) and F is differentiable at x0 with F 0 (x0 ) =
x→x0 x − x0 x→x0
f (x0 ) . Since x0 is an arbitrary point of [a, b], then F is differentiable on [a, b] and F 0 = f . Since
f ∈ C([a, b]), then so F 0 ∈ C([a, b]). Thus F ∈ C 1 ([a, b]) and F 0 = f on[a, b].
Theorem 2.30 says that, if f ∈ C([a, b]), then F is a primitive of f on [a, b].
Proof. Let P be a partition of [a, b]. Then by applying the mean value theorem to F on the interval
[xk−1 , xk ], we obtain
n
P
Since mk ≤ f (ck ) ≤ Mk , then L(f ; P ) ≤ [F (xk )−F (xk−1 )] ≤ U (f ; P ). It follows that L(f ; P ) ≤
k=1
Z b Z b
F (b) − F (a) ≤ U (f ; P ). but L(f ; P ) = U (f ; P ) = f , then we conclude that f = F (b) −
a a
F (a).
Z b
Note that, g 0 = g(b) − g(a) provided that g is continuous on [a, b], differentiable on (a, b)
a
and g 0 integrable on [a, b].
24
2.5 Integration By Parts And Substitution Methods.
Proof. We have uv 0 = (uv)0 −u0 v. Use the fact that the product of integrable functions is integrable,
Z b Z b
0
linearity of integral and Theorem 2.29 to conclude uv = [u(b)v(b) − u(a)v(a)] − u0 v.
a a
Z φ(y) Z y
Proof. Let F (y) = f (x) dx and G(y) = f (φ(t))φ0 (t) dt. we have F 0 = G0 on [α, β].
φ(α) α
It follows F (y) − G(y) = F (α) − G(α) = 0 for all y ∈ [α, β]. In particular, we conclude that
F (β) = G(β).
25
2.33 Definition. (Riemann’s Original Definition)
Let f : [a, b] 7→ R be a bounded function. We say that f is Riemann integrable on [a, b] if and
only if there is a real number I with the following property: For every ε > 0, there exists a δ > 0
such that ||P || < δ guarantees |R(f ; P, (ck )nk=1 ) − I| < ε for every possible choice ck ∈ [xk−1 , xk ].
Pn
That is lim f (ck )(xk − xk−1 ) = I.
||P ||→0 k=1
Z b
The quantity I = f is called the Riemann integral of f .
a
2.34 Remark. A bounded function f is Darboux integrable on [a, b] if and only if it is Riemann
Z b
integrable on [a, b]. In this case f in both senses is the same.
a
Proof. Admitted.
2.36 Examples.
n
P n
1. Let us study the convergence of the sequence of general term un = n2 +k2
. We have
k=1
1 Pn n
1 1
f ( nk ),
P
un = 2 = n
n k=1 1+ nk 2 k=1
26
1
where f (x) = is continuous, hence integrable on [0, 1]. Thus
1 + x2
Z 1 1 π
lim un = f (x) dx = arctan x = .
n→∞ 0 0 4
2n−1
P n
2. Let us study the convergence of the sequence of general term un = k2
. We have
k=n
1
where f (x) = is continuous, hence integrable on [0, 1]. Thus
(1 + x)2
Z 1
1
lim un = f (x) dx = .
n→∞ 0 2
Proof. admitted.
27
2.8 Exercises
Exercise 1. Let f (x) = x2 on [0, b].
1. Show that
Z b Z c−b Z b Z b
f (x) dx = − f (c − x) dx and f (x) dx = f (a + b − x) dx.
a c−a a a
Z π
4 tan α + tan β
2. Deduce the value of I = ln(1 + tan x)dx.(Hint: Use tan(α + β) = .)
0 1 − tan α tan β
Exercise 5. Let f : [a, b] 7→ R be a continuous function such that f (a + b − x) = f (x) for all
x ∈ [a, b].
Z b Z b
a+b
1. Show that xf (x) dx = f (x) dx.
a 2 a
Z π
2 sin(2x)
2. Deduce the value of M = x dx.
0 1 + cos2 (2x)
Exercise 6. Let m ∈ R
Z π
2 sinm (x)
1. Calculate Im = m dx.
0 sin x + cosm x
Z π
2 dx
2. Deduce the value of J = .
0 1 + tan4 x
28
Exercise 7. Compute the following integrals
Z π Z π Z π
4 cos x[1 + tan2 x] 2 1 2 1
1) dx, 2) dx, 3) dx,
sin x + cos x 0 2 + cos x 0 √ 1 + sin x cos x
Z0 π 1 2p
cos11 x
Z Z
1
4) 17 dx, 5) √ dx, 6) 2 − x2 dx.
1 + sin x 1 + x2
0 0 0
Exercise 8. Let f : R 7→ R be a continuous function. Calculate g 0 (x) where g is defined by
Z x3 Z x Z x
3
1)g(x) = f (t) dt, 2)g(x) = x f (t) dt, 3)g(x) = [x2 + f (t)]2 dt.
3x 0 0
Exercise 9. Compute g 0 (x) and specify the domain of differentiability of the function g defined by
Z x Z x2 Z sin x
1)g(x) = ln(1 − t) dt, 2)g(x) = arctan t dt, 3)g(x) = arg tanh t dt.
0 −x 0
− cosh x
xex
Z
Exercise 10. Let G(x) = ln(1 − et ) dt and g(x) = − sinh x ln(1 − e− cosh x ).
ln(1−ex ) 1 − ex
1. Show that G0 = g on an interval J to be determined.
2. Are the domain of definition of G0 and g the same? Justify.
Exercise 11. Find the limit of the following sequences
n−1 n n+1 2
1
n k (2n)! n
√k 1
P P P
1)un = n2 +k2
, 2)un = n2 +k2
, 3)un = , 4)un = ,
n2 3 n3 +k3 n n!
k=0 k=1 k=1 v
u n
n n n 1u
k − kπ
Y
k
cos nk , 6)un = 1
P P P n
5)un = n2 n2
e 2n , 7)un = √
n2 +2kn
, 8)un = t (n + k).
k=1 k=1 k=1 n
k=1
1
(1 − x)n ex
Z
Exercise 12. Consider the sequence In = dx.
0 n!
1. Show that lim In = 0.
n→∞
1 x
Z
Exercise 13. Let f be a continuous function on ] − 2, 2[. Find lim f (t) dt.
x→0 x 0
Exercise 14. Let f be a continuous function on [0, 1]. Find the following limits
Z x Z 1
1 n nf (t)
1) lim 3 f (t) dt, 2) lim 2
dt.
x→0 x
+
sin x n→∞ 0 1 + (nt)
Exercise 15. Find the following limits
Z 2x Z 2x Z 2x
1 et sin t
1) lim dt, 2) lim dt, 3) lim dt,
x→∞ x ln t x→0+ x t x→∞ x t
1 Z x2 3
sin πt
Z 2x x
cos t
Z
1 1
4) lim dt, 5) lim dt, 6) lim dt.
x→∞ x t x→1+ x t ln t x→1 +
x ln t
Exercise 16. Let f [0, ∞[7→ R be a continuous function such that lim f (x) = ` ∈ R. Find the
x→∞
limit of the following sequences
Z n+2 Z n+√n Z n Z n2 +n+1
f (x) f (x) arctan x2
1) f (x) dx, 2) √ dx, 3) dx, 4) √ dx.
n n x 0 n n2 +1 x
Exercise 17. Let f : [a, b] 7→ R be a continuous function.
29
Z b
1. Show that if f ≥ 0 on [a, b] and f (x) dx = 0, then f (x) = 0 for all x ∈ [a, b].
a
Z b Z b Z b
2 3
2. Assume (f (x)) dx = (f (x)) dx = (f (x))4 dx. Show that f = 0 or f = 1 on [a, b].
a a a
Hint: Expand (f 2 (x) − f (x))2 .
Z b Z b
3. Show that f (x) dx = |f (x)| dx if and only if f ≥ 0 or f ≤ 0 on [a, b].
a a
Exercise 18. Let f : [0, 1] 7→ R be a differentiable function such that f 0 is continuous and f (1) = 0.
Z 1 Z 1
1. Show that f (x) dx = − xf 0 (x) dx
0 0
Z 1 Z 1
2 1
2. Prove that f (x) dx ≤ (f 0 (x))2 dx. Under which conditions the equality holds.
0 3 0
Exercise 19. Let f be a function of class C 2 on [0, 1] such that f (0) = f 0 (1) = 0 and I =
Z 1
f (x) dx.
0
Z 1
1
1. Show that I = (x2 − 2x)f 00 (x) dx.
2 0
1
2. Deduce that |I| ≤ sup |f 00 (x)|.
3 x∈[0,1]
Z 1
Exercise 20. Let a ∈]0, 1[ and In (a) = (ln x)n dx.
a
30
CHAPTER 3
IMPROPER RIEMANN INTEGRALS
Riemann integrals have been defined for bounded functions over closed bounded intervals.
In this chapter we extend the concept of Riemann integral to functions defined on unbounded
intervals or to unbounded functions. Such integrals are called improper and they are defined
in terms of limits of ordinary integrals.
In this chapter I will denote a nonempty semi-open or open possibly unbounded interval,[a, b), (a, b]
or (a, b), of the real line R.
3.1 Definitions And Examples.
f is locally integrable on [a, b) if f is integrable on every closed interval [a, c] ⊆ [a, b).
f is locally integrable on (a, b] if f is integrable on every closed interval [c, b] ⊆ (a, b].
f is locally integrable on (a, b) if f is integrable on every closed interval [c, d] ⊆ (a, b).
3.3 Definition. Let a, b ∈ R, f ∈ Rloc ([a, ∞)) and g ∈ Rloc ((−∞, b]). We formally set
Z +∞ Z c Z b Z b
f (t) dt = lim f (t) dt, g(t) dt = lim g(t) dt.
a c→+∞ a −∞ d→−∞ d
If the limit exists and is finite, we say that the improper integral converges.
If the limit is infinite or does not exist, we say that the improper integral diverges to ∞ or
diverges, respectively.
31
3.4 Examples. Let f denotes the integrands of the following improper integrals.
Z ∞
1. Consider e−t dt. Since f ∈ C([0, ∞)), then f ∈ Rloc ([0, ∞)) and we have,
Z ∞ 0 Z c h ic
−t
e dt = lim e−t dt = − lim e−t = − lim (e−c − e0 ) = 1. Hence the improper
0 c→+∞ 0 c→+∞ 0 c→+∞
integral converges.
Z 0
2. Consider e−t dt. Since f ∈ C((−∞, 0]), then f ∈ Rloc ((−∞, 0]) and we have,
Z 0 −∞ Z 0 h i0
−t
e dt = lim e−t dt = − lim e−t = − lim (e0 − e−d ) = +∞. Hence the
−∞ d→−∞ d d→−∞ d d→−∞
improper integral diverges to ∞.
Z ∞
3. Consider sin t dt. Since f ∈ C([0, ∞)), then f ∈ Rloc ([0, ∞)) and we have,
Z ∞ 0 Z c h ic
sin t dt = lim sin t dt = − lim cos t = − lim (cos c − cos 0), @. Hence the
0 c→+∞ 0 c→+∞ 0 c→+∞
improper integral diverges.
3.5 Definition. Let a, b ∈ R, f ∈ Rloc ([a, b)) and g ∈ Rloc ((a, b]). We formally set
Z b Z c Z b Z b
f (t) dt = lim f (t) dt, g(t) dt = lim g(t) dt.
a c→b− a a d→a+ d
If the limit exists and is finite, we say that the improper integral converges.
If the limit is infinite or does not exist, we say that the improper integral diverges to ∞ or
diverges, respectively.
3.6 Examples.
Z 1
1
1. Consider dt. Since f ∈ C([0, 1)), then f ∈ Rloc ([0, 1)) and we have,
Z 1 0 t − 1 Z c
1 1 h ic
dt = lim dt = lim ln |t − 1| = lim ln |c − 1| = −∞. Hence the
0 t−1 c→1− 0 t − 1 c→1− 0 c→1−
improper integral diverges to −∞.
Z2
1
2. Consider dt. Since f ∈ C((1, 2]), then f ∈ Rloc ((1, 2]) and we have,
Z 2 1 t−1 Z
2
1 1 h i2
dt = lim dt = lim ln |t − 1| = lim − ln |d − 1| = ∞. Hence the
1 t−1 d→1+ d t − 1 d→1+ d d→1+
improper integral diverges to ∞.
Z 1
1
3. Consider dt. Since f ∈ C([0, 1)), then f ∈ Rloc ([0, 1)) and we have,
1
0 (1 − t) 2
Z 1 Z c
1 1 h 1 c
i 1
1 dt = lim 1 dt = −2 lim (1 − t) 2 = −2 lim (1 − c) 2 − 1 = 2.
0 (1 − t) 2 c→1− 0 (1 − t) 2 c→1− 0 c→1−
Hence the improper integral converges.
32
1 Z
1 1
4. Consider 2
sin( ) dt. Since f ∈ C([0, 1)), then f ∈ Rloc ([0, 1)) and we have,
Z 1 0 (t − 1) t−1
Z c
1 1 1 1 h 1 ic 1
2
sin( ) dt = lim 2
sin( ) dt = lim cos( ) = lim cos( )−
0 (t − 1) t−1 0 (t − 1) t−1 t − 1 0 c→1 c−1
c→1 − c→1 − −
Rb
First, one can consider improper integrals a f (t) dt where a difficulty occurs at both end
points of the interval of integration, either because the endpoints is at infinity or because
the integrand is unbounded there. The trick here is to pick an intermediate point c ∈ (a, b)
Rb Rc Rb
and write a = a + c , thus reducing the integral to a sum of two integrals that are each
of type I or II; The original integral is said to be convergent if and only if each of the two
sub-integrals is convergent.
Rb
Second, one can consider improper integrals a f (t) dt where a difficulty occurs at an interior
point c of the intervalR of integration, because f has no finite limit at c+ or c− . The trick here
b Rc Rb
is to write formally a = a + c , thus reducing the integral to a sum of two integrals that
are each of type II; The original integral is said to be convergent if and only if each of the
two sub-integrals is convergent.
3.7 Examples.
Z ∞
1. Consider e−t dt. Since f ∈ C((−∞, ∞)), then f ∈ Rloc ((−∞, ∞)) and we have,
Z ∞ −∞Z Z ∞
0
−t
e dt = e−t dt + e−t dt. Hence the improper integral diverges, because one of
−∞ −∞ 0
the improper integrals to the right diverges.
Z 3
1
2. Consider p dt. Since f ∈ C((1, 3)), then f ∈ Rloc ((1, 3)) and we have,
1 (t − 1)(3 − t)
Z 3 Z 2 Z 3
1 1 1
p dt = p dt + p dt := I1 + I2 . we have;
1 (t − 1)(3 − t) 1 (t − 1)(3 − t) 2 (t − 1)(3 − t)
Z 2
1 h i2 π
I1 = p dt = lim arcsin(t − 2) = is convergent and
−[(t − 2)2 − 1] d→1+ d 2
Z1 3
1 h ic π
I2 = p dt = lim arcsin(t − 2) = is convergent. Thus the improper
2 −[(t − 2)2 − 1] c→3− 2 2
integral converges and we have,
Z 3 Z 2 Z 3
1 1 1 π π
p dt = p dt + p dt = + = π.
1 (t − 1)(3 − t) 1 (t − 1)(3 − t) 2 (t − 1)(3 − t) 2 2
Z 2
1
3. Consider dt. Since f ∈ C([0, 1)) ∩ C((1, 2]), then f ∈ Rloc ([0, 1)) ∩ Rloc ((1, 2]) and
0 t−1
we
Z 2 have, Z 1 Z 2
1 1 1
dt = dt + dt. Hence the improper integral diverges, because one
0 t − 1 0 t − 1 1 t − 1
of the improper integrals to the right diverges.
33
3.8 Remark. If f locally integrable on (a, b), that is a difficulty occurs at both end
Z b
points of the interval of integration, then the improper integral f (t) dt is convergent if
a
Z c
limd→a+ limc→b− f (t) dt exists. The order in which limits are taken does not matter.
d
3.9 Remark. Let f ∈ Rloc ((−a, a)), g ∈ Rloc ([a, c)) ∩ Rloc ((c, b]) and k ∈ Rloc ((a, b)) then the
(Cauchy) principal value
Z a Z c Z a−h
PV f (t) dt := lim f (t) dt = lim f (t) dt,
−a c→a+ −c h→0+ −a+h
Z b Z c−h Z b
PV g(t) dt := lim g(t) dt + g(t) dt ,
a h→0+ a c+h
Z b Z b−h
PV k(t) dt := lim k(t) dt.
a h→0+ a+h
It may happen that the principal Z ∞value Zexists although Z 1the improperZ 3 integral is divergent. For
1
t 1 1
example; the improper integrals t dt, 2
dt, dt and dt are divergent, has no
−∞ −1 1 − t −1 t −2 t
Z ∞ Z 1 Z 1
t 1
sense, while their principal values exist and P V t dt = 0,P V 2
dt = 0, P V dt =
−∞ −1 1 − t −1 t
Z 3
1 3
0 and P V dt = ln( ).
−2 t 2
One can easily see that; If the improper integral exists, then the principal value also exists and
equal to the improper integral. Thus the principal value of an improper integral constitutes a proper
generalization of the improper integral. When we know á-priori that the improper integral exists,
we can evaluate it by just computing its principal value.
3.10 Remark. Recall that, if f locally integrable on (a, b) and bounded on ]a, b[, then f is integrable
Z 1
1
on [a, b]. For example; The integral sin dt is not of Type I nor of Type II near zero. The
0 t
1
integrand f (t) = sin t is locally integrable on (0, 1] and can be regarded as bounded function on
[0, 1], Hence integrable on [0, 1].
34
are convergent, we have
Z b Z c Z b
f (t) dt = f (t) dt + f (t) dt.
a a c
Proof. Let x ∈ (a, b). Then by Chasles relation for Riemann integral we have
Z x Z c Z x
f (t) dt = f (t) dt + f (t) dt.
a a c
1 Z 1 √ Z 1
cos( t)2
Z
cos t cos t
3.13 Example. √ dt = 2 √ dt formally. Let β ∈ (0, 1), then √ dt =
0 t 0 2 t t
Z 1 Z 1 Zβ 1
cos t
2 √ cos x2 dx −−−−→ 2 cos x2 dx proper integral. Thus the improper integral √ dt is
β β→0 + t
Z 01 Z 1 0
cos t
convergent and we have √ dt = 2 cos x2 dx.
0 t 0
35
Z d Z a
f (x) dx = f (u(t))u0 (t) dt if u is strictly decreasing .
c b
Z ∞
1 1
3.15 Example. Consider the improper integral x
sin x dx. For x = u(t) = ln t, we have
0 e e
Z ∞ Z ∞
1 1 1 1 1
u is of class C and strictly increasing on [1, ∞). Then x
sin x dx = sin( ) 2 dt =
0 e e 1 t t
1 ∞
cos( ) = 1 − cos 1.
t 1
The integration by parts formula works for differentiable functions u and v on [a, b), b ∈ R
such that u0 , v 0 ∈ Rloc ([a, b)).
36
Proof. Let α, β ∈ (a, b) such that α < β. For both items we look for the proper integrals
Z β Z β Z β Z β Z β
f (t) + g(t) dt = f (t) dt + g(t) dt and λf (t) dt = λ f (t) dt,
α α α α α
then take the limit both sides as (α, β) → (a, b) to obtain the result.
Z β Z β
Note that, from passing the limit in the proper integrals f (t) + g(t) dt = f (t) dt +
Z β Z b Z b α Z b α
g(t) dt, we have the right to write f (t) + g(t) dt = f (t) dt + g(t) dt if both integrals
α a a a
converge, diverge to +∞, diverge to −∞ or if one integral converges and the other diverges to ±∞.
Z b
If both integrals are divergent , then f (t) + g(t) dt may converges, diverges or diverges to ∞.
Z ∞ aZ
∞ Z ∞
For example, the integrals x dx and −x dx are both divergent, but (x − x) dx = 0 and
Z ∞ 0 0 0
(x + x) dx = ∞.
0 Z b
If one integral is convergent and the other is divergent, then the integral f (t) + g(t) dt is
a
divergent.
1. Z ∞
1
dx converges ⇔ α > 1.
1 xα
2. Z −1
1
dx converges ⇔ α > 1.
−∞ |x|α
3. Z 1 Z b Z b
1 1 1
dx, dx and dx converge ⇔ α < 1.
0 xα a (x − a)α a (b − x)α
( c (
Z c x1−α c1−α −1
1 1−α 1 if α 6= 1, if α 6= 1,
Proof. 1. Let c ∈ (1, ∞). Then, dx = = 1−α
1 xα ln x|c1 if α = 1 ln c if α = 1.
Z +∞ 1
1 α−1 if α > 1,
Therefore, dx =
1 xα ∞ if α ≤ 1.
2. For x = u(t) = −t, we have u is of class C 1 and strictly decreasing on [1, ∞). Then
Z −1 Z 1
1 1
α
dt = α
dt. Hence the convergence occur if and only if α > 1.
−∞ |x| ∞ t
3. For x = u(t) = 1t , we have u is of class C 1 and strictly decreasing on [1, ∞). Then,
Z 1 Z 1
1 1
α
dx = − −α+2
dt. Hence the convergence occur if and only if α < 1. For the other
0 x +∞ t
integrals we take respectively x − a = u(t) = 1t and b − x = u(t) = 1t .
37
Z b Z b
3.19 Property. Let f ∈ Rloc ([a, b)), b ∈ R. If f (t) dt is convergent, then lim f (t) dt = 0.
a x→b− x
Proof. Since the integral is convergent, then by Chasles relation and for x ∈ (a, b) we have
Z b Z x Z b
f (t) dt = f (t) dt + f (t) dt.
a a x
3.20 Property. ZLet f ∈ Rloc ([a, b)), b ∈ R be such that f (x) ≥ 0 for all x ∈ [a, b). Then the
x
function F (x) = f (t) dt is an increasing function on [a, b) .
a
3.21 Corollary. Let f ∈ Rloc ([a, b)), b ∈ R be such that f (x) ≥ 0 for all x ∈ [a, b). Then the
Z b
integral f (t) dt = lim F (x) is convergent if F is bounded above and diverges to +∞ elsewhere.
a x→b−
38
Z b
Since g(t) dt is convergent, then G(x) is bounded and so F (x) is bounded above. Therefore
Z b a
f (t) dt converges and by passing to the limit as x → b− of both sides in the above
a Z b Z b
inequality, we obtain 0 ≤ f (t) dt ≤ g(t) dt.
a a
Z b Z b
2. Suppose to the contrary that g(t) dt converges, then by first item we obtain f (t) dt
Z b a Z b a
3.23 Examples.
∞
(sin t)2
Z
1. Consider I := dt. Since the integrand f ∈ C([1, ∞)), then f ∈ Rloc ([1, ∞))
1 1 + cos t + t2 Z ∞
1 1
and we have 0 ≤ f (t) ≤ t2 for all t ∈ [1, ∞). We have dt is convergent (Riemann
1 t2
Example), then by comparison test I is convergent and we have
Z ∞ Z ∞
(sin t)2 1
0 ≤ I := 2
dt ≤ 2
dt = 1.
1 1 + cos t + t 1 t
∞
(sin t)2
Z
2. Consider J := dt. Since the integrand f ∈ C([0, ∞)), then f ∈ Rloc ([0, ∞)).
0 1 + cos t + t2
Since I converges, then by Chasles Relation J also converges.
Z ∞
1
3. Consider K := dt. Since the integrand f ∈ C([2, ∞)), then f ∈ Rloc ([2, ∞)) and we
2 ln t Z ∞
1 1 1
have 0 ≤ t ≤ ln t for all t ∈ [2, ∞). We have dt is divergent (Riemann Example), then
1 t
by comparison test K is divergent to ∞.
|f (t)| dt.
a
39
Z b
Proof. Note that 0 ≤ f (t) + |f (t)| ≤ 2|f (t)| for any t ∈ [a, b). Since |f (t)| dt converges, then
Z b a
the comparison test tell us that [f (t) + |f (t)|] dt converges. Thus, due to linearity of integral,
Z b Z b a
f (t) dt = ([f (t) + |f (t)|] − |f (t)|) dt is convergent. Since 0 ≤ f (t) + |f (t)| ≤ 2|f (t)| for any
a a Z b Z b
t ∈ [a, b), then by comparison test and linearity of integral we obtain f (t) dt ≤ |f (t)| dt.
a a
Z b Z X2
f (t) dt converges ⇔ ∀ε > 0, ∃x0 ∈ [a, b) such that f (t) dt < ε holds ∀X1 , X2 ∈ [x0 , b).
a X1
Z x Z b
Proof. Let F (x) = f (t) dt for all x ∈ [a, b). By definition, f (t) dt converges if and only if
a a
lim F (x) exists. We have
x→b−
Z X2 Z X2 Z X1
f (t) dt = f (t) dt − f (t) dt = F (X2 ) − F (X1 ).
X1 a a
Therefore the equivalence is simply the Cauchy criterion for the existence of lim F (x).
x→b−
Z X2 Z X2
It is useful to note that the following inequality f (t) dt ≤ |f (t)| dt holds for proper
X1 X1
integrals. Hence, Cauchy Criterion gives that absolute convergence implies convergence.
Z ∞
cos t
3.29 Example. Consider I := dt, 0 < α < 1.
1 tα
I is convergent by Cauchy Criterion;
By integration by parts for proper integrals and Cauchy Criterion we have
Z X2 Z X2
1 sin X2 sin X1 sin t
α
cos t dt = α − α +α α+1
dt −−−−−−−−−−−→ 0.
X1 t X2 X1 X1 t (X1 ,X2 )→(∞,∞)
40
I is convergent by Integration By Parts For Improper Integrals;
∞ Z ∞ Z ∞
sin t ∞
Z
1 sin t sin t
α
cos t dt = α + α α+1
dt = − sin 1 + α dt.
1 t t 1 1 t 1 tα+1
Since the integral to the right side is convergent, then I is convergent.
41
3.32 Property. Let f, g ∈ Rloc ([a, b)), b ∈ R. Then
Z b Z b
1. If f = O (g) and g(t) dt converges absolutely, then f (t) dt converges absolutely.
x→b a a
Z b Z b
2. If f = o (g) and g(t) dt converges absolutely, then f (t) dt converges absolutely.
x→b a a
3. (Equivalent test)
Z b Z b
If f ∼ g, then |f (t)| dt and |g(t)| dt have same nature.
x→b a a
3.33 Examples.
Z ∞
sin t
1. Consider I = ln(1 + ) dt. Since the integrand f ∈ C([1, ∞)), then f ∈ Rloc ([1, ∞))
1 t Z ∞
sin t sin t sin2 t sin2 t sin t
and we havef (t) = ln(1 + )= − 2
+ o( 2 ). Since dt is convergent,
Zt ∞ t 2t t 1 t
sin2 t
integration by parts, and dt is convergent, by comparison test and Riemmann
1 t2
sin t
examples, then I is convergent. Note that we cannot use equivalent test here because
t
does not have constant sign near ∞.
Z ∞
sin2 t
2. Consider J = ln(1 + ) dt. Since the integrand f ∈ C([1, ∞)), then f ∈ Rloc ([1, ∞))
1 t Z ∞ Z ∞
sin2 t sin2 t sin2 t 1 − cos(2t)
and we have ln(1 + t ) ∼ t ≥ 0 near ∞. Since dt = dt is
x→∞ 1 t 1 2t
divergent, then J is divergent.
42
Z b Z b
f (x)
3. If lim = ∞ and g(t) dt diverges, then f (t) dt diverges to ∞.
x→b− g(x) a a
f (x)
Proof. 1. We use, lim = ` > 0 ⇒ f ∼ `g.
x→b− g(x) x→b
f (x)
2. We use, lim = 0 ⇒ f = o (g).
x→b− g(x) x→b
f (x) f (x)
3. We use, lim = ∞ ⇒ > M ⇒ f (x) > M g(x) for some positive M in in a
g(x)
x→b− g(x)
neighborhood of b.
43
Z 1
e 1
2. J(α, β) = dx converges ⇔ (α < 1) or (α = 1 and β > 1).
0 xα | ln x|β
2. We perform the the change of variable x = u(t) = 1t which is of class C 1 and strictly decreasing
Z 1 Z ∞
e 1 1
on [e, ∞). Then J(α, β) = α | ln x|β
dx = dt. Hence by firs item;
0 x e t −α+2 lnβ t
J(α, β) converges ⇔ (−α+2 > 1) or (−α+2 = 1 and β > 1) ⇔ (α < 1) or (α = 1 and β > 1).
There are improper integrals which are convergent but not absolutely convergent. These are
often quite subtle to handle. We give Abel-Dirichlet test which is useful to deal with such integrals.
The basic tool for this test is the second mean value theorem and hence essentially the integration
by parts formula.
Proof. Let X1 , X2 ∈ [a, b). Then by the second mean-value theorem, there exists ξ ∈ [X1 , X2 ] such
that Z X2 Z ξ Z X2
f (t)g(t) dt = g(X1 ) f (t) dt + g(X2 ) f (t) dt.
X1 X1 ξ
Hence by the Cauchy Criterion, we conclude that the integral converges if either of the two pairs
of conditions holds.
44
Z b Z b
3.38 Property. Let f, g ∈ Rloc ([a, b)), b ∈ R. If f 2 (t) dt and g 2 (t) dt are convergent, then
Z b a a
b
(f 2 + g 2 )
Z
Proof. The inequality |f g| ≤ ensures the absolute convergence of f (t)g(t) dt.
2 a
Z b
3.39 Property. Let f, g ∈ Rloc ([a, b)) and g positive on [a, b), b ∈ R . Assume that g(t) dt is
a
convergent, then for x tends to b− we have
Z b Z b Z b
1. If f = O (g) then, f (t) dt = O (g) dt = O g(t) dt .
t→b x x t→b x→b x
Z b Z b Z b
2. If f = o (g) then, f (t) dt = o (g) dt = o g(t) dt .
t→b x x t→b x→b x
Z b Z b
3. If f ∼ g, then f (t) dt ∼ g(t) dt.
t→b x x→b x
45
Proof. Exercise.
3.40 Corollary. Let f ∈ Rloc ((a, b)), a, b ∈ R and x0 ∈ (a, b). Assume that f Zhas finite expansion
n x
ai xi + o (x − x0 )n . Then the function x 7→
P
up to order n at x0 , f (x) = f (t) dt has finite
i=0 x→x0 x0
Z x Z x n
P i
expansion up to order n + 1 at x0 and we have f (t) dt = ai t dt + o (x − x0 )n+1 .
x0 x0 i=0 x→x0
Z b
3.41 Property. Let f, g ∈ Rloc ([a, b)) and f, g be positive on [a, b), b ∈ R . Assume that g(t) dt
a
is divergent, then for x tends to b− we have
Z x Z x
1. If f = O (g) then, f (t) dt = O g(t) dt .
t→b a x→b a
Z x Z x
2. If f = o (g) then, f (t) dt = o g(t) dt .
t→b a x→b a
Z x Z x
3. If f ∼ g, then f (t) dt ∼ g(t) dt.
t→b a x→b a
3.42 Example. Z 1
1 1 1 1
∼ ⇒ dt ∼ ln .
ln(1 + t) t→0+ t x ln(1 + t) x→0+ x
46
3.6 Exercises
Exercise 1. Study the nature of the following improper integrals
Z ∞ Z ∞ Z ∞ Z ∞
x −x 1
1) e dx, 2) e dx, 3) x dx, 4) √ dx,
0 0 −∞ 1 x3
Z ∞ Z ∞ Z ∞ Z ∞
1 1 cos x
5) sin(5x) dx, 6) dx, 7) dx, 8) dx,
0 e x ln x e x(ln x)2 0 1 + x2
Z ∞ Z ∞ Z ∞ Z ∞
x+1 ln x
9) √ dx, 10) √ dx, 11) cos x2 dx, 12) sin(x2 + x + 1) dx.
0 x4 + 1 1 x 0 0
Exercise 4.
∞
x−1
Z
1. Show that dx is convergent and determine its value.
1 (x + 1)(x2 − x + 1)
Z ∞
x+2
2. Study the nature of dx.
1 (x − 1)(x2 + x + 1)
Z x 1 + t
Exercise 5. Let x ∈ [0, 1[ and I(x) = t ln dt. Calculate I(x) and find lim I(x).
Z 1 Z 0∞ 1−t x→1−
ln x ln x
Exercise 6. Let I = 2
and J = .
0 1+x 1 1 + x2
1. Show that I and J are convergent. Calculate I + J.
Z ∞
∗ ln x π ln a
2. Let a ∈ R+ . Show that 2 2
=− .
0 1+a x 2a
Z 3
Exercise 7. Let p, q ∈ R. Study the nature of I(p, q) = (x + 2)p (3 − x)q−1 dx.
Z ∞ −2
p−1 −x
Exercise 8. Let p ∈ R and Γ(p) = x e dx.
0
47
1
xα + x1−α
Z
Exercise 9. Study according to the values of α the nature of dx.
0 1+x
Exercise 10. Let n ∈ Z and a ∈]0, 1[.
Z 1
1. Calculate In (a) = xn ln x dx in terms of n and a.
a
Z 1
2. Establish for what values of n the integral xn ln x dx is convergent and give its value .
0
1
xn
Z
Exercise 11. Consider the sequence un = p dx.
0 x(1 − x)
1. Show that un is well defined.
2. Show that {un }n is decreasing and bounded below. Deduce the nature of {un }n .
3. Compute u0 , u1 and show that 2nun = (2n − 1)un−1 for n ≥ 1.
4. Determine the value of un in terms of n.
Exercise 12. Study according to the values of α ∈ R the nature of the following integrals
Z ∞ α+1 Z ∞ Z ∞
x + x3−α sin2 x 1
1) √ dx, 2) α
dx, 3) α [1 + (ln x)2 ]
dx,
0 4
x + x 3 0 x 0 x
1 cosα ( πx
2 )
∞
x2α−2 + xα+1 ∞
Z Z Z
x ln x
4) dx, 5) √ 1 dx, 6) dx.
(1 + x2 )α
p
0 x(1 − x) 0 x3 x3 (3 + x)α+ 2 0
48
CHAPTER 4
SERIES
Given a sequence {ak }k≥0 we can form another sequence of partial sums {sn }n≥0 by
n
P
sn = ak = a0 + a1 + · · · + an−1 + an .
k=0
49
n
P
4.1 Definition. Given a sequence {ak }k≥0 and sn = ak . Consider the limit lim sn .
k=0 n→∞
The series is said to converge to a real number s if the sequence of partial sums converges
to s, and one writes
Pn ∞
P
s = lim sn = lim ak = ak .
n→∞ n→∞ k=0 k=0
The series is said to diverge or diverge to ∞ if the sequence of partial sums diverges, or
diverges to ∞, respectively.
In the first case we say that the series is convergent and in the other case we say that the series
is divergent.
Proof. Suppose s = lim sn . Since an = sn − sn−1 , then lim an = lim (sn − sn−1 ) = s − s = 0.
n→∞ n→∞ n→∞
4.3 Examples.
∞
P 1
1. The series 2k
converges to 2.
k=0
1 − xn+1
Using the identity 1 + x + x2 + · · · + xn = for x 6= 1, then we obtain
1−x
n 1−( 12 )n+1
P 1 1
sn = 2k
= 1− 12
=2− 2n .
k=0
∞ ∞
P 1 P 1
Since lim sn = 2, then the series 2k
converges to 2 and we have 2k
= 2.
n→∞ k=0 k=0
∞
(−1)n diverges.
P
2. The series
k=0
∞
(−1)n diverges.Or,
P
Since s2n = 1 and s2n+1 = 0, then lim sn does not exist. So the series
n→∞ k=0
since lim (−1)n 6= 0, then the series is divergent.
n→∞
∞
(1)n diverges to ∞.
P
3. The series
k=0
n
1n = 1 + 1 + · · · + 1 = n + 1. Hence lim sn = ∞. So the series diverges
P
Note that sn =
k=0 n→∞
to ∞. Or, since lim 1n 6= 0, then the series is divergent.
n→∞
50
4.4 Example. (Geometric Series)
∞
xk
P
The geometric series
k=0
∞
converges if |x| < 1 and xk = 1
P
1−x .
k=0
∞
(1)n diverges to ∞.
P
Solution. If x = 1, then the series
k=0
1 − xn+1
Suppose x 6= 1, then sn = 1 + x + x2 + · · · + xn = . Hence
1−x
1
= 1−x , if |x| < 1;
lim sn = ∞, if x > 1;
n→∞
does not exist, if x ≤ −1.
Another way to show the geometric series is divergent for |x| ≥ 1 is that lim an = lim xn 6= 0.
n→∞ n→∞
∞ n+m n
1
xn = lim xn = lim (xm + xm+1 + · · · + xm+n ) = xm lim xn = xm 1−x
P P P
.
k=m n→∞ k=m n→∞ n→∞ k=0
∞
P ∞
P
ak = (bk+1 − bk ) = lim bn+1 − bm .
k=m k=m n→∞
Proof. we have
n
P
sn = ak = am + am+1 · · · + an = (bm+1 − bm ) + (bm+2 − bm+1 ) + · · · + (bn+1 − bn ) = bn+1 − bm .
k=m
∞
P
Then ak = lim bn+1 − bm .
k=m n→∞
This property show how to construct series that converge to any given number or diverge to ∞.
4.7 Examples.
1. A typical example.
∞ ∞
1
( k1 − 1 1 1
P P
= − k−1 ) = −( lim − 2−1 ) = 1.
(k−1)k
k=2 k=2 n→∞ n
51
2. The condition lim ak = 0 is necessary but not sufficient condition for convergence.
k→∞
∞ ∞
1
P P
ln(1 + k ) = ln(k + 1) − ln k = lim ln(n + 1) − ln 1 = ∞.
k=1 k=1 n→∞
n
P n
P n
P n
P n
P
αak = α ak and (ak + bk ) = ak + bk ,
k=0 k=0 k=0 k=0 k=0
n
P n
P n
P
Note that, from passing the limit in (ak + bk ) = ak + bk , we have the right to write
k=0 k=0 k=0
∞
P ∞
P ∞
P
(an + bn ) = an + bn if both series converge, diverge to +∞, diverge to −∞ or if one
n=0 n=0 n=0
series converges and the other diverges to ±∞.
∞
P
If both series are divergent , then (an + bn ) may converges, diverges or diverges to ∞. For
n=0
∞ ∞ ∞
(−1)n −(−1)n are both divergent, but (−1)n − (−1)n = 0 and
P P P
example, the series and
n=0 n=0 n=0
∞
(−1)n + (−1)n diverges.
P
n=0
∞
P
If one series is convergent and the other is divergent, then the series (an + bn ) is divergent.
n=0
∞
P ∞
P
4.9 Property. If ak is a convergent series and bk any series such that bk = ak except for
k=0 k=0
∞
P
at most finitely-many k, then bk is also convergent.
k=0
n
P n
P n
P n
P n0
P
Proof. Let sn = ak and σn = bk . Note that σn = (bk − ak ) + ak = (bk − ak ) + sn
k=0 k=0 k=0 k=0 k=0
for some fixed n0 ∈ N. Take the limit of both sides to obtain the result.
From this property one can deduce that a series behavior does not change by adding, modifying or
eliminating a finite number of terms.
52
∞
P
4.10 Property. If ak is a positive term series, ak ≥ 0 for all k ∈ N, the sequence of partial
k=0
sum {sn }n≥0 is an increasing sequence and so the series is either converges ( when the sequence of
partial sum {sn }n≥0 is bounded above ) or diverges to ∞.
Proof. We have sn+1 − sn = an+1 ≥ 0. Then the sequence {sn }n≥0 is an increasing sequence.
Note that, to show a positive-term series is convergent, it is sufficient to show the sequence of
partial sum is bounded above.
∞
P
4.11 Definition. The infinite sum rn = ak is called the nth remainder or the tail of the
k=n+1
∞
P
series . If the series ak converges to s, then rn = s − sn .
k=0
∞
P
4.12 Property. If ak is a convergent series, then lim rn = 0. Equivalently;
k=0 n→∞
∞
P
If lim rn 6= 0, then the series ak is divergent.
n→∞ k=0
∞
P
Proof. Suppose ak = s. Then lim rn = lim (s − sn ) = s − s = 0.
k=0 n→∞ n→∞
∞
P 1
4.13 Example. The harmonic series n diverges to +∞.
n=1
∞
1 1 1 1 1
≥ 12 , then lim rn 6= 0. So the positive
P
Since rn = k = n+1 + n+2 + · · · n+n + ··· ≥ n · n+n
k=n+1 n→∞
∞
P 1
term series n diverges to +∞.
n=1
n
P n
P
Proof. 1. We have ak ≤ bk for all k ≥ N , then sn = ak ≤ σn = bk . Since σn is
k=N k=N
∞
P
convergent, then it is bounded and so sn is bounded above. Therefore the series ak
k=N
53
∞
P
converges and by taking the limit of both sides in the above inequality, we obtain ak ≤
k=N
∞
P ∞
P
bk . Since a finite number of terms has no effect on the convergence of a series, then ak
k=N k=0
converges.
∞
P ∞
P
2. Suppose to the contrary that bk converges, then by first item we obtain ak converges.
k=0 k=0
∞
P ∞
P
But we have ak diverges to ∞. Thus bk diverges to ∞.
k=0 k=0
4.15 Examples.
∞
P 1
1. The harmonic series k = ∞.
k=1
Since ln(1 + x) ≤ x for any x > −1, it follows 0 ≤ ln(1 + k1 ) ≤ k1 for any k ≥ 1. But from the
∞
ln(1 + k1 ) we obtain that the harmonic series diverges
P
divergence of the telescoping series
k=1
to ∞.
∞ ∞
P 1 P 1
2. The series k2
converges and k2
≤ 2.
k=1 k=1
∞ ∞
1 1 P 1 P 1
Since 0 ≤ k2
≤ (k−1)(k) for any k ≥ 2, and (k−1)(k) = 1, then the series k2
converges
k=2 k=1
∞ ∞ ∞
P 1 P 1 P 1
and k2
=1+ k2
≤1+ (k−1)(k) ≤ 2.
k=1 k=2 k=2
If p ≤ 0, then lim 1
p 6= 0. Hence the series diverges to ∞.
k→∞ k
If 0 < p < 1, then 0 ≤ k1 < k1p . Hence the series diverges to ∞.
If p > 2, then 0 ≤ k1p < k12 . Hence the series is convergent.
The case 1 < p < 2 will be examined later by Cauchy’s condensation test or integral test.
The notion of absolute convergence is useful for series with arbitrary sign.
54
∞
P
Proof. Note that 0 ≤ ak + |ak | ≤ 2|ak | for any k ≥ 0. Since |ak | converges, then the comparison
k=0
∞
P ∞
P ∞
P
test tell us that (ak + |ak |) converges. Thus, due to linearity of series, ak = ([ak + |ak |] −
k=0 k=0 k=0
|ak |) is convergent. Since 0 ≤ ak + |ak | ≤ 2|ak | for any k ≥ 0, then by comparison test we obtain
∞
P ∞
P
ak ≤ |ak |.
k=0 k=0
l
Proof. 1. Choose 0 < ε = 2 < l. By definition of limit we have, ∃n0 ∈ N such that,
an
n ≥ n0 ⇒ | − l| < ε.
bn
Then 0 < 2l bn < an < 3l2 bn for n ≥ n0 . We conclude from comparison test the series both
converge or both diverge.
55
4.20 Definition. (Landau Notations)
Let {an } and {cn } be two sequences. We say that
1. {an } is dominated by {cn }, and we write an = O(cn ), if there exist a bounded sequence {bn }
and N ∈ N such that an = bn cn for any n ≥ N .
2. {an } is negligible with respect to {cn }, and we write an = o(cn ), if there exist a sequence {εn }
goes to zero as n goes to infinity and an N ∈ N such that an = εn cn for any n ≥ N .
3. {an } is equivalent to {cn }, and we write an ∼ cn , if there exist a sequence {εn } goes to zero
as n goes to infinity and an N ∈ N such that an = (1 + εn )cn for any n ≥ N . Equivalently;
an ∼ cn if and only if an − cn = o(cn ).
Note that an = O(cn ) respectively ( an = o(cn ), an ∼ cn ), if and only if there exist a sequence
{µn } such that an = µn cn eventually(after a certain rank) and {µn } is bounded respectively
(µn −−−→ 0, µn −−−→ 1 ).
n→∞ n→∞
4.21 Property. Let {an } and {cn } be two sequences. If {cn } eventually(after a certain rank) never
vanishes, then:
3. (Equivalent test)
∞
P ∞
P
If an ∼ cn , then |ak | and |ck | have same nature.
k=0 k=0
Proof. 1. Assume an = O(cn ), there exist a bounded sequence {bn } and N ∈ N such that
an = bn cn for any n ≥ N . Hence there exists M > 0 such that |an | ≤ M |cn | eventually. Since
∞
P ∞
P
|ck | converges, then by comparison test ak converges absolutely.
k=0 k=0
56
We give some examples after alternating series test.
n n
2k a2k . Since
P P
Proof. Let sn = ak and σn =
k=1 k=0
a2 ≤ a2 ≤ a1 ,
2a4 ≤ a3 + a4 ≤ 2a2 ,
4a8 ≤ a5 + a6 + a7 + a8 ≤ 4a4 ,
··················
n
2 a2n+1 ≤ a2n +1 + · · · + a2n+1 ≤ 2n a2n ,
One can easily see that sn ≤ σn for any n ∈ N . Hence in the proof of the property we may obtain
a better inequalities
1
(σn+1 − a1 ) ≤ s2n+1 − a1 ≤ σ2n+1 − a1 .
2
∞
By passing the limit in case of convergence, we obtain 21 σ + 12 a1 ≤ s ≤ σ, where s =
P
ak and
k=1
∞
2k a2k .
P
σ=
k=0
57
∞
P 1
In case of convergence, that is p > 1, the sum is written ζ(p) = np , and known as Riemann’s
n=1
zeta function. Also the inequalities 12 σ + 21 a1 ≤ s ≤ σ ensures that 12 1 1
p−1 + 2 ≤ ζ(p) ≤
1
p−1 .
1−1/2 1−1/2
2
For example 1 ≤ ζ(2) ≤ 2 and 76 ≤ ζ(3) ≤ 34 . One can show that ζ(2) = π6 , but no closed expression
for ζ(3) is known.
Proof. Evident.
|`|
1. nα an −−−→ ` 6= 0 ⇒ |an | ∼ nα .
n→∞
2. nα an −−−→ 0 ⇒ an = o( n1α ).
n→∞
1
3. nα an −−−→ ∞ ⇒ an > nα eventually, by the definition of limit.
n→∞
1+p 1 1
1. If p > 1, take α ∈]1, p[ for example α = 2 . Hence lim nα = lim = 0,
n→∞ np lnq n n→∞ n(p−α) lnq n
for any q ∈ R. Hence, by the nα − test, the series converges.
1+p 1 1
2. If p < 1, take α ∈]p, 1[ for example α = 2 . Hence lim nα = lim = ∞,
n→∞ np lnq n n→∞ n(p−α) lnq n
for any q ∈ R. Hence, by the nα − test, the series diverges.
q−1
3. If p = 1, we have ( x ln1q x )0 = − ln (x ln(x)(q+ln x)
q
x)2
< 0 for sufficiently large x. Hence, in this case
the general term of Bertrand series is a positive decreasing sequence for sufficiently large n
∞ ∞
P 1 1 P 1
and so the condensed series kq lnq 2 = lnq 2 kq have the same nature as Bertrand series
k=0 k=0
∞
P 1
k lnq k . Thus, for p = 1, Bertrand series converges if and only if q > 1.
k=2
58
4.27 Theorem. (Integral Test) Z ∞
Let f be continuous, positive and decreasing on [k0 , ∞), for k0 ∈ N. Then the integral f (x) dx
k0
∞
P
is convergent if and only if the series f (k) is convergent. Moreover, we have
k=k0
∞
P R∞ ∞
P
f (k) ≤ k0 f (x) dx ≤ f (k).
k=k0 +1 k=k0
If the integral converges, then the sequence {bn } is bounded. So the n-th partial sum {sn } is
increasing, bounded above and thus the series converges.
If the integral diverges, then from the second inequality we obtain that the series diverges.
Typical applications of the integral test are Riemann series and Bertrand series.
∞
P
Note that, under the assumptions of the above theorem, if f (k) converges then for all n > k0 ,
k=k0
Z ∞ Z ∞ Z ∞ Z ∞
f (x) dx ≤ rn ≤ f (x) dx, and sn + f (x) dx ≤ s := sn + rn ≤ sn + f (x) dx,
n+1 n n+1 n
∞
P 1
4.28 Example. Suppose we want to estimate the precision of the sum of k3
computed up to
R∞ 1 k=1
∞
the first 10 terms.R Since s10 = 1.197532 · · · , and n x3 dx = 2n1 2 , then s10 + 11 f (x) dx ≤ s :=
R
∞
s10 + R10 ≤ s10 + 10 f (x) dx, gives 1.201664 ≤ s ≤ 1.202532. The exact value for s is 1.202057 · · ·
59
Proof. Since the sequence {bk }k≥0 is a decreasing sequence,
s2n = s2n−2 − b2n−1 + b2n ≤ s2n−2 and s2n+1 = s2n−1 + b2n − b2n+1 ≥ s2n−1 .
Moreover,
s2n = s2n−1 + b2n ≥ s2n−1 ≥ · · · ≥ s1 and s2n+1 = s2n − b2n+1 ≤ s2n ≤ · · · ≤ s0 .
Therefore {s2n }n≥0 and {s2n+1 }n≥0 are monotone bounded sequences. Thus
lim s2n = inf s2n := r and lim s2n+1 = sup s2n+1 := l.
n→∞ n≥0 n→∞ n≥0
As, r − l = limn→∞ (s2n − s2n+1 ) = limn→∞ b2n+1 = 0, then the series converges and
s2n+1 ≤ s = r = l ≤ s2n for all n ≥ 0.
In addition,
0 ≤ s − s2n+1 ≤ s2n+2 − s2n+1 = b2n+2 and 0 ≤ s2n − s ≤ s2n − s2n+1 = b2n+1 .
So |rn | = |s − sn | ≤ bn+1 for all n ≥ 0.
∞
(−1)k bk with bk > 0 is called an alternating series because the signs of the terms
P
The series
k=0
alternate between + and −.
4.30 Examples.
∞
P (−1)k
1. The series kp converges for p > 0 and diverges for p ≤ 0.
k=1
∞
P (−1)k
2. The series k is conditionally convergent.
k=1
∞
P (−1)k
3. Let us approximate the sum k! to the third digit, that means with a margin less than
k=0
10−3 . The series converges by Leibniz’s Test. As b7 = 50401
< 10−3 , then |s − s6 | ≤ b7 < 10−3 .
But s6 = 0.368056 · · · , the estimate s ≈ 0.368 is correct up to third place.
4. The condition the sequence {bk }k≥0 is decreasing in Leibniz’s test is only sufficient. In fact,
for k ≥ 2 let 1
k, k even;
bk =
k−1
k2
, kodd.
∞ ∞
(−1)k k1 +
P 1
(−1)k bk =
P P
We have bk > 0, lim bk = 0. The series k2
converges, for
k→∞ k=2 k=2 k≥3
k odd
the two series to the right converge. But the sequence is not decreasing since bk > bk+1 for k
even and bk < bk+1 for k odd.
∞ n n ∞
(−1)n (−1)n
sin( (−1) (−1)
+ o( n12 ). Since
P P
5. Consider the series n ). We have sin( n ) = n n
n=1 n=1
∞
P 1
is convergent, by alternating series test, and n2
is absolutely convergent, by Riemann
n=1
∞ n
sin( (−1)
P
examples, then the series n ) is convergent. Note that we cannot use equivalent
n=1
(−1)n
test because n does not have constant sign eventually.
∞ ∞
sin( n1 ). We have sin( n1 ) ∼ 1 1
P P
6. Consider the series n ≥ 0 eventually. Since n is divergent,
n=1 n=1
∞
sin( n1 ) is divergent
P
then
n=1
60
4.3 Ratio And Root Test.
Proof. Note that, if un and vn are eventually strictly positive and uun+1
n
≤ vn+1
vn , then un = O(vn ).
un+1
Because the sequence vn+1 is decreasing and bounded below by zero, hence convergent and bounded.
rn+1
1. Evident. We use, an+1
an ≤ r = ⇒ |an | = O(rn ).
rn
1n+1
2. Evident. We use, an+1
an ≥ ⇒ 1 = O(|an |) ⇒ limn→∞ an 6= 0.
1n
∞
P
2. If ` > 1, the series ak diverges.
k=k0
a
n+1
Proof. 1. If ` < 1, then choose ` < r < 1. Since lim = `, there exists an integer N such
n→∞ an
∞
that an+1
P
< r for all n ≥ N .So we conclude from previous property that the series ak
an
k=k0
converges absolutely.
2. If ` > 1, there exists an integer N such that an+1
an > 1 for all n ≥ N .So we conclude from
P∞
previous property the the series ak diverges.
k=k0
61
∞
P
1. If ` < 1, the series ak converges absolutely.
k=k0
∞
P
2. If ` > 1, the series ak diverges.
k=k0
1
Proof. 1. If ` < 1, then choose ` < r < 1. Since lim |an | n = ` , there exists an integer N
n→∞
∞
n rk , the
P
such that |an | < r for all n ≥ N . Hence by comparing with the geometric series
k=k0
∞
P
absolute convergence of ak follows.
k=k0
2. If ` > 1, there exists an integer N such that |an | > 1 for all n ≥ N and hence the n-th term
does not approach zero.
n
P n
P
ak bk = An bn+1 − Am bm+1 − Ak (bk+1 − bk ).
k=m+1 k=m+1
n
P n
P
It follows that ak bk converges if the sequences {An bn+1 } and Ak (bk+1 − bk ) converge.
k=m+1 k=m+1
Comments; Use the observation ∆Ak = Ak+1 − Ak = ak , the identity reads
n
P n
P
(∆Ak )bk = An bn+1 − Am bm+1 − Ak (∆bk ).
k=m+1 k=m+1
62
By shifting index for the second summation on the right,
n
P n−1
P n
P
Ak−1 bk = Ak bk+1 = Am bm+1 − An bn+1 + Ak bk+1 ,
k=m+1 k=m k=m+1
n
P
Proof. In view of the summation by parts formula, it is sufficient to show {An bn+1 } and Ak (bk+1 −
k=1
bk ) converge. The first sequence {An bn+1 } converges to zero, since it is the product of bounded
Pn
sequence by another which converges to zero. For the second one Ak (bk+1 − bk ); Assume
k=1
|An | ≤ M for all n and for some M > 0. Then |Ak (bk+1 − bk )| ≤ M (bk+1 − bk ). The series
∞
P n
P
(bk+1 − bk ) = −b1 is telescoping, then the convergence of Ak (bk+1 − bk ) follows from the
k=1 k=1
comparison test.
n
P
Proof. In view of the summation by parts formula, it is sufficient to show {An bn+1 } and Ak (bk+1 −
k=1
bk ) converge. The first sequence {An bn+1 } converges to zero, since it is the product of bounded
Pn
sequence by another which converges to zero. For the second one Ak (bk+1 − bk ); Assume
k=1
|An | ≤ M for all n and for some M > 0. Then |Ak (bk+1 − bk )| ≤ M |bk+1 − bk |. Since the series
∞
P n
P
|bk+1 − bk | is convergent, then the convergence of Ak (bk+1 − bk ) follows from the comparison
k=1 k=1
test.
n
P
Proof. In view of the summation by parts formula, it is sufficient to show {An bn+1 } and Ak (bk+1 −
k=1
bk ) converge. The first sequence {An bn+1 } converges, since it is the product of convergent sequences.
Pn
For the second one Ak (bk+1 − bk ); Assume |An | ≤ M for all n and for some M > 0 and {bn }
k=1
63
∞
P
is monotone increasing. Then |Ak (bk+1 − bk )| ≤ M (bk+1 − bk ). The series (bk+1 − bk ) =
k=1
n
P
lim bn+1 − b1 is telescoping, then the convergence of Ak (bk+1 − bk ) follows from the comparison
n→∞ k=1
test.
4.5 Rearrangements
The purpose of this section is to expose one of the benefits of working with absolutely convergent
series.
∞
P ∞
P ∞
P
4.38 Definition. If ak is a series. Then bk is a rearrangement of ak , if there is one-
k=1 k=1 k=1
to-one and onto function φ : N 7→ N such that aφ(n) . That is bn = aφ(n) , where φ(1), φ(2), · · ·
bn =
is any sequence of positive integers in which every positive integer appears once and only once.
We want to show that the sum of an absolutely convergent series can be rearranged in an
arbitrary way without changing the sum.
∞
P ∞
P
4.39 Theorem. If ak is absolutely convergent, then every rearrangement bk is also
k=1 k=1
∞
P ∞
P ∞
P ∞
P
absolutely convergent. Moreover, ak = bk and |ak | = |bk |.
k=1 k=1 k=1 k=1
∞ ∞
|ak | < 2ε . Let N = max{φ(1), · · · , φ(n0 )},
P P
Proof. Lets := ak . Let ε > 0 and n0 ∈ N such that
k=1 k=n0
then {a1 , a2 , · · · , an0 } ⊂ {b1 , b2 , · · · , bN }. Hence for n > N ,
n n ∞
|ak | < 2ε .
P P P
| ak − bk | ≤
k=1 k=1 k=n0
Consequently,
∞
P n
P ∞
P n
P n
P n
P
| ak − bk | ≤ | ak − ak | + | ak − bk |
k=1 k=1 k=1 k=1 k=1 k=1
∞ ∞
P ε P ε ε ε
< |ak | + 2 ≤ |ak | + 2 ≤ 2 + 2 = ε.
k=n+1 k=n0
∞
P ∞
P ∞
P ∞
P
Thus bk is convergent and ak = bk . Similarly, we can obtain |bk | is convergent and
k=1 k=1 k=1 k=1
∞
P ∞
P
|ak | = |bk |.
k=1 k=1
This theorem is quite useful in finding the sum of a series which is absolutely convergent.
∞ ∞
(−1)n+1 1 2
= π6 . Then by rearranging
P P
4.40 Example. The series n 2 is absolutely convergent and n2
n=1 n=1
∞
P (−1)n+1
the terms of the series n2
, we obtain
n=1
∞ ∞ ∞ ∞
P (−1)n+1 P 1 P 1 1 P 1 π2
n2
= n2
−2 (2n)2
= 2 n2
= 12 .
n=1 n=1 n=1 n=1
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∞
P ∞
P
It can be shown that, if every rearrangement of ak is convergent, then ak is absolutely
k=1 k=1
convergent.
∞ ∞ ∞
P 1 1 P 1 P 1
2k 3k
6= 2k 3k
.
k=1 k=1 k=1
One way to multiply series and preserve the above property is the so-called Cauchy product,
formally
∞
P ∞
P
an bn = (a0 + a1 + a2 + · · · )(b0 + b1 + b2 + · · · )
n=0 n=0
= (a0 b0 ) + (a0 b1 + a1 b0 ) + (a0 b2 + a1 b1 + a2 b0 ) + · · ·
∞
P
= cn ,
n=0
where,
n
P
cn = a0 bn + a1 bn−1 + · · · an b0 = ak bn−k .
k=0
∞
P ∞
P ∞
P n
P
4.42 Definition. Let an and bn be two series. The series cn , where cn := ak bn−k ,
n=0 n=0 n=0 k=0
is their Cauchy product.
In general the cauchy product of two convergent series series may not be convergent. Take
n
(−1)n n 1
√
P
an = bn = √ n+1
. Then the n-th term of the Cauchy product is cn = (−1) .
k=0 (n−k+1)(k+1)
65
∞
P ∞
P n
P n
P n
P
Proof. Let A = an , B = bn , An = ak , Bn = bk , Cn =: ck and Dn = B − Bn .
n=0 n=0 k=0 k=0 k=0
Note that,
Cn = a0 Bn + a1 Bn−1 + · · · + an B0
n
P
= a0 (−B + Bn ) + a1 (−B + Bn−1 ) + · · · + an (−B + B0 ) + B ak
k=0
= An B − R n ,
∞
P
where Rn = a0 Dn + a1 Dn−1 + · · · + an D0 . Let α = |an |. Since Dn → 0, then {Dn } is bounded,
n=0
∞
P
say |Dn | < D for all n. Now, for ε > 0 given, there exists N ∈ N such that α = |an | < ε and
n=N
|Dn | < ε for all n > N . Then, for n ≥ 2N we have
Hence Rn → 0. Since An B → AB, then the result follows from passing to the limit in Cn =
An B − Rn .
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4.7 Exercises
4
Exercise 1. Express uk = in partial fractions and hence find the sum
k(k + 2)
n
X
Sn = uk .
k=1
∞
X
Deduce the nature of the series un .
n=0
Exercise 2. Find the value to which each of the following series converges:
∞ ∞ ∞
X 2 X (−1)n 3n−1 X 1
a) ; b) ; c) .
4n 4n n2 −n
n=0 n=1 n=2
∞
X
Exercise 3. Apply the comparison test, find the nature of the series un , where
n=1
1
for n even
un = n
1
√
for n odd
n
Exercise 4. Determine the nature of the following series:
∞ ∞ ∞
n+1 n
n
X 1 X X n
a) ; b) ; c) .
nn n n+1
n=1 n=1 n=1
Exercise 5. Apply, if possible, the integral test on the following series. If the test cannot be
applied, state why.
∞ ∞ ∞ ∞
X n X en X πn X ln(n + 2)
a) ; b) ; c) sin ; d) .
n+2 (en + 1)2 2 n+2
n=1 n=1 n=1 n=0
Exercise 6. Let p ∈ N and a ∈ R satisfies 0 < a < 1. Use the ratio test, prove that the series
∞
X
np an
n=0
lim np an .
n→∞
∞
X 1
Exercise 7. Consider the series un with positive terms un ≥ 0 and α > . Suppose that
2
n=1
∞
X
un converges.
n=1
∞
X
(i) Prove that the series (un )2 is convergent.
n=1
∞ 2
X 1
(ii) Prove that the series un − α is convergent
n
n=1
67
∞
X un
(iii) Deduce the nature of the series .
nα
n=1
n+2
Exercise 8. Let un = ln . Find the n-th partial sum
n
n
X
Sn = uk .
k=1
∞
X
Deduce the nature of the series un .
n=1
Exercise 9. Determine the nature of the following series:
∞ ∞ ∞ ∞
X arctan n X ln n X 3n − 4n X 3n+1 − n
a) ; b) √ ; c) ; d) .
n n 5n n3n
n=1 n=1 n=0 n=1
∞
X
Exercise 10. Same question for the series un with terms
n=1
n
2n nn
n! 3n + 1
a) un = ; b) un = ; c) un = ; d) un = ;
n! n! (2n)n 4n − 3
1 1 1
e) un = n n ; f) un = √
√ ; g) un = √ ;
n+1− n n+n
(−1)n
π
h) un = 1 − ; i) un = sin 3 ; j) un = ln n e−n ;
n 2n 2
2
n+1 n
1 1
k) un = ; l) un = ; m) un = .
ln(ln(n + 1)) 1
1+ ln(n+1) 2n
n
Exercise 11. Determine whether each of the following series converges conditionally, converges
absolutely, or diverges.
∞ ∞ ∞
X
n 2n X n!
n
X (−1)n ln n
a) (−1) n ; b) (−1) ; c) ;
e −1 (2n)! n
n=1 n=1 n=1
∞ ∞ ∞ 1
X n X (−1)n X en
d) (−1)n ; e) ; f) (−1)n .
(ln n)2 (sin n)2 arctan n
n=2 n=1 n=1
68
Exercise 14. Same question for the series
∞
X 1 2πn
√ cos .
n 3
n=1
is convergent.
69